ESMA_QA_1436
17/07/2019
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Subject Matter
Annexes 12 and 13: Investor Reports - Test/Event/Trigger Breach
What data should be reported in the fields IVSR3 and IVSR4 in cases where there has been a breach of test or of a trigger?
ESMA Answer
17-07-2019

[ESMA 33-128-563 Securitisation Q&A, Q&A 5.14.14]

The data provided in IVSR3 and IVSR4 should not be modified due to a breach of a test or a trigger. Such an event is instead captured by the fields IVSR6 (Actual Value) and IVSR7 (Status).

Status: Answer Published

Additional Information

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