EBA has published a report summarising the findings of its analysis and market practice assessment of the synthetic securitisation market. It supports the Commission’s proposal for a limited extension of the prudential treatment for simple, standardised and transparent securitisations to banks that originate and retain certain SME balance sheet synthetic securitisation positions. The report sets out the criteria that should determine eligibility of balance sheet synthetic transactions. (Source: EBA Publishes SME Synthetic Securitisation Advice)