COMMISSION IMPLEMENTING REGULATION (EU) 2020/1225
of 29 October 2019
laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE
(Text with EEA relevance)
SECTION 1
TEMPLATES FOR ALL SECURITISATIONS
Article 1
Underlying exposures templates
Article 2
Investor report templates
SECTION 2
TEMPLATES FOR SECURITISATIONS FOR WHICH A PROSPECTUS HAS TO BE DRAWN UP (PUBLIC SECURITISATIONS)
Article 3
Inside information templates
Article 4
Significant event templates
SECTION 3
COMMON PROVISIONS
Article 5
Format of information
Article 6
Entry into force
ANNEX I
Field formats
SYMBOL |
DATA TYPE |
DEFINITION |
{ALPHANUM-n} |
Up to n alphanumeric characters |
Free text field. To be entered in ASCII format in capital letters (no accented characters). |
{COUNTRYCODE_2} |
2 alphanumeric characters |
2 letter country code, as defined by ISO 3166-1 alpha-2 country code. To be entered in ASCII format (no accented characters). |
{CURRENCYCODE_3} |
3 alphanumeric characters |
3 letter currency code, as defined by ISO 4217 currency codes. To be entered in ASCII format (no accented characters). |
{YEAR} |
ISO 8601 year format |
Years to be formatted as follows: YYYY |
{DATEFORMAT} |
ISO 8601 date format |
Dates to be formatted as follows: YYYY-MM-DD |
{MONETARY} |
0-18 digits, of which up to 5 may be fractional digits |
A number of monetary units specified in a currency, where the unit of currency is explicit and compliant with ISO 4217. |
{NUMERIC} |
0-18 digits, of which up to 5 may be fractional digits |
Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it is to be represented by a dot. |
{INTEGER-n} |
Integer number of up to n |
Numerical field for both positive and negative integer values. |
{Y/N} |
1 alphanumeric character |
‘true’- Y ‘false’ - N |
{ISIN} |
12 alphanumeric characters |
ISIN code, as defined in ISO 6166 |
{LEI} |
20 alphanumeric characters |
Legal entity identifier, as specified in ISO 17442 |
{LIST} |
|
As set out in the specific field description |
{NUTS} |
5 alphanumeric characters |
Refers to the Nomenclature of Territorial Units for Statistics maintained by Eurostat. Information must be made available at the NUTS3 level. http://ec.europa.eu/eurostat/web/nuts/ |
{NACE} |
7 alphanumeric characters |
Refers to the statistical classification of economic activities in the European Union, maintained on the website cited in this definition box and as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council(1). The most detailed level of classification must be made available for each economic activity (i.e. the full code – 6 or 7 character level, including decimals). http://ec.europa.eu/competition/mergers/cases/index/nace_all.html |
{PERCENTAGE} |
0-11 digits, of which up to 10 may be fractional digits. |
Rate expressed as a percentage, i.e., in hundredths, e.g. 0.7 is 7/10 of a percent, and 7.0 is 7%. |
{TELEPHONE} |
A "+" followed by the country code (from 1 to 3 characters) then a "-" and finally, any combination of numbers, "(",")", "+" and "-" (up to 30 characters). |
The collection of information which identifies a specific phone number as defined by telecom services. |
{ESA} |
7 alphanumeric characters |
The European System of Accounts (2010) sector, using the codes set out in Table 1 of Annex I to Commission Delegated Regulation (EU) 2020/1224(2). http://ec.europa.eu/eurostat/cache/metadata/Annexes/nasa_10_f_esms_an1.pdf |
{WATCHLIST} |
2 alphanumeric characters |
The servicer watchlist code as set out in Table 2 of Annex I to Delegated Regulation (EU) 2020/1224 |
ANNEX II
Underlying exposures template — Residential real estate (RRE)
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
RREL1 |
Unique Identifier |
{ALPHANUM-28} |
RREL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
RREL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
RREL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
RREL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
RREL6 |
Data Cut-Off Date |
{DATEFORMAT} |
RREL7 |
Pool Addition Date |
{DATEFORMAT} |
RREL8 |
Date Of Repurchase |
{DATEFORMAT} |
RREL9 |
Redemption Date |
{DATEFORMAT} |
RREL10 |
Resident |
{Y/N} |
RREL11 |
Geographic Region — Obligor |
{NUTS} |
RREL12 |
Geographic Region Classification |
{YEAR} |
RREL13 |
Employment Status |
{LIST} |
RREL14 |
Credit Impaired Obligor |
{Y/N} |
RREL15 |
Customer Type |
{LIST} |
RREL16 |
Primary Income |
{MONETARY} |
RREL17 |
Primary Income Type |
{LIST} |
RREL18 |
Primary Income Currency |
{CURRENCYCODE_3} |
RREL19 |
Primary Income Verification |
{LIST} |
RREL20 |
Secondary Income |
{MONETARY} |
RREL21 |
Secondary Income Verification |
{LIST} |
RREL22 |
Special Scheme |
{ALPHANUM-10000} |
RREL23 |
Origination Date |
{DATEFORMAT} |
RREL24 |
Maturity Date |
{DATEFORMAT} |
RREL25 |
Original Term |
{INTEGER-9999} |
RREL26 |
Origination Channel |
{LIST} |
RREL27 |
Purpose |
{LIST} |
RREL28 |
Currency Denomination |
{CURRENCYCODE_3} |
RREL29 |
Original Principal Balance |
{MONETARY} |
RREL30 |
Current Principal Balance |
{MONETARY} |
RREL31 |
Prior Principal Balances |
{MONETARY} |
RREL32 |
Pari Passu Underlying Exposures |
{MONETARY} |
RREL33 |
Total Credit Limit |
{MONETARY} |
RREL34 |
Purchase Price |
{PERCENTAGE} |
RREL35 |
Amortisation Type |
{LIST} |
RREL36 |
Principal Grace Period End Date |
{DATEFORMAT} |
RREL37 |
Scheduled Principal Payment Frequency |
{LIST} |
RREL38 |
Scheduled Interest Payment Frequency |
{LIST} |
RREL39 |
Payment Due |
{MONETARY} |
RREL40 |
Debt To Income Ratio |
{PERCENTAGE} |
RREL41 |
Balloon Amount |
{MONETARY} |
RREL42 |
Interest Rate Type |
{LIST} |
RREL43 |
Current Interest Rate |
{PERCENTAGE} |
RREL44 |
Current Interest Rate Index |
{LIST} |
RREL45 |
Current Interest Rate Index Tenor |
{LIST} |
RREL46 |
Current Interest Rate Margin |
{PERCENTAGE} |
RREL47 |
Interest Rate Reset Interval |
{INTEGER-9999} |
RREL48 |
Interest Rate Cap |
{PERCENTAGE} |
RREL49 |
Interest Rate Floor |
{PERCENTAGE} |
RREL50 |
Revision Margin 1 |
{PERCENTAGE} |
RREL51 |
Interest Revision Date 1 |
{DATEFORMAT} |
RREL52 |
Revision Margin 2 |
{PERCENTAGE} |
RREL53 |
Interest Revision Date 2 |
{DATEFORMAT} |
RREL54 |
Revision Margin 3 |
{PERCENTAGE} |
RREL55 |
Interest Revision Date 3 |
{DATEFORMAT} |
RREL56 |
Revised Interest Rate Index |
{LIST} |
RREL57 |
Revised Interest Rate Index Tenor |
{LIST} |
RREL58 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
RREL59 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
RREL60 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
RREL61 |
Prepayment Fee |
{MONETARY} |
RREL62 |
Prepayment Fee End Date |
{DATEFORMAT} |
RREL63 |
Prepayment Date |
{DATEFORMAT} |
RREL64 |
Cumulative Prepayments |
{MONETARY} |
RREL65 |
Date Of Restructuring |
{DATEFORMAT} |
RREL66 |
Date Last In Arrears |
{DATEFORMAT} |
RREL67 |
Arrears Balance |
{MONETARY} |
RREL68 |
Number Of Days In Arrears |
{INTEGER-9999} |
RREL69 |
Account Status |
{LIST} |
RREL70 |
Reason for Default or Foreclosure |
{LIST} |
RREL71 |
Default Amount |
{MONETARY} |
RREL72 |
Default Date |
{DATEFORMAT} |
RREL73 |
Allocated Losses |
{MONETARY} |
RREL74 |
Cumulative Recoveries |
{MONETARY} |
RREL75 |
Litigation |
{Y/N} |
RREL76 |
Recourse |
{Y/N} |
RREL77 |
Deposit Amount |
{MONETARY} |
RREL78 |
Insurance Or Investment Provider |
{ALPHANUM-1000} |
RREL79 |
Original Lender Name |
{ALPHANUM-100} |
RREL80 |
Original Lender Legal Entity Identifier |
{LEI} |
RREL81 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
RREL82 |
Originator Name |
{ALPHANUM-100} |
RREL83 |
Originator Legal Entity Identifier |
{LEI} |
RREL84 |
Originator Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
||
RREC1 |
Unique Identifier |
{ALPHANUM-28} |
RREC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
RREC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
RREC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
RREC5 |
Collateral Type |
{LIST} |
RREC6 |
Geographic Region — Collateral |
{NUTS} |
RREC7 |
Occupancy Type |
{LIST} |
RREC8 |
Lien |
{INTEGER-9999} |
RREC9 |
Property Type |
{LIST} |
RREC10 |
Energy Performance Certificate Value |
{LIST} |
RREC11 |
Energy Performance Certificate Provider Name |
{ALPHANUM-100} |
RREC12 |
Current Loan-To-Value |
{PERCENTAGE} |
RREC13 |
Current Valuation Amount |
{MONETARY} |
RREC14 |
Current Valuation Method |
{LIST} |
RREC15 |
Current Valuation Date |
{DATEFORMAT} |
RREC16 |
Original Loan-To-Value |
{PERCENTAGE} |
RREC17 |
Original Valuation Amount |
{MONETARY} |
RREC18 |
Original Valuation Method |
{LIST} |
RREC19 |
Original Valuation Date |
{DATEFORMAT} |
RREC20 |
Date Of Sale |
{DATEFORMAT} |
RREC21 |
Sale Price |
{MONETARY} |
RREC22 |
Collateral Currency |
{CURRENCYCODE_3} |
RREC23 |
Guarantor Type |
{LIST} |
ANNEX III
Underlying exposures template — Commercial real estate (CRE)
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
CREL1 |
Unique Identifier |
{ALPHANUM-28} |
CREL2 |
Original Obligor Identifier |
{ALPHANUM-1000} |
CREL3 |
New Obligor Identifier |
{ALPHANUM-1000} |
CREL4 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
CREL5 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
CREL6 |
Data Cut-Off Date |
{DATEFORMAT} |
CREL7 |
Pool Addition Date |
{DATEFORMAT} |
CREL8 |
Date Of Restructuring |
{DATEFORMAT} |
CREL9 |
Date Of Repurchase |
{DATEFORMAT} |
CREL10 |
Date Of Substitution |
{DATEFORMAT} |
CREL11 |
Redemption Date |
{DATEFORMAT} |
CREL12 |
Geographic Region — Obligor |
{NUTS} |
CREL13 |
Geographic Region Classification |
{YEAR} |
CREL14 |
Special Scheme |
{ALPHANUM-10000} |
CREL15 |
Origination Date |
{DATEFORMAT} |
CREL16 |
Start Date Of Amortisation |
{DATEFORMAT} |
CREL17 |
Maturity Date At Securitisation Date |
{DATEFORMAT} |
CREL18 |
Maturity Date |
{DATEFORMAT} |
CREL19 |
Original Term |
{INTEGER-9999} |
CREL20 |
Duration Of Extension Option |
{INTEGER-9999} |
CREL21 |
Nature Of Extension Option |
{LIST} |
CREL22 |
Currency Denomination |
{CURRENCYCODE_3} |
CREL23 |
Current Principal Balance |
{MONETARY} |
CREL24 |
Original Principal Balance |
{MONETARY} |
CREL25 |
Original Principal Balance At Securitisation Date |
{MONETARY} |
CREL26 |
Committed Undrawn Facility Underlying Exposure Balance |
{MONETARY} |
CREL27 |
Total Other Amounts Outstanding |
{MONETARY} |
CREL28 |
Purchase Price |
{PERCENTAGE} |
CREL29 |
Latest Utilisation Date |
{DATEFORMAT} |
CREL30 |
Purpose |
{LIST} |
CREL31 |
Structure |
{LIST} |
CREL32 |
Waterfall A-B Pre Enforcement Scheduled Interest Payments |
{LIST} |
CREL33 |
Waterfall A-B Pre Enforcement Scheduled Principal Payments |
{LIST} |
CREL34 |
Principal Payment Allocation To Senior Loan |
{PERCENTAGE} |
CREL35 |
Waterfall Type |
{LIST} |
CREL36 |
Defaulted Underlying Exposure Purchase Price |
{PERCENTAGE} |
CREL37 |
Cure Payments Possible? |
{LIST} |
CREL38 |
Restrictions On Sale Of Subordinated Loan? |
{Y/N} |
CREL39 |
Subordinated Loan Holder Affiliated To Obligor? |
{Y/N} |
CREL40 |
Subordinated Loan Holder Control Of Workout Process |
{Y/N} |
CREL41 |
Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure? |
{Y/N} |
CREL42 |
Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property? |
{Y/N} |
CREL43 |
Noteholder Consent |
{Y/N} |
CREL44 |
Noteholder Meeting Scheduled |
{DATEFORMAT} |
CREL45 |
Syndicated |
{Y/N} |
CREL46 |
Participation Of SSPE |
{LIST} |
CREL47 |
Consequence For Breach Of Financial Covenant |
{LIST} |
CREL48 |
Financial Information Non-Submission Penalties |
{Y/N} |
CREL49 |
Recourse |
{Y/N} |
CREL50 |
Recourse - 3rd Party |
{Y/N} |
CREL51 |
Servicing Standard |
{Y/N} |
CREL52 |
Amounts Held In Escrow |
{MONETARY} |
CREL53 |
Collection Of Escrows |
{Y/N} |
CREL54 |
Collection Of Other Reserves |
{Y/N} |
CREL55 |
Trigger For Escrow To Be Held |
{LIST} |
CREL56 |
Target Escrow Amounts/Reserves |
{MONETARY} |
CREL57 |
Escrow Account Release Conditions |
{ALPHANUM-1000} |
CREL58 |
Conditions Of Drawing Cash Reserve |
{LIST} |
CREL59 |
Escrow Account Currency |
{CURRENCYCODE_3} |
CREL60 |
Escrow Payments Currency |
{CURRENCYCODE_3} |
CREL61 |
Total Reserve Balance |
{MONETARY} |
CREL62 |
Reserve Balance Currency |
{CURRENCYCODE_3} |
CREL63 |
Escrow Trigger Event Occurred |
{Y/N} |
CREL64 |
Amounts Added To Escrows In Current Period |
{MONETARY} |
CREL65 |
Revenue |
{MONETARY} |
CREL66 |
Operating Expenses At Securitisation Date |
{MONETARY} |
CREL67 |
Capital Expenditures At Securitisation Date |
{MONETARY} |
CREL68 |
Financial Statement Currency |
{CURRENCYCODE_3} |
CREL69 |
Obligor Reporting Breach |
{Y/N} |
CREL70 |
Debt Service Coverage Ratio Method |
{LIST} |
CREL71 |
Debt Service Coverage Ratio Indicator At Securitisation Date |
{LIST} |
CREL72 |
Most Recent Debt Service Coverage Ratio Indicator |
{LIST} |
CREL73 |
Debt Service Coverage Ratio At The Securitisation Date |
{PERCENTAGE} |
CREL74 |
Current Debt Service Coverage Ratio |
{PERCENTAGE} |
CREL75 |
Original Loan-To-Value |
{PERCENTAGE} |
CREL76 |
Current Loan-To-Value |
{PERCENTAGE} |
CREL77 |
Interest Coverage Ratio At The Securitisation Date |
{PERCENTAGE} |
CREL78 |
Current Interest Coverage Ratio |
{PERCENTAGE} |
CREL79 |
Interest Coverage Ratio Method |
{LIST} |
CREL80 |
Number Of Properties At Securitisation Date |
{INTEGER-9999} |
CREL81 |
Number Of Properties At Data Cut-Off Date |
{INTEGER-9999} |
CREL82 |
Properties Collateralised To The Underlying Exposure |
{ALPHANUM-1000} |
CREL83 |
Property Portfolio Value At Securitisation Date |
{MONETARY} |
CREL84 |
Property Portfolio Valuation Currency At Securitisation Date |
{CURRENCYCODE_3} |
CREL85 |
Status Of Properties |
{LIST} |
CREL86 |
Valuation Date At Securitisation Date |
{DATEFORMAT} |
CREL87 |
Amortisation Type |
{LIST} |
CREL88 |
Principal Grace Period End Date |
{DATEFORMAT} |
CREL89 |
Grace Days Allowed |
{INTEGER-9999} |
CREL90 |
Scheduled Principal Payment Frequency |
{LIST} |
CREL91 |
Scheduled Interest Payment Frequency |
{LIST} |
CREL92 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
CREL93 |
Prepayment Terms Description |
{ALPHANUM-100} |
CREL94 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
CREL95 |
Yield Maintenance End Date |
{DATEFORMAT} |
CREL96 |
Prepayment Fee |
{MONETARY} |
CREL97 |
Prepayment Fee End Date |
{DATEFORMAT} |
CREL98 |
Unscheduled Principal Collections |
{MONETARY} |
CREL99 |
Liquidation/Prepayment Date |
{DATEFORMAT} |
CREL100 |
Liquidation/Prepayment Code |
{LIST} |
CREL101 |
Prepayment Interest Excess/Shortfall |
{MONETARY} |
CREL102 |
Payment Date |
{DATEFORMAT} |
CREL103 |
Next Payment Adjustment Date |
{DATEFORMAT} |
CREL104 |
Next Payment Date |
{DATEFORMAT} |
CREL105 |
Payment Due |
{MONETARY} |
CREL106 |
Original Interest Rate |
{PERCENTAGE} |
CREL107 |
Interest Rate At The Securitisation Date |
{PERCENTAGE} |
CREL108 |
First Payment Adjustment Date |
{DATEFORMAT} |
CREL109 |
Interest Rate Type |
{LIST} |
CREL110 |
Current Interest Rate |
{PERCENTAGE} |
CREL111 |
Current Interest Rate Index |
{LIST} |
CREL112 |
Current Interest Rate Index Tenor |
{LIST} |
CREL113 |
Current Interest Rate Margin |
{PERCENTAGE} |
CREL114 |
Interest Rate Reset Interval |
{INTEGER-9999} |
CREL115 |
Current Index Rate |
{PERCENTAGE} |
CREL116 |
Index Determination Date |
{DATEFORMAT} |
CREL117 |
Rounding Increment |
{PERCENTAGE} |
CREL118 |
Interest Rate Cap |
{PERCENTAGE} |
CREL119 |
Interest Rate Floor |
{PERCENTAGE} |
CREL120 |
Current Default Interest Rate |
{PERCENTAGE} |
CREL121 |
Accrual Of Interest Allowed |
{Y/N} |
CREL122 |
Day Count Convention |
{LIST} |
CREL123 |
Total Scheduled Principal & Interest Due |
{MONETARY} |
CREL124 |
Total Scheduled Principal & Interest Paid |
{MONETARY} |
CREL125 |
Negative Amortisation |
{MONETARY} |
CREL126 |
Deferred Interest |
{MONETARY} |
CREL127 |
Total Shortfalls In Principal & Interest Outstanding |
{MONETARY} |
CREL128 |
Date Last In Arrears |
{DATEFORMAT} |
CREL129 |
Arrears Balance |
{MONETARY} |
CREL130 |
Number Of Days In Arrears |
{INTEGER-9999} |
CREL131 |
Reason for Default or Foreclosure |
{LIST} |
CREL132 |
Default Amount |
{MONETARY} |
CREL133 |
Default Date |
{DATEFORMAT} |
CREL134 |
Interest In Arrears |
{Y/N} |
CREL135 |
Actual Default Interest |
{MONETARY} |
CREL136 |
Account Status |
{LIST} |
CREL137 |
Allocated Losses |
{MONETARY} |
CREL138 |
Net Proceeds Received On Liquidation |
{MONETARY} |
CREL139 |
Liquidation Expense |
{MONETARY} |
CREL140 |
Expected Timing Of Recoveries |
{INTEGER-9999} |
CREL141 |
Cumulative Recoveries |
{MONETARY} |
CREL142 |
Enforcement Start Date |
{DATEFORMAT} |
CREL143 |
Workout Strategy Code |
{LIST} |
CREL144 |
Modification |
{LIST} |
CREL145 |
Special Servicing Status |
{Y/N} |
CREL146 |
Most Recent Special Servicer Transfer Date |
{DATEFORMAT} |
CREL147 |
Most Recent Primary Servicer Return Date |
{DATEFORMAT} |
CREL148 |
Non Recoverability Determined |
{Y/N} |
CREL149 |
Covenant Breach/Trigger |
{LIST} |
CREL150 |
Date Of Breach |
{DATEFORMAT} |
CREL151 |
Date Of Breach Cure |
{DATEFORMAT} |
CREL152 |
Servicer Watchlist Code |
{WATCHLIST} |
CREL153 |
Servicer Watchlist Date |
{DATEFORMAT} |
CREL154 |
Interest Rate Swap Provider |
{ALPHANUM-1000} |
CREL155 |
Interest Rate Swap Provider Legal Entity Identifier |
{LEI} |
CREL156 |
Interest Rate Swap Maturity Date |
{DATEFORMAT} |
CREL157 |
Interest Rate Swap Notional |
{MONETARY} |
CREL158 |
Currency Swap Provider |
{ALPHANUM-1000} |
CREL159 |
Currency Swap Provider Legal Entity Identifier |
{LEI} |
CREL160 |
Currency Swap Maturity Date |
{DATEFORMAT} |
CREL161 |
Currency Swap Notional |
{MONETARY} |
CREL162 |
Exchange Rate For Swap |
{PERCENTAGE} |
CREL163 |
Other Swap Provider |
{ALPHANUM-1000} |
CREL164 |
Other Swap Provider Legal Entity Identifier |
{LEI} |
CREL165 |
Obligor Must Pay Breakage On Swap |
{LIST} |
CREL166 |
Full Or Partial Termination Event Of Swap For Current Period |
{LIST} |
CREL167 |
Net Periodic Payment Made By Swap Provider |
{MONETARY} |
CREL168 |
Breakage Costs Due To Underlying Exposure Swap Provider |
{MONETARY} |
CREL169 |
Shortfall In Payment Of Breakage Costs On Swap |
{MONETARY} |
CREL170 |
Breakage Costs Due From Swap Counterparty |
{MONETARY} |
CREL171 |
Next Swap Reset Date |
{DATEFORMAT} |
CREL172 |
Sponsor |
{ALPHANUM-100} |
CREL173 |
Agent Bank Of Syndication Legal Entity Identifier |
{LEI} |
CREL174 |
Servicer Legal Entity Identifier |
{LEI} |
CREL175 |
Servicer Name |
{ALPHANUM-100} |
CREL176 |
Originator Name |
{ALPHANUM-100} |
CREL177 |
Originator Legal Entity Identifier |
{LEI} |
CREL178 |
Originator Establishment Country |
{COUNTRYCODE_2} |
CREL179 |
Original Lender Name |
{ALPHANUM-100} |
CREL180 |
Original Lender Legal Entity Identifier |
{LEI} |
CREL181 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
||
CREC1 |
Unique Identifier |
{ALPHANUM-28} |
CREC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
CREC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
CREC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
CREC5 |
Collateral Type |
{LIST} |
CREC6 |
Property Name |
{ALPHANUM-100} |
CREC7 |
Property Address |
{ALPHANUM-1000} |
CREC8 |
Geographic Region — Collateral |
{NUTS} |
CREC9 |
Property Post Code |
{ALPHANUM-100} |
CREC10 |
Lien |
{INTEGER-9999} |
CREC11 |
Property Status |
{LIST} |
CREC12 |
Property Type |
{LIST} |
CREC13 |
Property Form Of Title |
{LIST} |
CREC14 |
Current Valuation Date |
{DATEFORMAT} |
CREC15 |
Current Valuation Amount |
{MONETARY} |
CREC16 |
Current Valuation Method |
{LIST} |
CREC17 |
Current Valuation Basis |
{LIST} |
CREC18 |
Original Valuation Method |
{LIST} |
CREC19 |
Collateral Securitisation Date |
{DATEFORMAT} |
CREC20 |
Allocated Percentage Of Underlying Exposure At Securitisation Date |
{PERCENTAGE} |
CREC21 |
Current Allocated Underlying Exposure Percentage |
{PERCENTAGE} |
CREC22 |
Valuation At Securitisation |
{MONETARY} |
CREC23 |
Name Of Valuer At Securitisation |
{ALPHANUM-100} |
CREC24 |
Date Of Valuation At Securitisation |
{DATEFORMAT} |
CREC25 |
Year Built |
{YEAR} |
CREC26 |
Year Last Renovated |
{YEAR} |
CREC27 |
Number Of Units |
{INTEGER-999999999} |
CREC28 |
Net Square Metres |
{INTEGER-999999999} |
CREC29 |
Commercial Area |
{INTEGER-999999999} |
CREC30 |
Residential Area |
{INTEGER-999999999} |
CREC31 |
Net Internal Floor Area Validated |
{Y/N} |
CREC32 |
Occupancy As Of Date |
{DATEFORMAT} |
CREC33 |
Economic Occupancy At Securitisation |
{PERCENTAGE} |
CREC34 |
Physical Occupancy At Securitisation |
{PERCENTAGE} |
CREC35 |
Vacant Possession Value At Securitisation Date |
{MONETARY} |
CREC36 |
Date Of Financials At Securitisation |
{DATEFORMAT} |
CREC37 |
Net Operating Income At Securitisation |
{MONETARY} |
CREC38 |
Most Recent Financials As Of Start Date |
{DATEFORMAT} |
CREC39 |
Most Recent Financials As Of End Date |
{DATEFORMAT} |
CREC40 |
Most Recent Revenue |
{MONETARY} |
CREC41 |
Most Recent Operating Expenses |
{MONETARY} |
CREC42 |
Most Recent Capital Expenditure |
{MONETARY} |
CREC43 |
Ground Rent Payable |
{MONETARY} |
CREC44 |
Weighted Average Lease Terms |
{INTEGER-9999} |
CREC45 |
Property Leasehold Expiry |
{DATEFORMAT} |
CREC46 |
Contractual Annual Rental Income |
{MONETARY} |
CREC47 |
Income Expiring 1-12 Months |
{PERCENTAGE} |
CREC48 |
Income Expiring 13-24 Months |
{PERCENTAGE} |
CREC49 |
Income Expiring 25-36 Months |
{PERCENTAGE} |
CREC50 |
Income Expiring 37-48 Months |
{PERCENTAGE} |
CREC51 |
Income Expiring 49+ Months |
{PERCENTAGE} |
Tenant-level information section |
||
CRET1 |
Unique Identifier |
{ALPHANUM-28} |
CRET2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
CRET3 |
Collateral Identifier |
{ALPHANUM-1000} |
CRET4 |
Tenant Identifier |
{ALPHANUM-1000} |
CRET5 |
Tenant Name |
{ALPHANUM-100} |
CRET6 |
NACE Industry Code |
{NACE} |
CRET7 |
Date Of Lease Expiration |
{DATEFORMAT} |
CRET8 |
Rent Payable |
{MONETARY} |
CRET9 |
Rent Currency |
{CURRENCYCODE_3} |
ANNEX IV
Underlying exposures template — Corporate
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
CRPL1 |
Unique Identifier |
{ALPHANUM-28} |
CRPL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
CRPL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
CRPL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
CRPL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
CRPL6 |
Data Cut-Off Date |
{DATEFORMAT} |
CRPL7 |
Pool Addition Date |
{DATEFORMAT} |
CRPL8 |
Date Of Repurchase |
{DATEFORMAT} |
CRPL9 |
Redemption Date |
{DATEFORMAT} |
CRPL10 |
Geographic Region — Obligor |
{NUTS} |
CRPL11 |
Geographic Region Classification |
{YEAR} |
CRPL12 |
Credit Impaired Obligor |
{Y/N} |
CRPL13 |
Customer Type |
{LIST} |
CRPL14 |
NACE Industry Code |
{NACE} |
CRPL15 |
Obligor Basel III Segment |
{LIST} |
CRPL16 |
Enterprise Size |
{LIST} |
CRPL17 |
Revenue |
{MONETARY} |
CRPL18 |
Total Debt |
{MONETARY} |
CRPL19 |
EBITDA |
{MONETARY} |
CRPL20 |
Enterprise Value |
{MONETARY} |
CRPL21 |
Free Cashflow |
{MONETARY} |
CRPL22 |
Date Of Financials |
{DATEFORMAT} |
CRPL23 |
Financial Statement Currency |
{CURRENCYCODE_3} |
CRPL24 |
Debt Type |
{LIST} |
CRPL25 |
Securitised Receivables |
{LIST} |
CRPL26 |
International Securities Identification Number |
{ISIN} |
CRPL27 |
Seniority |
{LIST} |
CRPL28 |
Syndicated |
{Y/N} |
CRPL29 |
Leveraged Transaction |
{Y/N} |
CRPL30 |
Managed by CLO |
{Y/N} |
CRPL31 |
Payment in Kind |
{Y/N} |
CRPL32 |
Special Scheme |
{ALPHANUM-10000} |
CRPL33 |
Origination Date |
{DATEFORMAT} |
CRPL34 |
Maturity Date |
{DATEFORMAT} |
CRPL35 |
Origination Channel |
{LIST} |
CRPL36 |
Purpose |
{LIST} |
CRPL37 |
Currency Denomination |
{CURRENCYCODE_3} |
CRPL38 |
Original Principal Balance |
{MONETARY} |
CRPL39 |
Current Principal Balance |
{MONETARY} |
CRPL40 |
Prior Principal Balances |
{MONETARY} |
CRPL41 |
Market Value |
{MONETARY} |
CRPL42 |
Total Credit Limit |
{MONETARY} |
CRPL43 |
Purchase Price |
{PERCENTAGE} |
CRPL44 |
Put Date |
{DATEFORMAT} |
CRPL45 |
Put Strike |
{MONETARY} |
CRPL46 |
Amortisation Type |
{LIST} |
CRPL47 |
Principal Grace Period End Date |
{DATEFORMAT} |
CRPL48 |
Scheduled Principal Payment Frequency |
{LIST} |
CRPL49 |
Scheduled Interest Payment Frequency |
{LIST} |
CRPL50 |
Payment Due |
{MONETARY} |
CRPL51 |
Balloon Amount |
{MONETARY} |
CRPL52 |
Interest Rate Type |
{LIST} |
CRPL53 |
Current Interest Rate |
{PERCENTAGE} |
CRPL54 |
Current Interest Rate Index |
{LIST} |
CRPL55 |
Current Interest Rate Index Tenor |
{LIST} |
CRPL56 |
Current Interest Rate Margin |
{PERCENTAGE} |
CRPL57 |
Interest Rate Reset Interval |
{INTEGER-9999} |
CRPL58 |
Interest Rate Cap |
{PERCENTAGE} |
CRPL59 |
Interest Rate Floor |
{PERCENTAGE} |
CRPL60 |
Revision Margin 1 |
{PERCENTAGE} |
CRPL61 |
Interest Revision Date 1 |
{DATEFORMAT} |
CRPL62 |
Revision Margin 2 |
{PERCENTAGE} |
CRPL63 |
Interest Revision Date 2 |
{DATEFORMAT} |
CRPL64 |
Revision Margin 3 |
{PERCENTAGE} |
CRPL65 |
Interest Revision Date 3 |
{DATEFORMAT} |
CRPL66 |
Revised Interest Rate Index |
{LIST} |
CRPL67 |
Revised Interest Rate Index Tenor |
{LIST} |
CRPL68 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
CRPL69 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
CRPL70 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
CRPL71 |
Prepayment Fee |
{MONETARY} |
CRPL72 |
Prepayment Fee End Date |
{DATEFORMAT} |
CRPL73 |
Prepayment Date |
{DATEFORMAT} |
CRPL74 |
Cumulative Prepayments |
{MONETARY} |
CRPL75 |
Date Of Restructuring |
{DATEFORMAT} |
CRPL76 |
Date Last In Arrears |
{DATEFORMAT} |
CRPL77 |
Arrears Balance |
{MONETARY} |
CRPL78 |
Number Of Days In Arrears |
{INTEGER-9999} |
CRPL79 |
Account Status |
{LIST} |
CRPL80 |
Reason for Default or Foreclosure |
{LIST} |
CRPL81 |
Default Amount |
{MONETARY} |
CRPL82 |
Default Date |
{DATEFORMAT} |
CRPL83 |
Allocated Losses |
{MONETARY} |
CRPL84 |
Cumulative Recoveries |
{MONETARY} |
CRPL85 |
Recovery Source |
{LIST} |
CRPL86 |
Recourse |
{Y/N} |
CRPL87 |
Deposit Amount |
{MONETARY} |
CRPL88 |
Interest Rate Swap Notional |
{MONETARY} |
CRPL89 |
Interest Rate Swap Provider Legal Entity Identifier |
{LEI} |
CRPL90 |
Interest Rate Swap Provider |
{ALPHANUM-1000} |
CRPL91 |
Interest Rate Swap Maturity Date |
{DATEFORMAT} |
CRPL92 |
Currency Swap Notional |
{MONETARY} |
CRPL93 |
Currency Swap Provider Legal Entity Identifier |
{LEI} |
CRPL94 |
Currency Swap Provider |
{ALPHANUM-1000} |
CRPL95 |
Currency Swap Maturity Date |
{DATEFORMAT} |
CRPL96 |
Original Lender Name |
{ALPHANUM-100} |
CRPL97 |
Original Lender Legal Entity Identifier |
{LEI} |
CRPL98 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
CRPL99 |
Originator Name |
{ALPHANUM-100} |
CRPL100 |
Originator Legal Entity Identifier |
{LEI} |
CRPL101 |
Originator Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
||
CRPC1 |
Unique Identifier |
{ALPHANUM-28} |
CRPC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
CRPC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
CRPC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
CRPC5 |
Geographic Region — Collateral |
{NUTS} |
CRPC6 |
Security Type |
{LIST} |
CRPC7 |
Charge Type |
{LIST} |
CRPC8 |
Lien |
{INTEGER-9999} |
CRPC9 |
Collateral Type |
{LIST} |
CRPC10 |
Current Valuation Amount |
{MONETARY} |
CRPC11 |
Current Valuation Method |
{LIST} |
CRPC12 |
Current Valuation Date |
{DATEFORMAT} |
CRPC13 |
Original Valuation Amount |
{MONETARY} |
CRPC14 |
Original Valuation Method |
{LIST} |
CRPC15 |
Original Valuation Date |
{DATEFORMAT} |
CRPC16 |
Date Of Sale |
{DATEFORMAT} |
CRPC17 |
Sale Price |
{MONETARY} |
CRPC18 |
Collateral Currency |
{CURRENCYCODE_3} |
CRPC19 |
Guarantor Country |
{COUNTRYCODE_2} |
CRPC20 |
Guarantor ESA Subsector |
{ESA} |
ANNEX V
Underlying exposures template — Automobile
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
AUTL1 |
Unique Identifier |
{ALPHANUM-28} |
AUTL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
AUTL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
AUTL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
AUTL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
AUTL6 |
Data Cut-Off Date |
{DATEFORMAT} |
AUTL7 |
Pool Addition Date |
{DATEFORMAT} |
AUTL8 |
Date Of Repurchase |
{DATEFORMAT} |
AUTL9 |
Redemption Date |
{DATEFORMAT} |
AUTL10 |
Geographic Region — Obligor |
{NUTS} |
AUTL11 |
Geographic Region Classification |
{YEAR} |
AUTL12 |
Employment Status |
{LIST} |
AUTL13 |
Credit Impaired Obligor |
{Y/N} |
AUTL14 |
Obligor Legal Type |
{LIST} |
AUTL15 |
Customer Type |
{LIST} |
AUTL16 |
Primary Income |
{MONETARY} |
AUTL17 |
Primary Income Type |
{LIST} |
AUTL18 |
Primary Income Currency |
{CURRENCYCODE_3} |
AUTL19 |
Primary Income Verification |
{LIST} |
AUTL20 |
Revenue |
{MONETARY} |
AUTL21 |
Financial Statement Currency |
{CURRENCYCODE_3} |
AUTL22 |
Special Scheme |
{ALPHANUM-10000} |
AUTL23 |
Product Type |
{LIST} |
AUTL24 |
Origination Date |
{DATEFORMAT} |
AUTL25 |
Maturity Date |
{DATEFORMAT} |
AUTL26 |
Original Term |
{INTEGER-9999} |
AUTL27 |
Origination Channel |
{LIST} |
AUTL28 |
Currency Denomination |
{CURRENCYCODE_3} |
AUTL29 |
Original Principal Balance |
{MONETARY} |
AUTL30 |
Current Principal Balance |
{MONETARY} |
AUTL31 |
Purchase Price |
{PERCENTAGE} |
AUTL32 |
Amortisation Type |
{LIST} |
AUTL33 |
Principal Grace Period End Date |
{DATEFORMAT} |
AUTL34 |
Scheduled Principal Payment Frequency |
{LIST} |
AUTL35 |
Scheduled Interest Payment Frequency |
{LIST} |
AUTL36 |
Payment Method |
{LIST} |
AUTL37 |
Payment Due |
{MONETARY} |
AUTL38 |
Balloon Amount |
{MONETARY} |
AUTL39 |
Down Payment Amount |
{MONETARY} |
AUTL40 |
Current Interest Rate |
{PERCENTAGE} |
AUTL41 |
Current Interest Rate Index |
{LIST} |
AUTL42 |
Current Interest Rate Index Tenor |
{LIST} |
AUTL43 |
Current Interest Rate Margin |
{PERCENTAGE} |
AUTL44 |
Interest Rate Reset Interval |
{INTEGER-9999} |
AUTL45 |
Interest Rate Cap |
{PERCENTAGE} |
AUTL46 |
Interest Rate Floor |
{PERCENTAGE} |
AUTL47 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
AUTL48 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
AUTL49 |
Prepayment Fee |
{MONETARY} |
AUTL50 |
Prepayment Fee End Date |
{DATEFORMAT} |
AUTL51 |
Prepayment Date |
{DATEFORMAT} |
AUTL52 |
Cumulative Prepayments |
{MONETARY} |
AUTL53 |
Manufacturer |
{ALPHANUM-100} |
AUTL54 |
Model |
{ALPHANUM-100} |
AUTL55 |
Year Of Registration |
{YEAR} |
AUTL56 |
New Or Used |
{LIST} |
AUTL57 |
Energy Performance Certificate Value |
{LIST} |
AUTL58 |
Energy Performance Certificate Provider Name |
{ALPHANUM-100} |
AUTL59 |
Original Loan-To-Value |
{PERCENTAGE} |
AUTL60 |
Original Valuation Amount |
{MONETARY} |
AUTL61 |
Original Residual Value Of Vehicle |
{MONETARY} |
AUTL62 |
Option To Buy Price |
{MONETARY} |
AUTL63 |
Securitised Residual Value |
{MONETARY} |
AUTL64 |
Updated Residual Value Of Vehicle |
{MONETARY} |
AUTL65 |
Date Of Updated Residual Valuation Of Vehicle |
{DATEFORMAT} |
AUTL66 |
Date Of Restructuring |
{DATEFORMAT} |
AUTL67 |
Date Last In Arrears |
{DATEFORMAT} |
AUTL68 |
Arrears Balance |
{MONETARY} |
AUTL69 |
Number Of Days In Arrears |
{INTEGER-9999} |
AUTL70 |
Account Status |
{LIST} |
AUTL71 |
Reason for Default or Foreclosure |
{LIST} |
AUTL72 |
Default Amount |
{MONETARY} |
AUTL73 |
Default Date |
{DATEFORMAT} |
AUTL74 |
Allocated Losses |
{MONETARY} |
AUTL75 |
Residual Value Losses |
{MONETARY} |
AUTL76 |
Cumulative Recoveries |
{MONETARY} |
AUTL77 |
Sale Price |
{MONETARY} |
AUTL78 |
Deposit Amount |
{MONETARY} |
AUTL79 |
Original Lender Name |
{ALPHANUM-100} |
AUTL80 |
Original Lender Legal Entity Identifier |
{LEI} |
AUTL81 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
AUTL82 |
Originator Name |
{ALPHANUM-100} |
AUTL83 |
Originator Legal Entity Identifier |
{LEI} |
AUTL84 |
Originator Establishment Country |
{COUNTRYCODE_2} |
ANNEX VI
Underlying exposures template — Consumer
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
CMRL1 |
Unique Identifier |
{ALPHANUM-28} |
CMRL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
CMRL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
CMRL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
CMRL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
CMRL6 |
Data Cut-Off Date |
{DATEFORMAT} |
CMRL7 |
Pool Addition Date |
{DATEFORMAT} |
CMRL8 |
Date Of Repurchase |
{DATEFORMAT} |
CMRL9 |
Redemption Date |
{DATEFORMAT} |
CMRL10 |
Geographic Region — Obligor |
{NUTS} |
CMRL11 |
Geographic Region Classification |
{YEAR} |
CMRL12 |
Employment Status |
{LIST} |
CMRL13 |
Credit Impaired Obligor |
{Y/N} |
CMRL14 |
Customer Type |
{LIST} |
CMRL15 |
Primary Income |
{MONETARY} |
CMRL16 |
Primary Income Type |
{LIST} |
CMRL17 |
Primary Income Currency |
{CURRENCYCODE_3} |
CMRL18 |
Primary Income Verification |
{LIST} |
CMRL19 |
Secured By Salary/Pension Assignment |
{Y/N} |
CMRL20 |
Special Scheme |
{ALPHANUM-10000} |
CMRL21 |
Origination Date |
{DATEFORMAT} |
CMRL22 |
Maturity Date |
{DATEFORMAT} |
CMRL23 |
Original Term |
{INTEGER-9999} |
CMRL24 |
Origination Channel |
{LIST} |
CMRL25 |
Purpose |
{LIST} |
CMRL26 |
Currency Denomination |
{CURRENCYCODE_3} |
CMRL27 |
Original Principal Balance |
{MONETARY} |
CMRL28 |
Current Principal Balance |
{MONETARY} |
CMRL29 |
Total Credit Limit |
{MONETARY} |
CMRL30 |
Revolving End Date |
{DATEFORMAT} |
CMRL31 |
Purchase Price |
{PERCENTAGE} |
CMRL32 |
Amortisation Type |
{LIST} |
CMRL33 |
Principal Grace Period End Date |
{DATEFORMAT} |
CMRL34 |
Scheduled Principal Payment Frequency |
{LIST} |
CMRL35 |
Scheduled Interest Payment Frequency |
{LIST} |
CMRL36 |
Payment Due |
{MONETARY} |
CMRL37 |
Current Interest Rate |
{PERCENTAGE} |
CMRL38 |
Current Interest Rate Index |
{LIST} |
CMRL39 |
Current Interest Rate Index Tenor |
{LIST} |
CMRL40 |
Current Interest Rate Margin |
{PERCENTAGE} |
CMRL41 |
Interest Rate Reset Interval |
{INTEGER-9999} |
CMRL42 |
Interest Rate Cap |
{PERCENTAGE} |
CMRL43 |
Interest Rate Floor |
{PERCENTAGE} |
CMRL44 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
CMRL45 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
CMRL46 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
CMRL47 |
Prepayment Fee |
{MONETARY} |
CMRL48 |
Prepayment Fee End Date |
{DATEFORMAT} |
CMRL49 |
Prepayment Date |
{DATEFORMAT} |
CMRL50 |
Cumulative Prepayments |
{MONETARY} |
CMRL51 |
Date Of Restructuring |
{DATEFORMAT} |
CMRL52 |
Date Last In Arrears |
{DATEFORMAT} |
CMRL53 |
Arrears Balance |
{MONETARY} |
CMRL54 |
Number Of Days In Arrears |
{INTEGER-9999} |
CMRL55 |
Account Status |
{LIST} |
CMRL56 |
Reason for Default or Foreclosure |
{LIST} |
CMRL57 |
Default Amount |
{MONETARY} |
CMRL58 |
Default Date |
{DATEFORMAT} |
CMRL59 |
Allocated Losses |
{MONETARY} |
CMRL60 |
Cumulative Recoveries |
{MONETARY} |
CMRL61 |
Deposit Amount |
{MONETARY} |
CMRL62 |
Original Lender Name |
{ALPHANUM-100} |
CMRL63 |
Original Lender Legal Entity Identifier |
{LEI} |
CMRL64 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
CMRL65 |
Originator Name |
{ALPHANUM-100} |
CMRL66 |
Originator Legal Entity Identifier |
{LEI} |
CMRL67 |
Originator Establishment Country |
{COUNTRYCODE_2} |
CMRL68 |
Energy Performance Certificate Value |
{LIST} |
CMRL69 |
Energy Performance Certificate Provider Name |
{ALPHANUM-100} |
ANNEX VII
Underlying exposures template — Credit card
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
CCDL1 |
Unique Identifier |
{ALPHANUM-28} |
CCDL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
CCDL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
CCDL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
CCDL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
CCDL6 |
Data Cut-Off Date |
{DATEFORMAT} |
CCDL7 |
Pool Addition Date |
{DATEFORMAT} |
CCDL8 |
Date Of Repurchase |
{DATEFORMAT} |
CCDL9 |
Geographic Region — Obligor |
{NUTS} |
CCDL10 |
Geographic Region Classification |
{YEAR} |
CCDL11 |
Employment Status |
{LIST} |
CCDL12 |
Credit Impaired Obligor |
{Y/N} |
CCDL13 |
Customer Type |
{LIST} |
CCDL14 |
Primary Income |
{MONETARY} |
CCDL15 |
Primary Income Type |
{LIST} |
CCDL16 |
Primary Income Currency |
{CURRENCYCODE_3} |
CCDL17 |
Primary Income Verification |
{LIST} |
CCDL18 |
Special Scheme |
{ALPHANUM-10000} |
CCDL19 |
Origination Date |
{DATEFORMAT} |
CCDL20 |
Origination Channel |
{LIST} |
CCDL21 |
Currency Denomination |
{CURRENCYCODE_3} |
CCDL22 |
Current Principal Balance |
{MONETARY} |
CCDL23 |
Total Credit Limit |
{MONETARY} |
CCDL24 |
Purchase Price |
{PERCENTAGE} |
CCDL25 |
Principal Grace Period End Date |
{DATEFORMAT} |
CCDL26 |
Scheduled Principal Payment Frequency |
{LIST} |
CCDL27 |
Scheduled Interest Payment Frequency |
{LIST} |
CCDL28 |
Payment Due |
{MONETARY} |
CCDL29 |
Current Interest Rate |
{PERCENTAGE} |
CCDL30 |
Current Interest Rate Index |
{LIST} |
CCDL31 |
Current Interest Rate Index Tenor |
{LIST} |
CCDL32 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
CCDL33 |
Date Of Restructuring |
{DATEFORMAT} |
CCDL34 |
Date Last In Arrears |
{DATEFORMAT} |
CCDL35 |
Number Of Days In Arrears |
{INTEGER-9999} |
CCDL36 |
Arrears Balance |
{MONETARY} |
CCDL37 |
Account Status |
{LIST} |
CCDL38 |
Reason for Default or Foreclosure |
{LIST} |
CCDL39 |
Default Amount |
{MONETARY} |
CCDL40 |
Default Date |
{DATEFORMAT} |
CCDL41 |
Cumulative Recoveries |
{MONETARY} |
CCDL42 |
Original Lender Name |
{ALPHANUM-100} |
CCDL43 |
Original Lender Legal Entity Identifier |
{LEI} |
CCDL44 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
CCDL45 |
Originator Name |
{ALPHANUM-100} |
CCDL46 |
Originator Legal Entity Identifier |
{LEI} |
CCDL47 |
Originator Establishment Country |
{COUNTRYCODE_2} |
ANNEX VIII
Underlying exposures template — Leasing
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
LESL1 |
Unique Identifier |
{ALPHANUM-28} |
LESL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
LESL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
LESL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
LESL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
LESL6 |
Data Cut-Off Date |
{DATEFORMAT} |
LESL7 |
Pool Addition Date |
{DATEFORMAT} |
LESL8 |
Date Of Repurchase |
{DATEFORMAT} |
LESL9 |
Redemption Date |
{DATEFORMAT} |
LESL10 |
Geographic Region — Obligor |
{NUTS} |
LESL11 |
Geographic Region Classification |
{YEAR} |
LESL12 |
Credit Impaired Obligor |
{Y/N} |
LESL13 |
Obligor Basel III Segment |
{LIST} |
LESL14 |
Customer Type |
{LIST} |
LESL15 |
NACE Industry Code |
{NACE} |
LESL16 |
Enterprise Size |
{LIST} |
LESL17 |
Revenue |
{MONETARY} |
LESL18 |
Financial Statement Currency |
{CURRENCYCODE_3} |
LESL19 |
Product Type |
{LIST} |
LESL20 |
Syndicated |
{Y/N} |
LESL21 |
Special Scheme |
{ALPHANUM-10000} |
LESL22 |
Origination Date |
{DATEFORMAT} |
LESL23 |
Maturity Date |
{DATEFORMAT} |
LESL24 |
Original Term |
{INTEGER-9999} |
LESL25 |
Origination Channel |
{LIST} |
LESL26 |
Currency Denomination |
{CURRENCYCODE_3} |
LESL27 |
Original Principal Balance |
{MONETARY} |
LESL28 |
Current Principal Balance |
{MONETARY} |
LESL29 |
Purchase Price |
{PERCENTAGE} |
LESL30 |
Securitised Residual Value |
{MONETARY} |
LESL31 |
Amortisation Type |
{LIST} |
LESL32 |
Principal Grace Period End Date |
{DATEFORMAT} |
LESL33 |
Scheduled Principal Payment Frequency |
{LIST} |
LESL34 |
Scheduled Interest Payment Frequency |
{LIST} |
LESL35 |
Payment Due |
{MONETARY} |
LESL36 |
Current Interest Rate |
{PERCENTAGE} |
LESL37 |
Current Interest Rate Index |
{LIST} |
LESL38 |
Current Interest Rate Index Tenor |
{LIST} |
LESL39 |
Current Interest Rate Margin |
{PERCENTAGE} |
LESL40 |
Interest Rate Reset Interval |
{INTEGER-9999} |
LESL41 |
Interest Rate Cap |
{PERCENTAGE} |
LESL42 |
Interest Rate Floor |
{PERCENTAGE} |
LESL43 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
LESL44 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
LESL45 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
LESL46 |
Prepayment Fee |
{MONETARY} |
LESL47 |
Prepayment Fee End Date |
{DATEFORMAT} |
LESL48 |
Prepayment Date |
{DATEFORMAT} |
LESL49 |
Cumulative Prepayments |
{MONETARY} |
LESL50 |
Option To Buy Price |
{MONETARY} |
LESL51 |
Down Payment Amount |
{MONETARY} |
LESL52 |
Current Residual Value Of Asset |
{MONETARY} |
LESL53 |
Date Of Restructuring |
{DATEFORMAT} |
LESL54 |
Date Last In Arrears |
{DATEFORMAT} |
LESL55 |
Arrears Balance |
{MONETARY} |
LESL56 |
Number Of Days In Arrears |
{INTEGER-9999} |
LESL57 |
Account Status |
{LIST} |
LESL58 |
Reason for Default or Foreclosure |
{LIST} |
LESL59 |
Default Amount |
{MONETARY} |
LESL60 |
Default Date |
{DATEFORMAT} |
LESL61 |
Allocated Losses |
{MONETARY} |
LESL62 |
Cumulative Recoveries |
{MONETARY} |
LESL63 |
Recovery Source |
{LIST} |
LESL64 |
Deposit Amount |
{MONETARY} |
LESL65 |
Geographic Region — Collateral |
{NUTS} |
LESL66 |
Manufacturer |
{ALPHANUM-100} |
LESL67 |
Model |
{ALPHANUM-100} |
LESL68 |
Year Of Manufacture/Construction |
{YEAR} |
LESL69 |
New Or Used |
{LIST} |
LESL70 |
Original Residual Value Of Asset |
{MONETARY} |
LESL71 |
Collateral Type |
{LIST} |
LESL72 |
Original Valuation Amount |
{MONETARY} |
LESL73 |
Original Valuation Method |
{LIST} |
LESL74 |
Original Valuation Date |
{DATEFORMAT} |
LESL75 |
Current Valuation Amount |
{MONETARY} |
LESL76 |
Current Valuation Method |
{LIST} |
LESL77 |
Current Valuation Date |
{DATEFORMAT} |
LESL78 |
Number Of Leased Objects |
{INTEGER-9999} |
LESL79 |
Original Lender Name |
{ALPHANUM-100} |
LESL80 |
Original Lender Legal Entity Identifier |
{LEI} |
LESL81 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
LESL82 |
Originator Name |
{ALPHANUM-100} |
LESL83 |
Originator Legal Entity Identifier |
{LEI} |
LESL84 |
Originator Establishment Country |
{COUNTRYCODE_2} |
ANNEX IX
Underlying exposures template — Esoteric
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
ESTL1 |
Unique Identifier |
{ALPHANUM-28} |
ESTL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
ESTL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
ESTL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
ESTL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
ESTL6 |
Data Cut-Off Date |
{DATEFORMAT} |
ESTL7 |
Pool Addition Date |
{DATEFORMAT} |
ESTL8 |
Date Of Repurchase |
{DATEFORMAT} |
ESTL9 |
Redemption Date |
{DATEFORMAT} |
ESTL10 |
Description |
{ALPHANUM-1000} |
ESTL11 |
Geographic Region — Obligor |
{NUTS} |
ESTL12 |
Geographic Region Classification |
{YEAR} |
ESTL13 |
Employment Status |
{LIST} |
ESTL14 |
Credit Impaired Obligor |
{Y/N} |
ESTL15 |
Obligor Legal Type |
{LIST} |
ESTL16 |
NACE Industry Code |
{NACE} |
ESTL17 |
Primary Income |
{MONETARY} |
ESTL18 |
Primary Income Type |
{LIST} |
ESTL19 |
Primary Income Currency |
{CURRENCYCODE_3} |
ESTL20 |
Primary Income Verification |
{LIST} |
ESTL21 |
Revenue |
{MONETARY} |
ESTL22 |
Financial Statement Currency |
{CURRENCYCODE_3} |
ESTL23 |
International Securities Identification Number |
{ISIN} |
ESTL24 |
Origination Date |
{DATEFORMAT} |
ESTL25 |
Maturity Date |
{DATEFORMAT} |
ESTL26 |
Currency Denomination |
{CURRENCYCODE_3} |
ESTL27 |
Original Principal Balance |
{MONETARY} |
ESTL28 |
Current Principal Balance |
{MONETARY} |
ESTL29 |
Total Credit Limit |
{MONETARY} |
ESTL30 |
Purchase Price |
{PERCENTAGE} |
ESTL31 |
Amortisation Type |
{LIST} |
ESTL32 |
Principal Grace Period End Date |
{DATEFORMAT} |
ESTL33 |
Scheduled Principal Payment Frequency |
{LIST} |
ESTL34 |
Scheduled Interest Payment Frequency |
{LIST} |
ESTL35 |
Payment Due |
{MONETARY} |
ESTL36 |
Debt To Income Ratio |
{PERCENTAGE} |
ESTL37 |
Balloon Amount |
{MONETARY} |
ESTL38 |
Interest Rate Reset Interval |
{INTEGER-9999} |
ESTL39 |
Current Interest Rate |
{PERCENTAGE} |
ESTL40 |
Current Interest Rate Index |
{LIST} |
ESTL41 |
Current Interest Rate Index Tenor |
{LIST} |
ESTL42 |
Current Interest Rate Margin |
{PERCENTAGE} |
ESTL43 |
Interest Rate Cap |
{PERCENTAGE} |
ESTL44 |
Interest Rate Floor |
{PERCENTAGE} |
ESTL45 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
ESTL46 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
ESTL47 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
ESTL48 |
Prepayment Fee |
{MONETARY} |
ESTL49 |
Prepayment Fee End Date |
{DATEFORMAT} |
ESTL50 |
Prepayment Date |
{DATEFORMAT} |
ESTL51 |
Cumulative Prepayments |
{MONETARY} |
ESTL52 |
Date Last In Arrears |
{DATEFORMAT} |
ESTL53 |
Arrears Balance |
{MONETARY} |
ESTL54 |
Number Of Days In Arrears |
{INTEGER-9999} |
ESTL55 |
Account Status |
{LIST} |
ESTL56 |
Reason for Default or Foreclosure |
{LIST} |
ESTL57 |
Default Amount |
{MONETARY} |
ESTL58 |
Default Date |
{DATEFORMAT} |
ESTL59 |
Allocated Losses |
{MONETARY} |
ESTL60 |
Cumulative Recoveries |
{MONETARY} |
ESTL61 |
Originator Name |
{ALPHANUM-100} |
ESTL62 |
Originator Legal Entity Identifier |
{LEI} |
ESTL63 |
Originator Establishment Country |
{COUNTRYCODE_2} |
ESTL64 |
Original Lender Name |
{ALPHANUM-100} |
ESTL65 |
Original Lender Legal Entity Identifier |
{LEI} |
ESTL66 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
||
ESTC1 |
Unique Identifier |
{ALPHANUM-28} |
ESTC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
ESTC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
ESTC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
ESTC5 |
Geographic Region — Collateral |
{NUTS} |
ESTC6 |
Security Type |
{LIST} |
ESTC7 |
Charge Type |
{LIST} |
ESTC8 |
Lien |
{INTEGER-9999} |
ESTC9 |
Collateral Type |
{LIST} |
ESTC10 |
Current Valuation Amount |
{MONETARY} |
ESTC11 |
Current Valuation Method |
{LIST} |
ESTC12 |
Current Valuation Date |
{DATEFORMAT} |
ESTC13 |
Current Loan-To-Value |
{PERCENTAGE} |
ESTC14 |
Original Valuation Amount |
{MONETARY} |
ESTC15 |
Original Valuation Method |
{LIST} |
ESTC16 |
Original Valuation Date |
{DATEFORMAT} |
ESTC17 |
Original Loan-To-Value |
{PERCENTAGE} |
ESTC18 |
Date Of Sale |
{DATEFORMAT} |
ESTC19 |
Sale Price |
{MONETARY} |
ESTC20 |
Collateral Currency |
{CURRENCYCODE_3} |
ANNEX X
Underlying exposures template — Add-on for non-performing exposures
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
NPEL1 |
Unique Identifier |
{ALPHANUM-28} |
NPEL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
NPEL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
NPEL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
NPEL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
NPEL6 |
Data Cut-Off Date |
{DATEFORMAT} |
NPEL7 |
In Receivership |
{Y/N} |
NPEL8 |
Date of Last Contact |
{DATEFORMAT} |
NPEL9 |
Deceased |
{Y/N} |
NPEL10 |
Legal status |
{LIST} |
NPEL11 |
Legal Procedure Type |
{LIST} |
NPEL12 |
Legal Procedure Name |
{ALPHANUM-1000} |
NPEL13 |
Legal Actions Completed |
{ALPHANUM-1000} |
NPEL14 |
Date of Entering Into Current Legal Process |
{DATEFORMAT} |
NPEL15 |
Date of Insolvency Practitioner Appointment |
{DATEFORMAT} |
NPEL16 |
Number of Current Judgements |
{INTEGER-9999} |
NPEL17 |
Number of Discharged Judgements |
{INTEGER-9999} |
NPEL18 |
Date of External Demand Issuance |
{DATEFORMAT} |
NPEL19 |
Date when Reservation of Rights Letter Was Issued |
{DATEFORMAT} |
NPEL20 |
Court Jurisdiction |
{COUNTRYCODE_2} |
NPEL21 |
Date of Obtaining Order for Possession |
{DATEFORMAT} |
NPEL22 |
Comments on Other Litigation Related Process |
{ALPHANUM-1000} |
NPEL23 |
Governing Law |
{COUNTRYCODE_2} |
NPEL24 |
Bespoke Repayment Description |
{ALPHANUM-1000} |
NPEL25 |
Start Date of Interest Only Period |
{DATEFORMAT} |
NPEL26 |
End Date of Interest Only Period |
{DATEFORMAT} |
NPEL27 |
Start Date of Current Fixed Interest Period |
{DATEFORMAT} |
NPEL28 |
End Date of Current Fixed Interest Period |
{DATEFORMAT} |
NPEL29 |
Current Reversion Interest Rate |
{PERCENTAGE} |
NPEL30 |
Last Payment Date |
{DATEFORMAT} |
NPEL31 |
Syndicated Portion |
{PERCENTAGE} |
NPEL32 |
MARP Entry |
{DATEFORMAT} |
NPEL33 |
MARP Status |
{LIST} |
NPEL34 |
External Collections Level |
{Y/N} |
NPEL35 |
Repayment Plan |
{Y/N} |
NPEL36 |
Forbearance Level |
{Y/N} |
NPEL37 |
Date of First Forbearance |
{DATEFORMAT} |
NPEL38 |
Number of Historical Forbearance |
{INTEGER-9999} |
NPEL39 |
Principal Forgiveness |
{MONETARY} |
NPEL40 |
Date of Principal Forgiveness |
{DATEFORMAT} |
NPEL41 |
End Date of Forbearance |
{DATEFORMAT} |
NPEL42 |
Repayment Amount Under Forbearance |
{MONETARY} |
Collateral-level information section |
||
NPEC1 |
Unique Identifier |
{ALPHANUM-28} |
NPEC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
NPEC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
NPEC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
NPEC5 |
VAT Payable |
{PERCENTAGE} |
NPEC6 |
Percentage Complete |
{PERCENTAGE} |
NPEC7 |
Enforcement Status |
{Y/N} |
NPEC8 |
Enforcement Status Third Parties |
{Y/N} |
NPEC9 |
Mortgage Amount Assigned |
{MONETARY} |
NPEC10 |
Higher Ranking Underlying Exposure |
{MONETARY} |
NPEC11 |
Enforcement Description |
{ALPHANUM-1000} |
NPEC12 |
Court Appraisal Amount |
{MONETARY} |
NPEC13 |
Date of Court Appraisal |
{DATEFORMAT} |
NPEC14 |
On Market Price |
{MONETARY} |
NPEC15 |
Offer Price |
{MONETARY} |
NPEC16 |
Prepare Property for Sale Date |
{DATEFORMAT} |
NPEC17 |
Property on Market Date |
{DATEFORMAT} |
NPEC18 |
On Market Offer Date |
{DATEFORMAT} |
NPEC19 |
Sale Agreed Date |
{DATEFORMAT} |
NPEC20 |
Contracted Date |
{DATEFORMAT} |
NPEC21 |
First Auction Date |
{DATEFORMAT} |
NPEC22 |
Court Auction Reserve Price for First Auction |
{MONETARY} |
NPEC23 |
Next Auction Date |
{DATEFORMAT} |
NPEC24 |
Court Auction Reserve Price for Next Auction |
{MONETARY} |
NPEC25 |
Last Auction Date |
{DATEFORMAT} |
NPEC26 |
Court Auction Reserve Price for Last Auction |
{MONETARY} |
NPEC27 |
Number of Failed Auctions |
{INTEGER-9999} |
Historical collections information section |
||
NPEH1 |
Unique Identifier |
{ALPHANUM-28} |
NPEH2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
NPEH[3-38] |
Legal Unpaid Balance at month n |
{MONETARY} |
NPEH[39-74] |
History of Past-Due Balances at month n |
{MONETARY} |
NPEH[75-110] |
History of Repayments — Not from collateral sales at month n |
{MONETARY} |
NPEH[111-146] |
History of Repayments — From collateral sales at month n |
{MONETARY} |
ANNEX XI
Underlying exposures template — Asset-backed commercial paper
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
||
IVAL1 |
Unique Identifier — ABCP Programme |
{ALPHANUM-28} |
IVAL2 |
Unique Identifier — ABCP Transaction |
{ALPHANUM-36} |
IVAL3 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
IVAL4 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
IVAL5 |
Underlying Exposure Type |
{LIST} |
IVAL6 |
Data Cut-Off Date |
{DATEFORMAT} |
IVAL7 |
Geographic Region — Largest Exposure Concentration 1 |
{NUTS} |
IVAL8 |
Geographic Region — Largest Exposure Concentration 2 |
{NUTS} |
IVAL9 |
Geographic Region — Largest Exposure Concentration 3 |
{NUTS} |
IVAL10 |
Geographic Region Classification |
{YEAR} |
IVAL11 |
Current Principal Balance |
{MONETARY} |
IVAL12 |
Number Of Underlying Exposures |
{INTEGER-999999999} |
IVAL13 |
EUR Exposures |
{MONETARY} |
IVAL14 |
GBP Exposures |
{MONETARY} |
IVAL15 |
USD Exposures |
{MONETARY} |
IVAL16 |
Other Exposures |
{MONETARY} |
IVAL17 |
Maximum Residual Maturity |
{INTEGER-9999} |
IVAL18 |
Average Residual Maturity |
{INTEGER-9999} |
IVAL19 |
Current Loan-To-Value |
{PERCENTAGE} |
IVAL20 |
Debt To Income Ratio |
{PERCENTAGE} |
IVAL21 |
Amortisation Type |
{MONETARY} |
IVAL22 |
Scheduled Principal Payment Frequency Above One Month |
{MONETARY} |
IVAL23 |
Scheduled Interest Payment Frequency Above One Month |
{MONETARY} |
IVAL24 |
Floating Rate Receivables |
{MONETARY} |
IVAL25 |
Financed Amount |
{MONETARY} |
IVAL26 |
Dilutions |
{MONETARY} |
IVAL27 |
Repurchased Exposures |
{MONETARY} |
IVAL28 |
Defaulted Or Credit-Impaired Exposures At Securitisation |
{MONETARY} |
IVAL29 |
Defaulted Exposures |
{MONETARY} |
IVAL30 |
Defaulted Exposures CRR |
{MONETARY} |
IVAL31 |
Gross Charge Offs In The Period |
{MONETARY} |
IVAL32 |
Arrears 1-29 Days |
{PERCENTAGE} |
IVAL33 |
Arrears 30-59 Days |
{PERCENTAGE} |
IVAL34 |
Arrears 60-89 Days |
{PERCENTAGE} |
IVAL35 |
Arrears 90-119 Days |
{PERCENTAGE} |
IVAL36 |
Arrears 120-149 Days |
{PERCENTAGE} |
IVAL37 |
Arrears 150-179 Days |
{PERCENTAGE} |
IVAL38 |
Arrears 180+ Days |
{PERCENTAGE} |
IVAL39 |
Restructured Exposures |
{PERCENTAGE} |
IVAL40 |
Restructured Exposures (0-1 years before transfer) |
{MONETARY} |
IVAL41 |
Restructured Exposures (1-3 years before transfer) |
{MONETARY} |
IVAL42 |
Restructured Exposures (> 3 years before transfer) |
{MONETARY} |
IVAL43 |
Restructured Exposures (Interest Rate) |
{MONETARY} |
IVAL44 |
Restructured Exposures (Repayment Schedule) |
{MONETARY} |
IVAL45 |
Restructured Exposures (Maturity) |
{MONETARY} |
IVAL46 |
Restructured Exposures (0-1 years before transfer and No New Arrears) |
{MONETARY} |
IVAL47 |
Restructured Exposures (No New Arrears) |
{MONETARY} |
IVAL48 |
Restructured Exposures (New Arrears) |
{MONETARY} |
IVAL49 |
Restructured Exposures (Other) |
{MONETARY} |
ANNEX XII
Investor report template — Non-asset backed commercial paper securitisation
FIELD CODE |
FIELD NAME |
FORMAT |
Securitisation information section |
||
IVSS1 |
Unique Identifier |
{ALPHANUM-28} |
IVSS2 |
Data Cut-Off Date |
{DATEFORMAT} |
IVSS3 |
Securitisation Name |
{ALPHANUM-100} |
IVSS4 |
Reporting Entity Name |
{ALPHANUM-100} |
IVSS5 |
Reporting Entity Contact Person |
{ALPHANUM-256} |
IVSS6 |
Reporting Entity Contact Telephone |
{TELEPHONE} |
IVSS7 |
Reporting Entity Contact Emails |
{ALPHANUM-256} |
IVSS8 |
Risk Retention Method |
{LIST} |
IVSS9 |
Risk Retention Holder |
{LIST} |
IVSS10 |
Underlying Exposure Type |
{LIST} |
IVSS11 |
Risk Transfer Method |
{Y/N} |
IVSS12 |
Trigger Measurements/Ratios |
{Y/N} |
IVSS13 |
Revolving/Ramp-Up Period End-Date |
{DATEFORMAT} |
IVSS14 |
Principal Recoveries In The Period |
{MONETARY} |
IVSS15 |
Interest Recoveries In The Period |
{MONETARY} |
IVSS16 |
Principal Collections In The Period |
{MONETARY} |
IVSS17 |
Interest Collections In The Period |
{MONETARY} |
IVSS18 |
Drawings Under Liquidity Facility |
{Y/N} |
IVSS19 |
Securitisation Excess Spread |
{MONETARY} |
IVSS20 |
Excess Spread Trapping Mechanism |
{Y/N} |
IVSS21 |
Current Overcollateralisation |
{PERCENTAGE} |
IVSS22 |
Annualised Constant Prepayment Rate |
{PERCENTAGE} |
IVSS23 |
Dilutions |
{MONETARY} |
IVSS24 |
Gross Charge Offs In The Period |
{MONETARY} |
IVSS25 |
Repurchased Exposures |
{MONETARY} |
IVSS26 |
Restructured Exposures |
{MONETARY} |
IVSS27 |
Annualised Constant Default Rate |
{PERCENTAGE} |
IVSS28 |
Defaulted Exposures |
{MONETARY} |
IVSS29 |
Defaulted Exposures CRR |
{MONETARY} |
IVSS30 |
Risk Weight Approach |
{LIST} |
IVSS31 |
Obligor Probability Of Default in Range [0.00%,0.10%) |
{PERCENTAGE} |
IVSS32 |
Obligor Probability Of Default in Range [0.10%,0.25%) |
{PERCENTAGE} |
IVSS33 |
Obligor Probability Of Default in Range [0.25%,1.00%) |
{PERCENTAGE} |
IVSS34 |
Obligor Probability Of Default in Range [1.00%,7.50%) |
{PERCENTAGE} |
IVSS35 |
Obligor Probability Of Default in Range [7.50%,20.00%) |
{PERCENTAGE} |
IVSS36 |
Obligor Probability Of Default in Range [20.00%,100.00%] |
{PERCENTAGE} |
IVSS37 |
Bank Internal Loss Given Default Estimate |
{PERCENTAGE} |
IVSS38 |
Arrears 1-29 Days |
{PERCENTAGE} |
IVSS39 |
Arrears 30-59 Days |
{PERCENTAGE} |
IVSS40 |
Arrears 60-89 Days |
{PERCENTAGE} |
IVSS41 |
Arrears 90-119 Days |
{PERCENTAGE} |
IVSS42 |
Arrears 120-149 Days |
{PERCENTAGE} |
IVSS43 |
Arrears 150-179 Days |
{PERCENTAGE} |
IVSS44 |
Arrears 180+ Days |
{PERCENTAGE} |
Tests/Events/Triggers information section |
||
IVSR1 |
Unique Identifier |
{ALPHANUM-28} |
IVSR2 |
Original Test/Event/Trigger Identifier |
{ALPHANUM-1000} |
IVSR3 |
New Test/Event/Trigger Identifier |
{ALPHANUM-1000} |
IVSR4 |
Description |
{ALPHANUM-100000} |
IVSR5 |
Threshold Level |
{NUMERIC} |
IVSR6 |
Actual Value |
{NUMERIC} |
IVSR7 |
Status |
{Y/N} |
IVSR8 |
Cure Period |
{INTEGER-9999} |
IVSR9 |
Calculation Frequency |
{INTEGER-9999} |
IVSR10 |
Consequence for Breach |
{LIST} |
Cash-flow information section |
||
IVSF1 |
Unique Identifier |
{ALPHANUM-28} |
IVSF2 |
Original Cashflow Item Identifier |
{ALPHANUM-1000} |
IVSF3 |
New Cashflow Item Identifier |
{ALPHANUM-1000} |
IVSF4 |
Cashflow Item |
{ALPHANUM-1000} |
IVSF5 |
Amount Paid During Period |
{MONETARY} |
IVSF6 |
Available Funds Post |
{MONETARY} |
ANNEX XIII
Investor report template — Asset backed commercial paper securitisation
FIELD CODE |
FIELD NAME |
FORMAT |
Programme information section |
||
IVAS1 |
Unique Identifier — ABCP Programme |
{ALPHANUM-28} |
IVAS2 |
Data Cut-Off Date |
{DATEFORMAT} |
IVAS3 |
Reporting Entity Name |
{ALPHANUM-100} |
IVAS4 |
Reporting Entity Contact Person |
{ALPHANUM-256} |
IVAS5 |
Reporting Entity Contact Telephone |
{TELEPHONE} |
IVAS6 |
Reporting Entity Contact Emails |
{ALPHANUM-256} |
IVAS7 |
Trigger Measurements/Ratios |
{Y/N} |
IVAS8 |
Non-Compliant Exposures |
{MONETARY} |
IVAS9 |
Weighted Average Life |
{INTEGER-9999} |
IVAS10 |
Risk Retention Method |
{LIST} |
IVAS11 |
Risk Retention Holder |
{LIST} |
Transaction information section |
||
IVAN1 |
Unique Identifier — ABCP Programme |
{ALPHANUM-28} |
IVAN2 |
Unique Identifier — ABCP Transaction |
{ALPHANUM-36} |
IVAN3 |
Data Cut-Off Date |
{DATEFORMAT} |
IVAN4 |
NACE Industry Code |
{NACE} |
IVAN5 |
Risk Retention Method |
{LIST} |
IVAN6 |
Risk Retention Holder |
{LIST} |
IVAN7 |
Weighted Average Life |
{INTEGER-9999} |
Tests/Events/Triggers information section |
||
IVAR1 |
Unique Identifier — ABCP Transaction |
{ALPHANUM-36} |
IVAR2 |
Original Test/Event/Trigger Identifier |
{ALPHANUM-1000} |
IVAR3 |
New Test/Event/Trigger Identifier |
{ALPHANUM-1000} |
IVAR4 |
Description |
{ALPHANUM-100000} |
IVAR5 |
Status |
{Y/N} |
IVAR6 |
Consequence for Breach |
{LIST} |
ANNEX XIV
Inside information or significant event template — Non-asset backed commercial paper securitisation
FIELD CODE |
FIELD NAME |
FORMAT |
Securitisation information section |
||
SESS1 |
Unique Identifier |
{ALPHANUM-28} |
SESS2 |
Data Cut-Off Date |
{DATEFORMAT} |
SESS3 |
No Longer STS |
{Y/N} |
SESS4 |
Remedial Actions |
{Y/N} |
SESS5 |
Administrative Actions |
{Y/N} |
SESS6 |
Material Amendment to Transaction Documents |
{ALPHANUM-1000000} |
SESS7 |
Perfection Of Sale |
{Y/N} |
SESS8 |
Current Waterfall Type |
{LIST} |
SESS9 |
Master Trust Type |
{LIST} |
SESS10 |
SSPE Value |
{MONETARY} |
SESS11 |
SSPE Principal Value |
{MONETARY} |
SESS12 |
SSPE Number Of Accounts |
{INTEGER-999999999} |
SESS13 |
Note Principal Balance |
{MONETARY} |
SESS14 |
Seller Share |
{PERCENTAGE} |
SESS15 |
Funding Share |
{PERCENTAGE} |
SESS16 |
Revenue Allocated To This Series |
{MONETARY} |
SESS17 |
Interest Rate Swap Benchmark |
{LIST} |
SESS18 |
Interest Rate Swap Maturity Date |
{DATEFORMAT} |
SESS19 |
Interest Rate Swap Notional |
{MONETARY} |
SESS20 |
Currency Swap Payer Currency |
{CURRENCYCODE_3} |
SESS21 |
Currency Swap Receiver Currency |
{CURRENCYCODE_3} |
SESS22 |
Exchange Rate For Currency Swap |
{PERCENTAGE} |
SESS23 |
Currency Swap Maturity Date |
{DATEFORMAT} |
SESS24 |
Currency Swap Notional |
{MONETARY} |
Tranche/bond-level information section |
||
SEST1 |
Unique Identifier |
{ALPHANUM-28} |
SEST2 |
Original Tranche Identifier |
{ALPHANUM-1000} |
SEST3 |
New Tranche Identifier |
{ALPHANUM-1000} |
SEST4 |
International Securities Identification Number |
{ISIN} |
SEST5 |
Tranche Name |
{ALPHANUM-100} |
SEST6 |
Tranche/Bond Type |
{LIST} |
SEST7 |
Currency |
{CURRENCYCODE_3} |
SEST8 |
Original Principal Balance |
{MONETARY} |
SEST9 |
Current Principal Balance |
{MONETARY} |
SEST10 |
Interest Payment Frequency |
{LIST} |
SEST11 |
Interest Payment Date |
{DATEFORMAT} |
SEST12 |
Principal Payment Date |
{DATEFORMAT} |
SEST13 |
Current Coupon |
{PERCENTAGE} |
SEST14 |
Current Interest Rate Margin/Spread |
{PERCENTAGE} |
SEST15 |
Coupon Floor |
{PERCENTAGE} |
SEST16 |
Coupon Cap |
{PERCENTAGE} |
SEST17 |
Step-Up/Step-Down Coupon Value |
{PERCENTAGE} |
SEST18 |
Step-Up/Step-Down Coupon Date |
{DATEFORMAT} |
SEST19 |
Business Day Convention |
{LIST} |
SEST20 |
Current Interest Rate Index |
{LIST} |
SEST21 |
Current Interest Rate Index Tenor |
{LIST} |
SEST22 |
Issue Date |
{DATEFORMAT} |
SEST23 |
Disbursement Date |
{DATEFORMAT} |
SEST24 |
Legal Maturity |
{DATEFORMAT} |
SEST25 |
Extension Clause |
{LIST} |
SEST26 |
Next Call Date |
{DATEFORMAT} |
SEST27 |
Clean-Up Call Threshold |
{ALPHANUM-1000} |
SEST28 |
Next Put date |
{DATEFORMAT} |
SEST29 |
Day Count Convention |
{LIST} |
SEST30 |
Settlement Convention |
{LIST} |
SEST31 |
Current Attachment Point |
{PERCENTAGE} |
SEST32 |
Original Attachment Point |
{PERCENTAGE} |
SEST33 |
Current Credit Enhancement |
{PERCENTAGE} |
SEST34 |
Original Credit Enhancement |
{PERCENTAGE} |
SEST35 |
Credit Enhancement Formula |
{ALPHANUM-1000} |
SEST36 |
Pari-Passu Tranches |
{ISIN} |
SEST37 |
Senior Tranches |
{ISIN} |
SEST38 |
Outstanding Principal Deficiency Ledger Balance |
{MONETARY} |
SEST39 |
Guarantor Legal Entity Identifier |
{LEI} |
SEST40 |
Guarantor Name |
{ALPHANUM-1000} |
SEST41 |
Guarantor ESA Subsector |
{ESA} |
SEST42 |
Protection Type |
{LIST} |
Account-level information section |
||
SESA1 |
Unique Identifier |
{ALPHANUM-28} |
SESA2 |
Original Account Identifier |
{ALPHANUM-1000} |
SESA3 |
New Account Identifier |
{ALPHANUM-1000} |
SESA4 |
Account Type |
{LIST} |
SESA5 |
Account Target Balance |
{MONETARY} |
SESA6 |
Account Actual Balance |
{MONETARY} |
SESA7 |
Amortising Account |
{Y/N} |
Counterparty-level information section |
||
SESP1 |
Unique Identifier |
{ALPHANUM-28} |
SESP2 |
Counterparty Legal Entity Identifier |
{LEI} |
SESP3 |
Counterparty Name |
{ALPHANUM-100} |
SESP4 |
Counterparty Type |
{LIST} |
SESP5 |
Counterparty Country Of Establishment |
{COUNTRYCODE_2} |
SESP6 |
Counterparty Rating Threshold |
{ALPHANUM-100000} |
SESP7 |
Counterparty Rating |
{ALPHANUM-100000} |
SESP8 |
Counterparty Rating Source Legal Entity Identifier |
{LEI} |
SESP9 |
Counterparty Rating Source Name |
{ALPHANUM-100} |
CLO Securitisation information section |
||
SESC1 |
Unique Identifier |
{ALPHANUM-28} |
SESC2 |
Non-Call Period End-Date |
{DATEFORMAT} |
SESC3 |
CLO Type |
{LIST} |
SESC4 |
Current Period |
{LIST} |
SESC5 |
Current Period Start Date |
{DATEFORMAT} |
SESC6 |
Current Period End Date |
{DATEFORMAT} |
SESC7 |
Concentration Limit |
{PERCENTAGE} |
SESC8 |
Restrictions — Legal Maturity |
{PERCENTAGE} |
SESC9 |
Restrictions — Subordinated Exposures |
{PERCENTAGE} |
SESC10 |
Restrictions — Non-Performing Exposures |
{PERCENTAGE} |
SESC11 |
Restrictions — PIK Exposures |
{PERCENTAGE} |
SESC12 |
Restrictions — Zero-Coupon Exposures |
{PERCENTAGE} |
SESC13 |
Restrictions — Equity Exposures |
{PERCENTAGE} |
SESC14 |
Restrictions — Participation Exposures |
{PERCENTAGE} |
SESC15 |
Restrictions — Discretionary Sales |
{PERCENTAGE} |
SESC16 |
Discretionary Sales |
{MONETARY} |
SESC17 |
Reinvestments |
{MONETARY} |
SESC18 |
Restrictions — Credit Enhancement |
{Y/N} |
SESC19 |
Restrictions — Quotes |
{Y/N} |
SESC20 |
Restrictions — Trades |
{Y/N} |
SESC21 |
Restrictions — Issuances |
{Y/N} |
SESC22 |
Restrictions — Redemptions |
{Y/N} |
SESC23 |
Restrictions — Refinancing |
{Y/N} |
SESC24 |
Restrictions — Note Remuneration |
{Y/N} |
SESC25 |
Restrictions — Credit Protection |
{Y/N} |
SESC26 |
Collateral Liquidation Period |
{INTEGER-9999} |
SESC27 |
Collateral Liquidation — Waiver |
{Y/N} |
CLO Manager information section |
||
SESL1 |
Unique Identifier |
{ALPHANUM-28} |
SESL2 |
CLO Manager Legal Entity Identifier |
{LEI} |
SESL3 |
Manager Name |
{ALPHANUM-1000} |
SESL4 |
Establishment Date |
{DATEFORMAT} |
SESL5 |
Registration Date |
{DATEFORMAT} |
SESL6 |
Employees |
{INTEGER-9999} |
SESL7 |
Employees — CLOs |
{INTEGER-9999} |
SESL8 |
Employees — Workout |
{INTEGER-9999} |
SESL9 |
AUM |
{MONETARY} |
SESL10 |
AUM — Leveraged Loans |
{MONETARY} |
SESL11 |
AUM — CLOs |
{MONETARY} |
SESL12 |
AUM — EU |
{MONETARY} |
SESL13 |
AUM — EU CLOs |
{MONETARY} |
SESL14 |
Number EU CLOs |
{INTEGER-9999} |
SESL15 |
Capital |
{MONETARY} |
SESL16 |
Capital — Risk Retention |
{MONETARY} |
SESL17 |
Settlement Time |
{INTEGER-9999} |
SESL18 |
Pricing Frequency |
{INTEGER-9999} |
SESL19 |
Default Rate - 1 year |
{PERCENTAGE} |
SESL20 |
Default Rate - 5 years |
{PERCENTAGE} |
SESL21 |
Default Rate - 10 years |
{PERCENTAGE} |
Synthetic coverage information section |
||
SESV1 |
Unique Identifier |
{ALPHANUM-28} |
SESV2 |
Protection Instrument Identifier |
{ALPHANUM-1000} |
SESV3 |
Protection Type |
{LIST} |
SESV4 |
Protection Instrument International Securities Identification Number |
{ISIN} |
SESV5 |
Protection Provider Name |
{ALPHANUM-100} |
SESV6 |
Protection Provider Legal Entity Identifier |
{LEI} |
SESV7 |
Public Entity With Zero Risk Weight |
{Y/N} |
SESV8 |
Governing Law |
{COUNTRYCODE_2} |
SESV9 |
ISDA Master Agreement |
{LIST} |
SESV10 |
Default And Termination Events |
{LIST} |
SESV11 |
Synthetic Securitisation Type |
{Y/N} |
SESV12 |
Protection Currency |
{CURRENCYCODE_3} |
SESV13 |
Current Protection Notional |
{MONETARY} |
SESV14 |
Maximum Protection Notional |
{MONETARY} |
SESV15 |
Protection Attachment Point |
{PERCENTAGE} |
SESV16 |
Protection Detachment Point |
{PERCENTAGE} |
SESV17 |
International Securities Identification Number Of Notes Covered |
{ISIN} |
SESV18 |
Protection Coverage |
{LIST} |
SESV19 |
Protection Termination Date |
{DATEFORMAT} |
SESV20 |
Materiality Thresholds |
{Y/N} |
SESV21 |
Payment Release Conditions |
{LIST} |
SESV22 |
Adjustment Payments Possible |
{Y/N} |
SESV23 |
Length Of Workout Period |
{INTEGER-9999} |
SESV24 |
Obligation To Repay |
{Y/N} |
SESV25 |
Collateral Substitutable |
{Y/N} |
SESV26 |
Collateral Coverage Requirements |
{PERCENTAGE} |
SESV27 |
Collateral Initial Margin |
{MONETARY} |
SESV28 |
Collateral Delivery Deadline |
{INTEGER-9999} |
SESV29 |
Settlement |
{LIST} |
SESV30 |
Maximum Maturity Date Permitted |
{DATEFORMAT} |
SESV31 |
Current Index For Payments To Protection Buyer |
{LIST} |
SESV32 |
Current Index For Payments To Protection Buyer Tenor |
{LIST} |
SESV33 |
Payment Reset Frequency — To Protection Buyer |
{LIST} |
SESV34 |
Current Interest Rate Margin For Payments To Protection Buyer |
{PERCENTAGE} |
SESV35 |
Current Interest Rate For Payments To Protection Buyer |
{PERCENTAGE} |
SESV36 |
Current Index For Payments To Protection Seller |
{LIST} |
SESV37 |
Current Index For Payments To Protection Seller Tenor |
{LIST} |
SESV38 |
Payment Reset Frequency — To Protection Seller |
{LIST} |
SESV39 |
Current Interest Rate Margin For Payments To Protection Seller |
{PERCENTAGE} |
SESV40 |
Current Interest Rate For Payments To Protection Seller |
{PERCENTAGE} |
SESV41 |
Excess Spread Support |
{Y/N} |
SESV42 |
Excess Spread Definition |
{Y/N} |
SESV43 |
Current Protection Status |
{LIST} |
SESV44 |
Bankruptcy Is Credit Event |
{Y/N} |
SESV45 |
Failure To Pay Is Credit Event |
{Y/N} |
SESV46 |
Restructuring Is Credit Event |
{Y/N} |
SESV47 |
Credit Event |
{Y/N} |
SESV48 |
Cumulative Payments To Protection Buyer |
{MONETARY} |
SESV49 |
Cumulative Adjustment Payments To Protection Buyer |
{MONETARY} |
SESV50 |
Cumulative Payments To Protection Seller |
{MONETARY} |
SESV51 |
Cumulative Adjustment Payments To Protection Seller |
{MONETARY} |
SESV52 |
Synthetic Excess Spread Ledger Amount |
{MONETARY} |
Issuer collateral information section |
||
SESI1 |
Unique Identifier |
{ALPHANUM-28} |
SESI2 |
Protection Instrument Identifier |
{ALPHANUM-1000} |
SESI3 |
Original Collateral Instrument Identifier |
{ALPHANUM-1000} |
SESI4 |
New Collateral Identifier |
{ALPHANUM-1000} |
SESI5 |
Collateral Instrument International Securities Identification Number |
{ISIN} |
SESI6 |
Collateral Instrument Type |
{LIST} |
SESI7 |
Collateral Issuer ESA Subsector |
{ESA} |
SESI8 |
Collateral Issuer Legal Entity Identifier |
{LEI} |
SESI9 |
Collateral Issuer Affiliated With Originator? |
{Y/N} |
SESI10 |
Current Outstanding Balance |
{MONETARY} |
SESI11 |
Instrument Currency |
{CURRENCYCODE_3} |
SESI12 |
Maturity Date |
{DATEFORMAT} |
SESI13 |
Haircut |
{PERCENTAGE} |
SESI14 |
Current Interest Rate Index |
{LIST} |
SESI15 |
Current Interest Rate Index Tenor |
{LIST} |
SESI16 |
Current Interest Rate on Cash Deposits |
{PERCENTAGE} |
SESI17 |
Repo Counterparty Name |
{ALPHANUM-100} |
SESI18 |
Repo Counterparty Legal Entity Identifier |
{LEI} |
SESI19 |
Repo Maturity Date |
{DATEFORMAT} |
Any other information section |
||
SESO1 |
Unique Identifier |
{ALPHANUM-28} |
SESO2 |
Any Other Information Line Number |
{INTEGER-9999} |
SESO3 |
Any Other Information |
{ALPHANUM-1000} |
ANNEX XV
Inside information or significant event template — Asset backed commercial paper securitisation
FIELD CODE |
FIELD NAME |
FORMAT |
Programme information section |
||
SEAS1 |
Unique Identifier — ABCP Programme |
{ALPHANUM-28} |
SEAS2 |
Data Cut-Off Date |
{DATEFORMAT} |
SEAS3 |
No Longer STS |
{Y/N} |
SEAS4 |
Remedial Actions |
{Y/N} |
SEAS5 |
Administrative Actions |
{Y/N} |
SEAS6 |
Material Amendment to Transaction Documents |
{ALPHANUM-100000} |
SEAS7 |
Governing Law |
{COUNTRYCODE_2} |
SEAS8 |
Length Of The Liquidity Facility |
{INTEGER-9999} |
SEAS9 |
Liquidity Facility Coverage |
{PERCENTAGE} |
SEAS10 |
Liquidity Facility Coverage Interval |
{INTEGER-9999} |
SEAS11 |
Liquidity Facility Maturity Date |
{DATEFORMAT} |
SEAS12 |
Drawings Under Liquidity Facility |
{Y/N} |
SEAS13 |
Total Issuance |
{MONETARY} |
SEAS14 |
Maximum Issuance |
{MONETARY} |
Transaction information section |
||
SEAR1 |
Unique Identifier — ABCP Programme |
{ALPHANUM-28} |
SEAR2 |
Unique Identifier — ABCP Transaction |
{ALPHANUM-36} |
SEAR3 |
Number Of Programmes Funding The Transaction |
{INTEGER-9999} |
SEAR4 |
No Longer STS |
{Y/N} |
SEAR5 |
Originator A Client Of The Programme Sponsor |
{Y/N} |
SEAR6 |
Security Interest Granted |
{Y/N} |
SEAR7 |
Revenue |
{MONETARY} |
SEAR8 |
Operating Expenses |
{MONETARY} |
SEAR9 |
Current Assets |
{MONETARY} |
SEAR10 |
Cash |
{MONETARY} |
SEAR11 |
Marketable Securities |
{MONETARY} |
SEAR12 |
Accounts Receivable |
{MONETARY} |
SEAR13 |
Current Liabilities |
{MONETARY} |
SEAR14 |
Total Debt |
{MONETARY} |
SEAR15 |
Total Equity |
{MONETARY} |
SEAR16 |
Financial Statement Currency |
{CURRENCYCODE_3} |
SEAR17 |
Sponsor Supports Transaction |
{LIST} |
SEAR18 |
Sponsor Support Type |
{Y/N} |
SEAR19 |
Length Of The Liquidity Facility |
{INTEGER-9999} |
SEAR20 |
Liquidity Facility Drawn Amount |
{MONETARY} |
SEAR21 |
Liquidity Facility Coverage |
{PERCENTAGE} |
SEAR22 |
Liquidity Facility Coverage Interval |
{INTEGER-9999} |
SEAR23 |
Liquidity Facility Type |
{LIST} |
SEAR24 |
Liquidity Facility Repurchase Agreement Maturity Date |
{DATEFORMAT} |
SEAR25 |
Liquidity Facility Currency |
{CURRENCYCODE_3} |
SEAR26 |
Liquidity Facility Maturity Date |
{DATEFORMAT} |
SEAR27 |
Liquidity Facility Provider Name |
{ALPHANUM-100} |
SEAR28 |
Liquidity Facility Provider Legal Entity Identifier |
{LEI} |
SEAR29 |
Overcollateralisation/Subordinated Interest |
{PERCENTAGE} |
SEAR30 |
Transaction Excess Spread |
{MONETARY} |
SEAR31 |
Letter Of Credit Provider Name |
{ALPHANUM-100} |
SEAR32 |
Letter Of Credit Provider Legal Entity Identifier |
{LEI} |
SEAR33 |
Letter Of Credit Currency |
{CURRENCYCODE_3} |
SEAR34 |
Maximum Letter Of Credit Protection |
{PERCENTAGE} |
SEAR35 |
Guarantor Name |
{ALPHANUM-100} |
SEAR36 |
Guarantor Legal Entity Identifier |
{LEI} |
SEAR37 |
Maximum Guarantee Coverage |
{MONETARY} |
SEAR38 |
Guarantee Currency |
{CURRENCYCODE_3} |
SEAR39 |
Guarantee Maturity Date |
{DATEFORMAT} |
SEAR40 |
Receivables Transfer Type |
{LIST} |
SEAR41 |
Repurchase Agreement Maturity Date |
{DATEFORMAT} |
SEAR42 |
Purchased Amount |
{MONETARY} |
SEAR43 |
Maximum Funding Limit |
{MONETARY} |
SEAR44 |
Interest Rate Swap Benchmark |
{LIST} |
SEAR45 |
Interest Rate Swap Maturity Date |
{DATEFORMAT} |
SEAR46 |
Interest Rate Swap Notional |
{MONETARY} |
SEAR47 |
Currency Swap Payer Currency |
{CURRENCYCODE_3} |
SEAR48 |
Currency Swap Receiver Currency |
{CURRENCYCODE_3} |
SEAR49 |
Exchange Rate For Currency Swap |
{PERCENTAGE} |
SEAR50 |
Currency Swap Maturity Date |
{DATEFORMAT} |
SEAR51 |
Currency Swap Notional |
{MONETARY} |
Tranche/bond-level information section |
||
SEAT1 |
Unique Identifier — ABCP Programme |
{ALPHANUM-28} |
SEAT2 |
Original Bond Identifier |
{ALPHANUM-1000} |
SEAT3 |
New Bond Identifier |
{ALPHANUM-1000} |
SEAT4 |
International Securities Identification Number |
{ISIN} |
SEAT5 |
Tranche/Bond Type |
{LIST} |
SEAT6 |
Issue Date |
{DATEFORMAT} |
SEAT7 |
Legal Maturity |
{DATEFORMAT} |
SEAT8 |
Currency |
{CURRENCYCODE_3} |
SEAT9 |
Current Principal Balance |
{MONETARY} |
SEAT10 |
Current Coupon |
{PERCENTAGE} |
SEAT11 |
Current Interest Rate Index |
{LIST} |
SEAT12 |
Current Interest Rate Index Tenor |
{LIST} |
SEAT13 |
Interest Payment Frequency |
{LIST} |
SEAT14 |
Current Credit Enhancement |
{PERCENTAGE} |
SEAT15 |
Credit Enhancement Formula |
{ALPHANUM-1000} |
Account-level information section |
||
SEAA1 |
Unique Identifier — ABCP Transaction |
{ALPHANUM-36} |
SEAA2 |
Original Account Identifier |
{ALPHANUM-1000} |
SEAA3 |
New Account Identifier |
{ALPHANUM-1000} |
SEAA4 |
Account Type |
{LIST} |
SEAA5 |
Account Target Balance |
{MONETARY} |
SEAA6 |
Account Actual Balance |
{MONETARY} |
SEAA7 |
Amortising Account |
{Y/N} |
Counterparty-level information section |
||
SEAP1 |
Unique Identifier — ABCP Transaction |
{ALPHANUM-36} |
SEAP2 |
Counterparty Legal Entity Identifier |
{LEI} |
SEAP3 |
Counterparty Name |
{ALPHANUM-100} |
SEAP4 |
Counterparty Type |
{LIST} |
SEAP5 |
Counterparty Country Of Establishment |
{COUNTRYCODE_2} |
SEAP6 |
Counterparty Rating Threshold |
{ALPHANUM-100000} |
SEAP7 |
Counterparty Rating |
{ALPHANUM-100000} |
SEAP8 |
Counterparty Rating Source Legal Entity Identifier |
{LEI} |
SEAP9 |
Counterparty Rating Source Name |
{ALPHANUM-100} |
Any other information section |
||
SEAO1 |
Unique Identifier |
{ALPHANUM-28} |
SEAO2 |
Any Other Information Line Number |
{INTEGER-9999} |
SEAO3 |
Any Other Information |
{ALPHANUM-1000} |