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 | |||
... | ||||