ESMA · ESMA_QA_1411 Answer Published

Annex 11: Underlying Exposures - ABCP - Underlying Exposure Type

Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates
Submitted
2019-07-17
Answered
2019-07-17
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Question

Among the response options to this field is “Collateralised Loan Obligation (CLOB)”. Does this option indicate that the securitisation is a CLO or that the underlying exposure is a CLO?

Answer

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.3] This response option means that an underlying exposure is a CLO. This response option is included for completeness, in light of possible underlying exposure types found in ABCP transactions.
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This Q&A is published by European Securities and Markets Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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