ESMA_QA_487
30/03/2022
Subject Matter
Garantee collateral and annex 9
Original question
Exposures with only the garantee collateral available by the time of securitisation (and any information regarding any other collateral type, prior to securitisation date, is unknown), should they be reported in annex 9? If the collateral has already been sold by the time the exposure is securitised, and information is available, on which annex should the exposures and all collaterals (both current and historical) be reported?
Status: Answer Published
Additional Information
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
Level 2 Regulation
RTS on securitisation repository operational standards for data collection, aggregation, comparison, access and verification of completeness and consistency and associated ANNEXES
Level 3 Regulation
Guidelines on securitisation repository data completeness and consistency thresholds
Topic
Securitisation Disclosure Templates