# Commission Delegated Regulation (EU) 2015/3 of 30 September 2014 supplementing Regulation (EC) No 1060/2009 of the European Parliament and of the Council with regard to regulatory technical standards on disclosure requirements for structured finance instruments (Text with EEA relevance), Annex VIII: Investor reports

Extent: E+W+S+N.I.

The investor reports shall contain information on:
(a) asset performance;
(b) a detailed cash flow allocation;
(c) a list of all triggers of the transaction and their status;
(d) a list of all counterparties involved in a transaction, their role and their credit ratings;
(e) details of cash injected into the transaction by the originator/sponsor or any other support provided to the transaction including any drawings under or utilisation of any liquidity or credit support and support provided by a third party;
(f) amounts standing to the credit of guaranteed investment contract and other bank accounts;
(g) details of any swaps (e.g. rates, payments and notionals) and other hedging arrangements to the transaction, including any related collateral postings;
(h) definitions of key terms (such as delinquencies, defaults and pre-payments);
(i) LEI, ISIN and other security or entity identification codes of the issuer and the structured finance instrument;
(j) contact details of the entity producing the investor report.

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Source: https://www.legislation.gov.uk/eur/2015/3/annex/VIII (the official version)
Page: https://openlegislation.uk/eu-regulation-2015-3/annex-VIII
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.