ESMA_QA_1413

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/1413

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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 Identifiers

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Question

Submission Date: 28 May 2020

Are there any requirements to the generation of the underlying exposure identifiers in IVAL3 and IVAL4?

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ESMA Answer

Answer Date: 28-05-2020

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.5] While, the RTS on disclosure does not set requirements to the development of the identifier of an Underlying Exposure within an ABCP transaction, ESMA recommends the following formula: Unique Identifier - ABCP Transaction (IVAL2; IVAN2; IVAR1) + Underlying exposure type (IVAL5). For information about the unique identifier of an ABCP Transaction see Q&As 1262-1265.

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