[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"detail-sidebar-cat-1-en-105":3,"doc-seo-253898-105":53,"doc-detail-253898-en":127},{"code":4,"msg":5,"data":6},0,"success",[7,14,19,24,29,34,39,44,49],{"id":8,"doc_module":9,"doc_module_name":10,"category_name":11,"show_sort_weight":12,"slug":13},11,1,"Template","Presentations",90,"presentations",{"id":15,"doc_module":9,"doc_module_name":10,"category_name":16,"show_sort_weight":17,"slug":18},12,"Resumes",80,"resumes",{"id":20,"doc_module":9,"doc_module_name":10,"category_name":21,"show_sort_weight":22,"slug":23},14,"Invoices",70,"invoices",{"id":25,"doc_module":9,"doc_module_name":10,"category_name":26,"show_sort_weight":27,"slug":28},15,"Posters",60,"posters",{"id":30,"doc_module":9,"doc_module_name":10,"category_name":31,"show_sort_weight":32,"slug":33},16,"Social Media",50,"social-media",{"id":35,"doc_module":9,"doc_module_name":10,"category_name":36,"show_sort_weight":37,"slug":38},17,"Forms",40,"forms",{"id":40,"doc_module":9,"doc_module_name":10,"category_name":41,"show_sort_weight":42,"slug":43},18,"Letters",30,"letters",{"id":45,"doc_module":9,"doc_module_name":10,"category_name":46,"show_sort_weight":47,"slug":48},21,"Paper Templates",5,"papers-templates",{"id":50,"doc_module":9,"doc_module_name":10,"category_name":51,"show_sort_weight":4,"slug":52},158,"General","general-158",{"code":4,"msg":54,"data":55},"ok",{"site_id":56,"language":57,"slug":58,"title":59,"keywords":60,"description":61,"schema_data":62,"social_meta":120,"head_meta":122,"extra_data":124,"updated_unix":126},105,"en","annex-xiii-investor-report-template-asset-backed-commercial-paper-securitisation","Annex XIII - Investor report template - Asset backed commercial paper securitisation","","This document, Annex XIII, provides a template for investor reports specifically for asset-backed commercial paper (ABCP) securitisations. It outlines the required field codes, field names, and expected data formats for reporting on programme information, transaction details, and tests/events/triggers. The template is designed in accordance with Regulation (EU) 2017/2402 and related technical standards, with references to PRA or FCA rules that replace relevant provisions. Key sections include programme details such as unique identifiers, data cut-off dates, reporting entity information, and trigger measurements. Transaction information covers specific ABCP programme and transaction identifiers, industry codes, risk retention methods, and weighted average life. The tests/events/triggers section details original and new identifiers, descriptions of events, status, and consequences for breaches, ensuring comprehensive oversight and compliance in the securitisation process. This template serves as a standardized format for financial institutions to communicate crucial data to investors, maintaining transparency and regulatory adherence within the ABCP market.",{"@graph":63,"@context":119},[64,80,102],{"@type":65,"itemListElement":66},"BreadcrumbList",[67,71,74,77],{"item":68,"name":69,"@type":70,"position":9},"https://docshare.wps.com","Home","ListItem",{"item":72,"name":10,"@type":70,"position":73},"https://docshare.wps.com/template/",2,{"item":75,"name":36,"@type":70,"position":76},"https://docshare.wps.com/template/forms/",3,{"item":78,"name":59,"@type":70,"position":79},"https://docshare.wps.com/template/annex-xiii-investor-report-template-asset-backed-commercial-paper-securitisation/253898/",4,{"url":78,"name":59,"@type":81,"image":82,"author":87,"headline":59,"publisher":90,"fileFormat":93,"inLanguage":57,"description":61,"dateModified":94,"datePublished":95,"encodingFormat":93,"isAccessibleForFree":96,"interactionStatistic":97},"DigitalDocument",{"url":83,"@type":84,"width":85,"height":86},"https://docshare.wps.com/thumbnails/annex-xiii-investor-report-template-asset-backed-commercial-paper-securitisation/253898.png","ImageObject",442,249,{"name":88,"@type":89},"Aurora","Person",{"url":68,"name":91,"@type":92},"DocShare","Organization","application/pdf","2026-10-23","2026-09-13",true,{"@type":98,"interactionType":99,"userInteractionCount":101},"InteractionCounter",{"@type":100},"ViewAction",8,{"@type":103,"mainEntity":104},"FAQPage",[105,111,115],{"name":106,"@type":107,"acceptedAnswer":108},"What is the purpose of Annex XIII?","Question",{"text":109,"@type":110},"Annex XIII provides a template for investor reports related to asset-backed commercial paper (ABCP) securitisations, outlining required data fields and formats.","Answer",{"name":112,"@type":107,"acceptedAnswer":113},"What information is included in the Programme Information section?",{"text":114,"@type":110},"The Programme Information section includes fields for unique programme identifiers, data cut-off dates, reporting entity contact details, trigger measurements, non-compliant exposures, weighted average life, and risk retention methods and holders.",{"name":116,"@type":107,"acceptedAnswer":117},"What details are covered in the Tests/Events/Triggers information section?",{"text":118,"@type":110},"This section covers unique transaction identifiers, original and new identifiers for tests/events/triggers, their descriptions, status (Y/N), and the consequences for any breaches.","https://schema.org",{"og:url":78,"og:type":121,"og:title":59,"og:site_name":91,"og:description":61},"article",{"robots":123,"canonical":78},"index,follow",{"doc_id":125,"site_id":56},253898,1790729393,{"code":4,"msg":5,"data":128},{"doc_id":125,"user_id":129,"nickname":88,"user_avatar":130,"doc_module":9,"category_id":35,"category_name":36,"doc_title":59,"doc_description":61,"doc_content":131,"file_id":132,"file_url":133,"file_type":134,"file_size":135,"view_count":101,"is_deleted":4,"is_public":9,"is_downloadable":9,"audit_status":9,"page_count":73,"language":136,"language_code":57,"site_id":56,"html_lang":57,"table_of_contents":137,"faqs":138,"seo_title":139,"seo_description":61,"update_tm":140,"read_time":9},4810365810221,"https://ap-avatar.wpscdn.com/davatar_155a257f0dc6eb9ab79c44ca47cae57d","Annex XIII: Investor report template – Asset backed commercial paper securitisation  \nAny references in this Annex to Regulation (EU) 2017/2402 or related technical standards and to specific Articles therein are unchanged. They should be read as referencing the PRA or FCA rules replacing the relevant provision.  \n\n| Investor report template—Asset backed commercial paper securitisation |  |  |\n| --- | --- | --- |\n| FIELD CODE | FIELD NAME | FORMAT |\n| Programme information section |  |  |\n| IVAS1 | Unique Identifier ABCP Programme | {ALPHANUM-28} |\n| IVAS2 | Data Cut-Off Date | {DATEFORMAT} |\n| IVAS3 | Reporting Entity Name | {ALPHANUM-100} |\n| IVAS4 | Reporting Entity Contact Person | {ALPHANUM-256} |\n| IVAS5 | Reporting Entity Contact Telephone | {TELEPHONE} |\n| IVAS6 | Reporting Entity Contact Emails | {ALPHANUM-256} |\n| IVAS7 | Trigger Measurements/Ratios | {Y/N} |\n| IVAS8 | Non-Compliant Exposures | {MONETARY} |\n| IVAS9 | Weighted Average Life | {INTEGER-9999} |\n| IVAS10 | Risk Retention Method | {LIST} |\n| IVAS11 | Risk Retention Holder | {LIST} |\n| Transaction information section |  |  |\n| IVAN1 | Unique Identifier—ABCP Programme | {ALPHANUM-28} |\n| IVAN2 | Unique Identifier ABCP Transaction | {ALPHANUM-36} |\n| IVAN3 | Data Cut-Off Date | {DATEFORMAT} |\n| IVAN4 | SIC Industry Code | {SIC} |\n| IVAN5 | Risk Retention Method | {LIST} |\n| IVAN6 | Risk Retention Holder | {LIST} |\n| IVAN7 | Weighted Average Life | {INTEGER-9999} |\n\n\n| Investor report template—Asset backed commercial paper securitisation |  |  |\n| --- | --- | --- |\n| FIELD CODE | FIELD NAME | FORMAT |\n| Tests/Events/Triggers information section |  |  |\n| IVAR1 | Unique Identifier ABCP Transaction | {ALPHANUM-36} |\n| IVAR2 | Original Test/Event/Trigger Identifier | {ALPHANUM-1000} |\n| IVAR3 | New Test/Event/Trigger Identifier | {ALPHANUM-1000} |\n| IVAR4 | Description | {ALPHANUM-100000} |\n| IVAR5 | Status | {Y/N} |\n| IVAR6 | Consequence for Breach | {LIST} |","cbCaicNh5AETljf7","https://ap.wps.com/l/cbCaicNh5AETljf7","pdf",1548386,"English","# Programme information section\n## Transaction information section\n## Tests/Events/Triggers information section","[{\"question\":\"What is the purpose of Annex XIII?\",\"answer\":\"Annex XIII provides a template for investor reports related to asset-backed commercial paper (ABCP) securitisations, outlining required data fields and formats.\"},{\"question\":\"What information is included in the Programme Information section?\",\"answer\":\"The Programme Information section includes fields for unique programme identifiers, data cut-off dates, reporting entity contact details, trigger measurements, non-compliant exposures, weighted average life, and risk retention methods and holders.\"},{\"question\":\"What details are covered in the Tests/Events/Triggers information section?\",\"answer\":\"This section covers unique transaction identifiers, original and new identifiers for tests/events/triggers, their descriptions, status (Y/N), and the consequences for any breaches.\"}]","Annex XIII - Investor report template - Asset backed commercial paper securitisation | PDF",1789271594]