ESMA_QA_1432
26/02/2021
Subject Matter
Annexes 12 and 13: Investor Reports - Principal and Interest Collections in The Period
    (a) Should pre-paid principal be reported in IVSS16 also, or only scheduled?

    (b) Should IVSS16 include repurchased amounts?

    (c) Should IVSS16 and IVSS17 include principal and interest recoveries respectively?
    ESMA Answer
    26-02-2021

      [ESMA 33-128-563 Securitisation Q&A, Q&A 5.14.10]

      (a) Both scheduled and unscheduled (e.g. via prepayment) principal should be reported in this field.

      (b) Yes.

      (c) Yes.

      Status: Answer Published

      Additional Information

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