2020-07-24

Regulation on the Application of EBA Guidelines on Weighted Average Maturity of Securitisation Tranches

The Governing Board of the Bank of Slovenia issued this regulation to formally apply the European Banking Authority's guidelines on determining the weighted average maturity of securitisation tranches. The document mandates that Slovenian banks and the Bank of Slovenia as the competent authority must utilize the specified methodology for measuring tranche maturity in accordance with Regulation (EU) No 575/2013. This regulation entered into force on 25 July 2020, requiring financial institutions to incorporate these guidelines into their prudential reporting and supervisory processes.

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