ANNEX IISupplementary provisions
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 …