ESMA_QA_1411

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/1411

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Regulatory Context

Regulation : SECR

Level 1 Regulation: Securitisation Regulation (EU) 2017/2402

Level 2 Regulation: No information available

Level 3 Regulation: No information available

Topic: Securitisation Disclosure Templates

Subject Matter: Annex 11: Underlying Exposures - ABCP - Underlying Exposure Type

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Question

Submission Date: 17 July 2019

Among the response options to this field is “Collateralised Loan Obligation (CLOB)”. Does this option indicate that the securitisation is a CLO or that the underlying exposure is a CLO?

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ESMA Answer

Answer Date: 17-07-2019

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.3] This response option means that an underlying exposure is a CLO. This response option is included for completeness, in light of possible underlying exposure types found in ABCP transactions.

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This document was automatically extracted from the ESMA EMIR Q&A database.