ESMA_QA_1417
28/05/2020
Subject Matter
Annex 11: Underlying Exposures - ABCP - Debt To Income Ratio
Original question
Is this field applicable to non-mortgage asset types including for example corporate exposures?
ESMA Answer
28-05-2020
Original language
[ESMA 33-128-563 Securitisation Q&A, Q&A 5.13.9]
For asset types where this field is not required in the corresponding non-ABCP underlying exposures template (e.g. for corporate underlying exposures), ND5 may be entered.
Status: Answer Published
Additional Information
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
Topic
Securitisation Disclosure Templates