QA2018-55 - Consolidation T00.01 - T08.00

Owned by SRB Services
Feb 01, 2024
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QA2018-55

Question


Is there any specification to report the issuances made by Special Purpose Vehicle?


Response


In the LDTCON and LDTRES instances, SPVs might either be consolidated if prudential consolidation requires so, or if not, reported as an intragroup counterparty for which the detailed information is required in T03.01 through T03.03. For LDTPOE, no consolidation of SPVs shall be made. These SPVs have to be reported as an intragroup counterparty for which the detailed information is required in T03.01 through T03.03.