Question ID:
2014_914
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Topic:
Supervisory reporting - COREP (incl. IP Losses)
Article:
N/A
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) No 680/2014 - ITS on supervisory reporting of institutions (repealed)
Article/Paragraph:
ANNEX II REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS
Disclose name of institution / entity:
Yes
Name of institution / submitter:
Parker James
Country of incorporation / residence:
UK
Type of submitter:
Individual
Subject Matter:
C 14.00 – DETAILED INFORMATION ON SECURITISATIONS (SEC DETAILS) - FIELD 300
Question:

Field 300 - Legal Final Maturity Date. Where multiple tranches of the same securitisation are held and these have different Legal Final Maturity dates, what should be reported here?

Background on the question:

As the template is reporting on a deal level rather than tranche level, how does this work for deals where multiple tranches have different legal maturity dates?

Date of submission:
06/03/2014
Published as Final Q&A:
05/09/2014
Final Answer:

Where multiple tranches have different legal final maturity dates, the latest legal final maturity date shall be reported in column 300 "Legal Final Maturity Date" of C 14.00 Template (CR SEC Details).

Status:
Final Q&A
Answer prepared by:
Answer prepared by the EBA.
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