ESMA_QA_321
03/08/2021
Subject Matter
Annex XII - REGULATION (EU) 2020/1224 - IVSR7 - Status
    'There are cases in which the breach becomes an active violation only if the Noteholders, who received a notification of violation, send a written notice to activate the trigger (notice). In order to define whether a breach becames an active violation (therefore field IVSR7 = Y), is it correct to consider the event itself no an active violation since the Noteholder sends a written notice?
    Status: Answer Published

    Additional Information

    Level 1 Regulation
    Securitisation Regulation (EU) 2017/2402
    Level 2 Regulation
    ITS on the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE and associated ANNEXES
    Level 3 Regulation
    Guidelines on securitisation repository data completeness and consistency thresholds
    Additional Legal Reference
    COMMISSION DELEGATED REGULATION (EU) 2020/1224 of 16 October 2019 - Article 3 (1) - Information on investor reports - Annex XII, — INVESTOR REPORT INFORMATION NON-ASSET BACKED COMMERCIAL PAPER SECURITISATION
    Topic
    Securitisation Disclosure Templates