tranche
Defined in 2 EU acts of the All group: Securitisation Regulation First CRR Reference
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Securitisation Regulation, Article 2(6) First adopted 2017-12-12
a contractually established segment of the credit risk associated with an exposure or a pool of exposures, where a position in the segment entails a risk of credit loss greater than or less than a position of the same amount in another segment, without taking account of credit protection provided by third parties directly to the holders of positions in the segment or in other segmentsCRR, Article 4(67) Reference adopted 2013-06-26, amended 2017-12-12
Refers to Securitisation Regulation, Article 2(6).
a tranche as defined in point (6) of Article 2 of Regulation (EU) 2017/2402