The European Banking Authority (EBA) published an opinion on the regulatory treatment of securitisations of non-performing exposures (NPEs), which recommends various amendments to the Capital Requirements Regulation (CRR) as well as to the Securitisation Regulation to removed constraints that have been identified, namely, the disproportionally high capital requirements on investor credit institutions under the CRR (due to the SEC-IRBA, SEC-SA and the look-through approach) and the difficult in complying to certain risk retention and due diligence requirements under the Securitisation Regulation.

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