ESMA_QA_156

Status: ⏳ Pending / Forwarded to EC

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/156

Regulatory Context

Regulation : SECR

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

Level 2 Regulation: RTS on the templates for the provision of information in accordance with the STS notification requirements

Level 3 Regulation: Guidelines on securitisation repository data completeness and consistency thresholds

Topic: Securitisation Disclosure Templates

Subject Matter: IVSS12 - Trigger Measurements/Ratios

Submission Date: 15 March 2021

If a single loan (underlying exposure) goes into “default”, does this require this indicator to me marked as ‘Y’

No answer has been published yet for this question.

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