re-securitisation
as defined in CRR, Article 4(1), point (63) (Definitions)
securitisation where the risk associated with an underlying pool of exposures is tranched and at least one of the underlying exposures is a securitisation position
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Also defined in
- Regulation (EC) No 1060/2009 of the European Parliament and of the Council of 16 September 2009 on credit rating… 02009R1060-20250117, Article 3(1), point (aa)
(aa) ‘re-securitisation’ means re-securitisation as defined in point (40a) of Article 4 of Directive 2006/48/EC.