R0080/C0010 Risks assumed through Identify the number of separate risk arrangements that a separate arrangements SPV may have received authorisation to assume under terms and conditions as set by its supervisory authority. Compliance with fully To state whether fully-funded requirement was maintained between two reporting periods. The funded requirement following closed list shall be used: throughout the period 1 - Compliance with fully-funded 2 Non-compliance with fully-funded – SPV.02.01 Balance sheet – Cell Item Instructions Deposits and loans claims Value of the deposits and loan claims according to Article 75 of Directive 2009/138/EC. This item shall include: All deposits Loans granted by the SPV Cash R0020/C0010 Securitised Value of the securitised loans acquired by the special purpose vehicle according to Article 75 of Directive 2009/138/EC. R0030/C0010 Debt securities Value of holdings of debt securities according to Article 75 of Directive 2009/138/EC. It includes subordinated debt in the form of debt securities. R0040/C0010 Other securitised Value of other securitised assets not included in items assets Securitised loans (A2) or Debt securities (A3) according to Article 75 of Directive 2009/138/EC. R0050/C0010 Equity and collective Value of equity and collective investment units held investment units according to Article 75 of Directive 2009/138/EC. R0060/C0010 Financial derivatives Value of financial derivatives with positive value according to Article 75 of Directive 2009/138/EC. R0070/C0010 Non-financial assets Value of tangible and intangible assets, other than (including fixed assets) financial assets according to Article 75 of Directive 2009/138/EC.
R0080/C0010 Risks assumed through separate arrangements Identify the number of separate risk arrangements that a SPV may have received authorisation to assume under terms and conditions as set by its supervisory authority. Compliance with fully funded requirement throughout the period To state whether fully-funded requirement was maintained between two reporting periods. The following closed list shall be used: 1 - Compliance with fully-funded 2 – Non-compliance with fully-funded SPV.02.01 – Balance sheet Cell Item Instructions Deposits and loans claims Value of the deposits and loan claims according to Article 75 of Directive 2009/138/EC. This item shall include: All deposits Loans granted by the SPV Cash R0020/C0010 Securitised Value of the securitised loans acquired by the special purpose vehicle according to Article 75 of Directive 2009/138/EC. R0030/C0010 Debt securities Value of holdings of debt securities according to Article 75 of Directive 2009/138/EC. It includes subordinated debt in the form of debt securities. R0040/C0010 Other securitised assets Value of other securitised assets not included in items Securitised loans (A2) or Debt securities (A3) according to Article 75 of Directive 2009/138/EC. R0050/C0010 Equity and collective investment units Value of equity and collective investment units held according to Article 75 of Directive 2009/138/EC. R0060/C0010 Financial derivatives Value of financial derivatives with positive value according to Article 75 of Directive 2009/138/EC. R0070/C0010 Non-financial assets (including fixed assets) Value of tangible and intangible assets, other than financial assets according to Article 75 of Directive 2009/138/EC.
SPV_ITS_Clean_LegisWrite.docx