ANNEX II
Special Purpose Vehicles reporting templates
SPV.01.01 — Content of the submission
|
Template Code |
Template name |
|
C0010 |
|
SPV.01.02 |
Basic Information |
R0010 |
|
|
SPV.02.01 |
Balance sheet |
R0020 |
|
|
SPV.02.02 |
Off-balance sheet |
R0030 |
|
|
SPV.03.01 |
Risks assumed |
R0040 |
|
|
SPV.03.02 |
Debt or other financing mechanism |
R0050 |
|
SPV.01.02 — Basic information
|
|
C0010 |
|
|
Name of reporting special purpose vehicle |
R0010 |
|
|
Identification code |
R0020 |
|
|
Type of code |
R0030 |
|
|
Home-country of the special purpose vehicle |
R0040 |
|
|
Reporting date |
R0050 |
|
|
Reference date |
R0060 |
|
|
Currency used for reporting |
R0070 |
|
|
Risks assumed through separate arrangements |
R0080 |
|
|
Compliance with fully funded requirement throughout the reporting period |
R0090 |
|
SPV.02.01 — Balance sheet
|
|
Value |
|
|
Assets |
|
C0010 |
|
Deposits and loans claims |
R0010 |
|
|
Securitised loans |
R0020 |
|
|
Debt securities |
R0030 |
|
|
Other securitised assets |
R0040 |
|
|
Equity and collective investment units |
R0050 |
|
|
Financial derivatives |
R0060 |
|
|
Non-financial assets (including fixed assets) |
R0070 |
|
|
Total of other material classes of assets |
R0080 |
|
|
Remaining assets |
R0090 |
|
|
Total assets |
R0100 |
|
|
Liabilities |
|
|
|
Loans and deposits received |
R0110 |
|
|
Debt securities issued |
R0120 |
|
|
Financial derivatives |
R0130 |
|
|
Total of other material classes of liabilities |
R0140 |
|
|
Remaining liabilities |
R0150 |
|
|
Total Liabilities |
R0160 |
|
|
Equity |
|
|
|
Total Equity |
R0170 |
|
|
Description of items |
|
Value |
|
C0020 |
|
C0010 |
|
Other material classes of assets 1 |
R0180 |
|
|
… |
|
|
|
Description of items |
|
Value |
|
C0020 |
|
C0010 |
|
Other material classes of liabilities 1 |
R0190 |
|
|
… |
|
|
|
Description of items |
|
Value |
|
C0020 |
|
C0010 |
|
Equity item 1 |
R0200 |
|
|
… |
|
|
SPV.02.02 — Off-Balance sheet
|
|
Accounting value |
|
|
Off-balance sheet items |
|
C0010 |
|
Guarantees received by the special purpose vehicle directly |
R0010 |
|
|
Collateral held |
R0020 |
|
|
Total of other off-balance sheet item |
R0030 |
|
|
Off-balance sheet obligations |
|
|
|
Collateral pledged |
R0040 |
|
|
Total of other off-balance sheet obligation |
R0050 |
|
|
Description of items |
|
Accounting value |
|
C0020 |
|
C0010 |
|
Off-balance sheet item 1 |
R0060 |
|
|
… |
|
|
|
Description of items |
|
Accounting value |
|
C0020 |
|
C0010 |
|
Off-balance sheet obligation 1 |
R0070 |
|
|
… |
|
|
SPV.03.01 — Risks assumed
|
|
Arrangement |
Date of issuance |
Issues/uses commenced prior to implementation of Directive 2009/138/EC |
Name of cedent |
Cedent code |
Type of code |
Aggregate maximum risk exposure per arrangement |
Assets held for separable risk |
Compliance with the fully funded requirement for the arrangement throughout the reporting period |
Duration |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
||
|
Total |
R0010 |
|
|
|
|
|
|
|
|
|
|
|
Risk 1 |
R0020 |
|
|
|
|
|
|
|
|
|
|
|
… |
… |
|
|
|
|
|
|
|
|
|
|
SPV.03.02 — Debt or other financing mechanism
|
|
Arrangement |
Description of the debt or other financing mechanism issued for arrangement |
Amount of the debt or other financing mechanism issued for arrangement |
|
|
C0010 |
C0020 |
C0030 |
||
|
Total |
R0010 |
|
|
|
|
Debt or other financing mechanism 1 |
R0020 |
|
|
|
|
… |
|
|
|
|