ESMA_QA_1412

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/1412

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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 - Current Principal Balance

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Question

Submission Date: 28 May 2020

In a co-funding structure among ABCP conduits (co-purchasing), where several entities are co-funding a transaction, should the reporting of Annex 11 contain the amount of receivables transferred to the SSPE or only the amount of underlying exposures financed by each individual conduit?

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ESMA Answer

Answer Date: 28-05-2020

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.4] See Q&As 1262-1265.

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