ESMA_QA_1412
28/05/2020
Subject Matter
Annex 11: Underlying Exposures - ABCP - Current Principal Balance
    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

      [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