Annexes 14 and 15: Inside Information or Significant Event Information - Counterparty information section – provision of Legal Entity Identifier information

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.15.8] (a) It is expected that entities providing counterparty services will have a Legal Entity Identifier by the time that the securitisation disclosure technical standards apply. (b) In case the relevant counterparty is a branch, the LEI of the entity to which the branch belongs to should be entered, regardless of whether that branch is or might be eligible for an LEI [1] . (c) In cases where an originator is no longer a going concern, then the originator LEI must still be provided in this field if there was previously an LEI for that originator. In cases where underlying exposures are securitised by a party that purchased the loans from an original lender that is no longer a going concern, then the LEI of the original lender is not required to be reported in these fields only if there has never been an LEI for that original lender. However, the LEI of the originator is still required to be reported in these fields. [1] According to the LEI ROC statement of 11 July 2016, certain branches might be considered as eligible for a LEI subject to the conditions set out in that statement. The LEI ROC statement should be consulted for further details ( http://www.leiroc.org/publications/gls/roc_20160711-1.pdf ).