[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"detail-sidebar-cat-1-en-105":3,"doc-seo-243403-105":53,"doc-detail-243403-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","securitisation-disclosure-end-of-day-and-rejection-messages-reporting-instructions","Securitisation-Disclosure - End-of-day and Rejection messages - Reporting Instructions","","Reporting instructions for securitisation disclosure messaging, covering end-of-day and rejection communications. ESMA65-8-6469 specifies how investor and significant-event reporting should be uniquely identified, how report cancellation and correction handling works for disclosure messages, and which XML schema and validation changes apply across versions. It also defines updates to message content, element structures, and optional data fields, aligning examples and templates to the latest regulatory technical standards and related reference documents.",{"@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":41,"@type":70,"position":76},"https://docshare.wps.com/template/letters/",3,{"item":78,"name":59,"@type":70,"position":79},"https://docshare.wps.com/template/securitisation-disclosure-end-of-day-and-rejection-messages-reporting-instructions/243403/",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/securitisation-disclosure-end-of-day-and-rejection-messages-reporting-instructions/243403.png","ImageObject",442,249,{"name":88,"@type":89},"Finn","Person",{"url":68,"name":91,"@type":92},"DocShare","Organization","application/pdf","2026-10-19","2026-09-12",true,{"@type":98,"interactionType":99,"userInteractionCount":101},"InteractionCounter",{"@type":100},"ViewAction",9,{"@type":103,"mainEntity":104},"FAQPage",[105,111,115],{"name":106,"@type":107,"acceptedAnswer":108},"What messages are covered by these reporting instructions?","Question",{"text":109,"@type":110},"The instructions cover securitisation disclosure messages, including end-of-day and rejection messages, and relate them to investor and significant event reporting requirements.","Answer",{"name":112,"@type":107,"acceptedAnswer":113},"How do corrections and cancellations apply to disclosure messages?",{"text":114,"@type":110},"The document provides clarifications on how corrections and cancellations should be handled for disclosure messages, including changes across message types and reporting elements.",{"name":116,"@type":107,"acceptedAnswer":117},"What changes were introduced in later document versions?",{"text":118,"@type":110},"Subsequent versions clarify unique identification rules, align XML examples with updated schemas, adjust element multiplicities, add optional elements for specific data fields, and introduce additional messages for end-of-day and rejection reporting.","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},243403,1790226922,{"code":4,"msg":5,"data":128},{"doc_id":125,"user_id":129,"nickname":88,"user_avatar":130,"doc_module":9,"category_id":40,"category_name":41,"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":136,"language":137,"language_code":57,"site_id":56,"html_lang":57,"table_of_contents":138,"faqs":139,"seo_title":140,"seo_description":61,"update_tm":141,"read_time":45},34359740700684,"https://ap-avatar.wpscdn.com/avatar/1f400023980c374ae676?_k=1777273430885731487","Reporting Instructions  \nSecuritisation-Disclosure, End-of-day and Rejection messages  \n26 February 2021 | ESMA65-8-6469  \nDocument control:  \n\n| Version Date Author Comments |  |  |  |\n| --- | --- | --- | --- |\n| 1.0 | 11/07/2019 | ESMA | Version 1 for publication |\n| 1.2 | 20/12/2019 | ESMA | Version 1.2 for publication\u003Cbr>Changes and clarifications as per the detailed change log available at each accompanying spreadsheet on:\u003Cbr>- Reporting instructions:\u003Cbr>• Clarification of the unique identification of the nonABCP and ABCP securitisations\u003Cbr>• Removal of the report unique identifier to onlyinclude new ReportType element for the Investor report and the Inside Information/Significant Event Report. ReportType will be used to cancel separately each of these reports\u003Cbr>- XML examples aligned with the latest schemas\u003Cbr>- XML schemas Version 1.1.0:\u003Cbr>• Apply final RTS on Disclosure amendments on unique identifiers, Field codes value, Content to report description;\u003Cbr>• Amendments on Report unique identifier, incorrect ND4 structure, parent and child tags called similarly\u003Cbr>• Fixed naming inconsistency issues |\n| 1.3 | 20/04/2020 | ESMA | Version 1.3 for publication\u003Cbr>Changes and clarifications as per the detailed change log available at each accompanying spreadsheet on:\u003Cbr>- Reporting instructions:\u003Cbr>• Clarification of the unique identification for an investor report and significant events ABCPsecuritisation record\u003Cbr>- XML examples aligned with the latest schemas\u003Cbr>- XML schemas Version 1.2.0:\u003Cbr>• Change multiplicity for blocks of elements on Accounts and Counterparties; |\n\n|  |  |  | • Addition of No Data option element for Material amendments and Currencies exposures.\u003Cbr>- Validation spreadsheets:\u003Cbr>• Clarifications on definitions;\u003Cbr>• Clarifications on validation rules. |\n| --- | --- | --- | --- |\n| 1.4 | 26/02/2021 |  | Version 1.4 for publication\u003Cbr>• Additional messages for the end-of-day and rejection reports\u003Cbr>• Clarification on corrections and cancellations on disclosure messages\u003Cbr>Changes and clarifications as per the detailed change log available at each accompanying spreadsheet on XML schemas Version 1.3.0:\u003Cbr>• Cancellation of individual underlying exposure records (non-backward compatible)\u003Cbr>• Codes for property type amended to fix inconsistencies on non-ABCP underlying exposure records (non-backward compatible)\u003Cbr>• Addition of optional element for the Gross Annual Rental income on non-ABCP underlying exposure records;\u003Cbr>• Change multiplicity for the set of reporting entity contact details in the investor report;\u003Cbr>• New parent tag added to allow reporting of Tranches identifiers when the tranche(s) do(es) not have an assigned ISIN |\n\nReference documents:  \n\n| Document | Abbreviation |\n| --- | --- |\n| REGULATION (EU) 2017/2402 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL\u003Cbr>of 12 December 2017\u003Cbr>laying down a general framework for securitisation and creating a specific framework for simple, | SECR |\n\n| transparent and standardised securitisation, and amending Directives 2009/65/EC, 2009/138/EC and\u003Cbr>2011/61/EU and Regulations (EC) No 1060/2009 and (EU) No 648/2012 |  |\n| --- | --- |\n| Commission Delegated Regulation (EU) 2020/1229 of 29 November 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards on securitisation repository operational standards for data collection, aggregation, comparison, access and verification of completeness and consistency. | RTS on operational standards |\n| Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisationto be made available by the originator, sponsor and SSPE. | RTS on Disclosure |\n| Commission Implementing Regulation (EU) 2020/1225 of 29 October 2019 laying down implementing techn","cbCaiaZV3vZC81VL","https://ap.wps.com/l/cbCaiaZV3vZC81VL","pdf",1059172,61,"English","# Definitions\n# Introduction\n## Project context\n## Disclosure reports\n## End-of-day and rejection reports\n# Document scope and objectives\n# Overall process\n## Business messages definitions for disclosure reports\n## Business messages definitions for end-of-day and rejection reports\n### Overview\n### End-of-day report\n### Rejection report\n## Business roles and participants","[{\"question\":\"What messages are covered by these reporting instructions?\",\"answer\":\"The instructions cover securitisation disclosure messages, including end-of-day and rejection messages, and relate them to investor and significant event reporting requirements.\"},{\"question\":\"How do corrections and cancellations apply to disclosure messages?\",\"answer\":\"The document provides clarifications on how corrections and cancellations should be handled for disclosure messages, including changes across message types and reporting elements.\"},{\"question\":\"What changes were introduced in later document versions?\",\"answer\":\"Subsequent versions clarify unique identification rules, align XML examples with updated schemas, adjust element multiplicities, add optional elements for specific data fields, and introduce additional messages for end-of-day and rejection reporting.\"}]","Securitisation-Disclosure - End-of-day and Rejection messages - Reporting Instructions | PDF",1789203674]