(n)

separately for the trading and the non-trading book, the following information broken down by exposure type: the total amount of outstanding exposures securitised by the institution, separately for traditional and synthetic securitisations and securitisations for which the institution acts only as sponsor; the aggregate amount of on-balance sheet securitisation positions retained or purchased and off-balance sheet securitisation exposures; the aggregate amount of assets awaiting securitisation; for securitised facilities subject to the early amortisation treatment, the aggregate drawn exposures attributed to the originator's and investors' interests respectively, the aggregate capital requirements incurred by the institution against the originator's interest and the aggregate capital requirements incurred by the institution against the investor's shares of drawn balances and undrawn lines; the amount of securitisation positions that are deducted from own funds or risk-weighted at 1250 %; a summary of the securitisation activity of the current period, including the amount of exposures securitised and recognised gain or loss on sale;

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.