ESMA_QA_1413
28/05/2020
Subject Matter
Annex 11: Underlying Exposures - ABCP - Underlying Exposure Identifiers
Original question
Are there any requirements to the generation of the underlying exposure identifiers in IVAL3 and IVAL4?
ESMA Answer
28-05-2020
Original language
[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.5]
While, the RTS on disclosure does not set requirements to the development of the identifier of an Underlying Exposure within an ABCP transaction, ESMA recommends the following formula: Unique Identifier - ABCP Transaction (IVAL2; IVAN2; IVAR1) + Underlying exposure type (IVAL5). For information about the unique identifier of an ABCP Transaction see Q&As 1262-1265.
Status: Answer Published
Additional Information
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates