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A. Scope and Identification of STC Securitisations

C 52/2017 STA Effective from 1/12/2022

78.For regulatory capital purposes, only the following types of exposures can be STC-compliant:

  • •Exposures to non-ABCP, traditional securitisations that meet the criteria in Appendix 1 below.
  • •Exposures to ABCP conduits and/or transactions financed by ABCP conduits, where the conduit and/or the transactions financed meet the criteria in Appendix 2 below.

79Synthetic securitisations, securitisation of revolving credit facilities and resecuritisations are not considered as STC-compliant.

80.STC treatment will not be applied if banks having investment in international securitisation