ESMA_QA_1326
Topic
Securitisation Disclosure Templates
31/01/2019
Subject Matter
Use LDOR code in the field for ‘Current Interest Rate Index’ or ‘Revised Interest Rate Index’
Question
If a Lender’s Own Rate ‘LDOR’ is directly linked to an interest rate index (e.g. the European Central Bank Base Rate ‘ECBR’), should the code ‘LDOR’ or the code of the relevant interest index (‘ECBR’) be inserted in this field? (RREL44; RREL56; CREL111; CRPL54; CRPL66; AUTL41; CMRL38; CCDL30; LESL37; ESTL40; SEST20; SESI14; SEAT11)
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
ESMA_QA_1448
Topic
Securitisation Disclosure Templates
31/01/2019
Subject Matter
Annexes 14 and 15: Inside Information or Significant Event Information - CLO sections of Annex 14
Question
(a) If a securitisation is not a CLO securitisation, must the CLO sections of Annex 14 be completed?

(b) Is the information in the CLO sections required in the event that the CLO Manager coincides with the originator of the securitisation?
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
ESMA_QA_1447
Topic
Securitisation Disclosure Templates
31/01/2019
Subject Matter
Annexes 14 and 15: Inside Information or Significant Event Information - Perfection Of Sale: how should this be completed for CLO securitisations?
Question
How should field SESS7 (perfection of sale) be completed for CLO securitisations?
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
ESMA_QA_1577
Topic
Systematic internaliser regime
30/01/2019
Subject Matter
Schedule for the initial implementation of the systematic internaliser regime
Question
By when will ESMA publish information about the total number and the volume of transactions executed in the Union and when do investment firms have to perform the assessment whether they should be considered as systematic internalisers for the first time as well as for subsequent periods?
Level 1 Regulation
Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Secondary Markets
ESMA_QA_1624
Topic
Direct Electronic Access and algorithmic trading
14/11/2018
Subject Matter
Requirement imposed on market markers to post simultaneous two-way quotes of comparable size
Question
Does the requirement imposed on market markers to post simultaneous two-way quotes of comparable size restrict the ability of market makers to voluntarily post additional liquidity on either side of the order book?
Level 1 Regulation
Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Secondary Markets