How should the securitisations under the new framework be reported in template C 09.04 in v 2.8?
In the consultation paper regarding securitisations in v 2.9, template C 09.04 is amended to take into account the new securitisations framework. In this amendment, r060 was deleted and r050 was changed to take into account all securitisations. However, this amendment is not in v 2.8 which will cover the transitional period when some securitisations under the new framework may be issued. In which of the rows should these new securitisations be reported (r050 or r060)?
In reporting framework v 2.8, and for reporting purposes, securitisations under the new securitisations framework shall be allocated in the following manner for template C 09.04 Annex I to Regulation (EU) No 680/2014 (ITS on Supervisory Reporting):