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ARTICLE · 18 JUNE 2020

It's A Wonderful Weighted Average Life

Dillon Eustace
Dillon Eustace
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Dillon Eustace

Dillon Eustace

Dillon Eustace is one of Ireland’s leading law firms focusing on asset management and investment...

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A final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction.

IrelandFinance and Banking
Conor Keaveny
Conor Keaveny
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A final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction

From the ABS market to your front door

The proper way to calculate the expected date of repayment of an amortising tranche of asset-backed securities (ABS) may seem initially to be an abstruse and esoteric topic. But it nevertheless goes to the heart of prudential regulation of the financial system in the European Economic Area (EEA). In our recent article https://www.dilloneustace.com/legal-updates/is-synthetic-securitisation-about-to-be-brought-in-from-the-cold on Regulation (EU) No 575/2013 on capital requirements (the CRR), Regulation (EU) 2017/2402 (the Securitisation Regulation) and Regulation (EU) 2017/2401 amending the CRR (the CRR Amendments Regulation and together with the CRR, the CRR Regs) as they apply to synthetic securitisation, we alluded to their context as a reaction to the global financial

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