When do the EBA templates have to be used and when do the templates in ESMA’s securitisation disclosure technical standards have to be used?

(a) Where a synthetic securitisation has several instruments of the same type, e.g. four credit-linked notes (SESV3 Protection Type = CLKN), should the Synthetic Coverage Information Section be completed once (i.e. once per type of protection arrangement) or should it be completed four times (i.e. once for each of the credit linked notes)?

(b) It is not possible to enter more than one protection provider into SESV4 and SESV5. How should these fields be completed when there is more than one protection provider?

(a) How should the primary income fields be completed where a mortgage is a buy-to-let?

(b) In the case where an obligor is deceased, should the income be changed to 0 or should the income at the time of underwriting be kept in RREL16?

Does this field refer to the most recent contractual interest payment due date regardless of whether principal was also payable on that date (i.e. in the event that principal and interest are paid on separate dates)?

How must this field be completed where the “sponsor” is a joint venture, or an externally managed fund. Which entity or entities should be named here?