Revised Solvency II capital requirements for securitisations

The Delegated Regulation (EU) 2018/1221 amending Delegated Regulation (EU) 2015/35 as regards the calculation of regulatory capital requirements for securitisations and STS securitisations  has been published in the Official Journal.

https://eur-lex.europa.eu/legal-content/EN/TXT/PDF/?uri=OJ:L:2018:227:FULL&from=EN

The regulation will apply from 1 January 2019.