Data templates
Loan-level data templates
The reporting templates are intended to improve transparency and give investors access to loan-level data, as well as ensuring that rating agencies and other market participants have the information they need to update their credit and cash flow models.
ABSs
As of 1 October 2024, all eligible ABS issuers are required to provide loan-level data using the templates specified in the implementing technical standards adopted by the Commission under Article 7(4) of Regulation (EU) 2017/2402 (the Securitisation Regulation). These templates are commonly referred to as the “ESMA templates”. The specific template to be used in each case depends on the type of asset backing the ABS.
Further instructions for submitting data can be found in the dedicated section of ESMA’s website.
DECCs
The DECC templates and respective taxonomies ensure that standardised data are gathered for all European DECC transactions.
The DECC templates must be completed and submitted (uploaded) to the European DataWarehouse.
The available templates and taxonomies can be found below.