ESMA Reporting
Access and download regulatory reports for ESMA-compliant deals
This section explains how to access and download regulatory reports for ESMA-compliant deals in the Intain markets platform.
Overview
The ESMA Reporting module is a specialized section that becomes available only when a deal is marked as ESMA Compliant during the initial deal setup. For eligible deals, the platform automatically generates regulatory reports required for European securitizations. These reports follow standardized ESMA formats and are prepared based on finalized loan processing and recurring calculations.
Availability of ESMA Reporting
The ESMA Reporting module is available only when all of the following conditions are met:
The deal is explicitly configured as ESMA Compliant.
Loan Processing and Recurring calculations have been completed for the selected payment period.
Loan Processing and Recurring calculations have been completed for the selected payment period.
If a deal is not marked as ESMA Compliant, this section remains inactive and is not displayed.
ESMA Annexes
The platform supports generation of the following ESMA Annex reports.
Annex 2 – Loan-Level Data
Annex 2 provides detailed loan-level information standardized according to ESMA reporting requirements. This annex includes individual loan attributes, performance and balance data, and standardized field definitions aligned with ESMA templates.
Annex 12 – Investor Report
Annex 12 contains securitization-level and investor-focused information. This includes compliance test and trigger status, cash-flow and payment-related details, and key deal performance indicators. This annex is commonly used for regulatory investor disclosures.
Annex 14 – Inside Information
Annex 14 provides bond- and tranche-level details, including tranche and bond characteristics, account-level information, and counterparty and structural data. This annex supports transparency requirements for inside information disclosures.
ESMA reporting menu showing annex selection
Downloading ESMA Reports
Each ESMA Annex can be downloaded directly from the platform for the selected payment period.
Available Download Formats
To support regulatory submissions and downstream systems, ESMA reports are available in the following formats:
Excel
XML
CSV
XML
CSV
Users can select the required format based on reporting or regulatory submission needs.
Important Notes
ESMA reports are generated separately for each payment period.
Reports reflect finalized loan processing and recurring deal calculations.
Only ESMA-compliant deals display the ESMA Reporting module.
Downloaded files represent official regulatory outputs for the selected period.
Reports reflect finalized loan processing and recurring deal calculations.
Only ESMA-compliant deals display the ESMA Reporting module.
Downloaded files represent official regulatory outputs for the selected period.
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