ESMA_QA_156
15/03/2021
Subject Matter
IVSS12 - Trigger Measurements/Ratios
Original question
If a single loan (underlying exposure) goes into "default", does this require this indicator to me marked as 'Y'
Status: Answer Published
Additional Information
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
Level 2 Regulation
RTS on the templates for the provision of information in accordance with the STS notification requirements
Level 3 Regulation
Guidelines on securitisation repository data completeness and consistency thresholds
Additional Legal Reference
Annex 12 - IVSS12
Topic
Securitisation Disclosure Templates