ESMA_QA_45
29/10/2020
Subject Matter
Forbearance measures and Underlying Exposure Identifiers
    The application of restructuring/forbearance measures (e.g. split Balance) on an underlying exposure may result in the origination of two or more new exposure identifiers substituting the original exposure identifier. In such cases the technical rules and validations enforced by the new XML schema (i.e exposure identifiers must be unique) do not allow linking the Original Underlying Exposure Identifier with the New Underlying Exposure Identifiers since this is not an one-to-one relationship. Please advise on the treatment of these cases.
    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
    Topic
    Securitisation Disclosure Templates