EFTA01114823Set 9
2012-03-3118p4,513w
Methodology Approach).
conduct of our business. Such risks, which include reputational
risk concentration risk, securitisation risk, business risk, pension
Liquidity and funding risk obligation risk and residual risk are identified ... elements are deducted equally from Tier 1 capital and from Tier 2 capital.
4. Securitisation positions that are not rated or rated below B8- are deducted from regulatory capital.These elements ... industry sector are as follows:
Institutions — Institutions —
Sector — Cm Sovereigns Corporates Banks Equity Retail Securitisation Other Total
Financial 2.237 255 1.068 183 88 3.831
Goverrrnents 1.086 - 19 1.105
Real Estate
https://www.justice.gov/epstein/files/DataSet%209/EFTA01114823.pdf
EFTA00688826Set 9
2014-04-223p903w
From:
To: Jeffrey Epstein <jeevacation@gmail.com>
Subject: Fwd: Securitised debt could give Europe's economy the kiss of life
Date: Tue, 22 Apr 2014 00:02:26 +0000
Begin forwarded message ... Daniel
Date: April 21, 2014 at 7:56:11 PM EDT
To: < >, ci
Subject: Securitised debt could give Europe's economy the kiss of life
Haha - sound familiar?! (Check ... highlighted paragraph.)
Securitised debt could give Europe's economy the
kiss of life
By Jacques de Larosiere
Investors can earn better returns from industrial companies than banks, says
Jacques
https://www.justice.gov/epstein/files/DataSet%209/EFTA00688826.pdf
EFTA01386894Set 10
2019-01-011p778w
originator and (ii) the originator,
sponsor or original lender in respect of the relevant securitisation has explicitly disclosed to the investor that it will retain, on
an on-going basis ... noted that the European authorities have adopted and finalised two new regulations related to securitisation
(being Regulation (EU) 2017/2402 and Regulation (EU) 2017/2401) which will apply in general from January ... Among other things, the regulations include provisions intended to implement the revised securitisation framework
developed by BCBS (with adjustments) and provisions intended to harmonise and replace the risk retention
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386894.pdf
Financing — new strategy
The following is based on discussions with Annop Ghai, head of securitised lending in Citigroup UK,
and Natixis bank as well as our consultant Arun Mirchondani ... head of Commezbank
Securitised lending from 2002-2008, and hos been somewhat tested in the market.
• From a conceptual point of view, there is direct demand from end users
https://www.justice.gov/epstein/files/DataSet%209/EFTA00657017.pdf