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addition of clo and cdo to security schema#305

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emburkino wants to merge 3 commits intomasterfrom
14796-zd-7753-3rd-line-impl-clo-mapping-requirements
Open

addition of clo and cdo to security schema#305
emburkino wants to merge 3 commits intomasterfrom
14796-zd-7753-3rd-line-impl-clo-mapping-requirements

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@emburkino emburkino commented Nov 28, 2023

Addition of collateralised loan obligations and collateralised debt obligations to security schema.

For Article 325aa of CRR -Calculation of the own funds requirement for the default risk for securitisations, for the purposes of the first subparagraph, clo and cdo are part of the asset classes

@emburkino emburkino self-assigned this Nov 29, 2023
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