Curiosity Limitation Guidelines: Prolonged To Luxembourg EU Regulated Securitisation Autos – Tax

On 9 March 2022, the Luxembourg Parliament published a draft

law1, which proposes to revoke an exemption available

for EU regulated Luxembourg securitisation vehicles

(“SVs”) from Luxembourg’s interest limitation rules

(“ILRs”). The draft law is expected to enter into force

as of 1 January 2023.

If the draft law is enacted in the form published, these

Luxembourg SVs will be subject to the ILRs and may be at risk of

increasing their Luxembourg corporate tax exposure, in light of

potential deductibility limitations on payments made to SV

investors.

The draft law stems from a formal notice letter sent by the

European Commission (“EC”) in 2020 advising Luxembourg to

remove the ILRs exemption applicable to EU regulated Luxembourg

SVs2.

Interest Limitation Rules and the Luxembourg SV Exemption

Pursuant to ATAD I, Luxembourg implemented its ILRs, which

generally limit tax deductibility of ‘excess borrowing

costs’ to 30% of EBITDA or EUR 3,000,000 (whichever is

higher)3.

Excess borrowing costs are generally defined as the amount of

tax deductible borrowing costs incurred by a taxpayer, which exceed

taxable interest income and other economically equivalent

income. 

Both ATAD I and relevant Luxembourg legislation provide for

several exemptions from ILRs for financial undertakings, as

specifically defined and listed including alternative investment

funds (“AIFs”), insurance companies and banking

institutions.

However, Luxembourg’s ILRs also provide for an additional

exemption for financial undertakings for Luxembourg SVs, which

qualify as ‘securitisation special purpose entities’ within

the meaning of Regulation (EU) 2017/2402. This imposes, inter alia,

certain disclosure and transparency obligations, as well as

restrictions regarding retail investors.

This exemption is particularly advantageous for Luxembourg SVs

because under Luxembourg’s securitisation regime all payments

to commitment holders, whether in the form of dividends or

interest, are deemed to be interest expenses for Luxembourg tax

purposes and thus, tax deductible.

Conversely, the EC in its notice letter took the position that

these SVs do not qualify as financial undertakings as defined under

ATAD I, and therefore requested Luxembourg to remove this specific

additional exemption from its legislation.

Impact on Exemptions to AIFs and Other Financial

Undertakings

The eventual removal of the SV exemption from ILRs will not

impact the exemptions available to other financial undertakings

such as AIFs, UCITS, insurance and reinsurance companies and credit

institutions.

Impact on Existing Luxembourg SVs

Luxembourg SVs in corporate form that earn income other than

interest (or its economic equivalent), could be impacted by this

development. The removal of the exemption could result in a

limitation of tax-deductible commitment payments to 30% of EBITDA

or EUR 3,000,000 (whichever is higher). The limitation applies by

entity and not by compartment.

Affected SVs should have until 1 January 2023 (the expected

enforcement date) to amend their operations in anticipation of the

new proposal.

Conversely, Luxembourg securitisation funds and Luxembourg

securitisation undertakings that are formed as limited partnerships

should not be impacted by the removal of the exemption because they

are tax transparent and thus, outside the scope of the ILRs.

In addition, Luxembourg SVs in corporate form with income in the

form of interest (or its economic equivalent) should also generally

not be impacted. The ILRs only apply to such SVs with excess

borrowing costs, i.e. SVs in a negative net interest expense

position. 

For more information on Luxembourg’s ILRs, please see our

prior update,Luxembourg Tax Authorities Issue Guidance on EU

Interest Limitation Rules as well as our webinar, The EU Interest Limitation Rules Impact on

Investment and Fund Structures.

Footnotes

1. Projet de loi No 7974 portant modification de la

loi modifiée du 4 décembre 1967 concernant

l’impôt sur le revenu

2. On 4 May 2020, the EC issued a formal notice letter.

For more information on this letter please see our legal update

3. Luxembourg Income Tax Law article 168bis

The content of this article is intended to provide a general

guide to the subject matter. Specialist advice should be sought

about your specific circumstances.