Commission Delegated Regulation (EU) 2022/1301 of 31 March 2022 amending the regulatory technical standards laid down in Delegated Regulation (EU) 2020/1226 as regards the information to be provided in accordance with the STS notification requirements for on-balance-sheet synthetic securitisations

Delegated Regulation (EU) 2020/1226 is amended as follows: (1) Article 1 is amended as follows: (a) in paragraph 1, the following point (d) is added: ‘(d) where the securitisation is an on-balance-sheet synthetic securitisation, the information specified in Annex IV to this Regulation.’; (b) in paragraph 2, the following point (d) is inserted: ‘(d) where the securitisation is an on-balance-sheet synthetic securitisation, the information specified in fields STSSY2, STSSY10, STSSY12 and STSSY13 of Annex IV to this Regulation.’; (2) Article 2 is amended as follows: (a) the introductory sentence is replaced by the following: ‘Where the following documents include information relevant to the STS notification, a reference to the relevant parts of those documents may be provided in the additional information column in Annexes I, II, III or IV to this Regulation and, where such information is provided, that documentation shall be clearly identified:’; (b) point (c) is replaced by the following: ‘(c) any other document with information relevant to the STS notification, including, for on-balance-sheet synthetic securitisations, documents related to any originator, any investor, the credit protection agreement, the third-party verification agent referred to in Article 26e(4) of Regulation (EU) 2017/2402, and, where available, the documentation supporting the credit linked notes referred to in Article 26e(10), fifth subparagraph, of Regulation (EU) 2017/2402.’; (3) Annexes I, II and III are amended as set out in Annex I to this Regulation. (4) Annex IV, as set out in Annex II to this Regulation, is added.

This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.