ESMA_QA_1421

Status: ✅ Answer Published

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/1421

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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 - Restructured Exposures (New Arrears)

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Question

Submission Date: 28 May 2020

Does this field refer only to new arrears after date of transfer to the SSPE and only for underlying exposures which were restructured 1-3 years before transfer?

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ESMA Answer

Answer Date: 28-05-2020

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.13] No. This field refers to exposures that have been restructured by the originator/sponsor at any time AND have at any time been in arrears (either regarding principal or interest payments) since the date of restructuring.

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