ESMA_QA_1412
28/05/2020
Subject Matter
Annex 11: Underlying Exposures - ABCP - Current Principal Balance
Original question
In a co-funding structure among ABCP conduits (co-purchasing), where several entities are co-funding a transaction, should the reporting of Annex 11 contain the amount of receivables transferred to the SSPE or only the amount of underlying exposures financed by each individual conduit?
ESMA Answer
28-05-2020
Original language
[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.4]
See Q&As 1262-1265.
Status: Answer Published
Additional Information
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates