Can STS Resilient Securitisation Unlock EU Mortgage Risk Sharing?

This SUERF note argues that the proposed Resilient label for STS securitisation might contribute to unlock risk sharing (SRT) on EU mortgages if two conditions are met: a senior risk-weight floor enabling effective capital relief, and EU (re)insurers providing unfunded credit protection eligible for STS Resilient treatment.

Please click here to read the note.