ESMA · ESMA_QA_1412 Answer Published

Annex 11: Underlying Exposures - ABCP - Current Principal Balance

Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates
Submitted
2020-05-28
Answered
2020-05-28

Question

In a co-funding structure among ABCP conduits (co-purchasing), where several entities are co-funding a transaction, should the reporting of Annex 11 contain the amount of receivables transferred to the SSPE or only the amount of underlying exposures financed by each individual conduit?

Answer

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.4] See Q&As 1262-1265.

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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