ESMA_QA_333

Status: ⏳ Pending / Forwarded to EC

Link to ESMA Q&A tool: https://www.esma.europa.eu/publications-data/questions-answers/333

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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: SESV Annex 14 question

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Question

Submission Date: 10 August 2021

Dear Madam/Sir,

we need to fill the Annex SESV for a synthetic securitisation. This securitisation has 4 credit-linked notes A-D (SESV3 Protection Type = CLKN). Is the template envisioned to have 1 row for these CLKN’s or should 4 rows, so one for each of the credit linked notes, be reported?

So summing up again, is it the idea to report ONE row for each instrument CLKN, CDSX, TRES etc. or in case there are several instruments with the same protection type, should it be reported per instrument and not per instrument type?

Many thanks

Sören Iden, Hypoport BV

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ESMA Answer

No answer has been published yet for this question.

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