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09 May 2025

ESRB: Unveiling the impact of STS on-balance-sheet securitisation on EU financial stability

The EU Securitisation Regulation1 (SECR) assigns the macroprudential oversight of the European Union’s
securitisation market to the ESRB. Following the amendments made to the SECR in 2021, the
ESRB was mandated to assess the impact on financial stability of introducing the STS criteria...

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