third_party_risk_transfer

Risk transfer claimed by a securitisation Originator, measured as the Expected loss (EL) + the Unexpected loss (UL) of the underlying securitised assets transfered to third parties, expressed as a percentage of the EL + UL of the total securitised assets. For an originator reporting under SA, EL shall be the specific credit risk adjustment of the securitised assets and the UL shall be the capital requirement of the securitised assets.