ESMA_QA_1411
17/07/2019
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Subject Matter
Annex 11: Underlying Exposures - ABCP - Underlying Exposure Type
Among the response options to this field is “Collateralised Loan Obligation (CLOB)”. Does this option indicate that the securitisation is a CLO or that the underlying exposure is a CLO?
ESMA Answer
17-07-2019

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.3]

This response option means that an underlying exposure is a CLO. This response option is included for completeness, in light of possible underlying exposure types found in ABCP transactions.

Status: Answer Published

Additional Information

Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates