Annex 3: Underlying Exposures - Commercial Real Estate - Payment Date

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Does this field refer to the most recent contractual interest payment due date regardless of whether principal was also payable on that date (i.e. in the event that principal and interest are paid on separate dates)?

European Securities and Markets Authority · Accepted Answer

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.5.11] In the event of principal and interest being paid to the SSPE on different dates, then the most recent date should be provided. For example, if, for a given underlying exposure, principal is paid on 15 May, interest is paid on 15 June, and the reporting time period for a securitisation covering these amounts would refer to 15 June for field CREL102. If the reporting data cut-off date falls in between 15 May and 15 June, then 15 May would be reported for field CREL102.

Annex 3: Underlying Exposures - Commercial Real Estate - Payment Date

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