Preparation of the Payment and Investor Reports

Support the SPV in the preparation of the payment instructions

Support with the calculation of the notional of the hedging agreement in the transactions

Estimate of the future flows of the different transactions with particular focus on the flows related to the subordinated items (i.e. subordinated loans, equity pieces, …) under the assumptions indicated by the relevant originator

Support the originators/servicers with the calculation of re‐purchase price and indemnity, if any, with respect to any transactions

Update the Notes amortisation profile to be distributed to the contributors indicated by the originators