Securitization Risk Retention Check

EU Securitisation Regulation (EU) 2017/2402 Art.6 and U.S. Credit Risk Retention Rule (Dodd-Frank Sec.941, Reg RR, 12 CFR Part 244): verifies the originator/sponsor/original-lender retains at least 5% net economic interest via a recognized method, applies the U.S. Qualified Residential Mortgage (QRM) exemption where flagged, and flags EU-specific structural breaches — retainer sole-purpose-entity prohibition and retained-interest hedging/sale. Deterministic point-in-time structural check from caller-supplied retention method, exposure/retained amounts, and jurisdiction-specific flags for a single reporting date.