ESMA · ESMA_QA_1439 Answer Published

Annexes 12 and 13: Investor Reports - Risk Transfer Method

Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates
Submitted
2019-07-17
Answered
2019-07-17
More Q&As on this regulation →

Question

For synthetic transactions, where the risk transfer method cannot be “true sale”, how should this field be completed?

Answer

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.14.17] For any transaction, for which the risk transfer method is not “true sale”, the appropriate response option is ‘N’ (‘No’).
View original on European Securities and Markets Authority ↗

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.

Similar Q&As

Annexes 12 and 13: Investor Reports - Risk Weight Approach

Answered 2019-11-15

Annexes 12 and 13: Investor Reports - Reporting of risk retention information for ABCP securitisations

Answered 2019-05-27

C 14.00, columns 0302 and 0303

Answered 2023-04-21

Annexes 14 and 15: Inside Information or Significant Event Information - Perfection Of Sale: how should this be completed for CLO securitisations?

Answered 2019-01-31

Annexes 12 and 13: Investor Reports - Clarifications for field Securitisation Excess Spread and Excess Spread Trapping Mechanism

Answered 2019-05-27

More Q&As on this topic

Pool Addition Date and Date Of Repurchase in a revolving deal

Answered 2021-11-19

Original Valuation Method

Answered 2021-11-19

Annexes 12 and 13: Investor Reports - Annualised Constant Prepayment and Default Rates

Answered 2021-11-19

Securitisation Disclosure Requirements and Templates

Answered 2021-11-19

Securitisation Disclosure Requirements and Templates

Answered 2021-11-19

📋 Track EU financial regulation continuously

Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.

Start free trial → Learn more

14-day free trial. No credit card required.