ESMA · ESMA_QA_1413 Answer Published

Annex 11: Underlying Exposures - ABCP - Underlying Exposure Identifiers

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

Are there any requirements to the generation of the underlying exposure identifiers in IVAL3 and IVAL4?

Answer

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.5] While, the RTS on disclosure does not set requirements to the development of the identifier of an Underlying Exposure within an ABCP transaction, ESMA recommends the following formula: Unique Identifier - ABCP Transaction (IVAL2; IVAN2; IVAR1) + Underlying exposure type (IVAL5). For information about the unique identifier of an ABCP Transaction see Q&As 1262-1265.
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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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