General information
| a Where appropriate, include a reference to the relevant sections of the underlying documentation where the information is available. | ||||
| Field number | Article of Regulation (EU) 2017/2402 | FIELD NAME | CONTENT TO BE REPORTEDa | ADDITIONAL INFORMATION |
|---|---|---|---|---|
| STSAT0 | Article 27(1) | First contact point | Legal Entity Identifier (LEI) of the entity designated as the first contact point and name of the relevant competent authority. | Item 3.2 of Annex 19 of Commission Delegated Regulation (EU) 2019/980. |
| STSAT1 | N/A | Instrument identification code | Where available, the international security identification code (ISIN) or codes. Where no ISIN, then any other unique securities code, assigned to the ABCP securitisation. | Where available under Item 3.1 of Annex 19 of Commission Delegated Regulation (EU) 2019/980 |
| STSAT2 | N/A | Legal Entity Identifier (LEI) | Where available, the LEI of the originator (s) and/or sponsor(s). | Item 4.2 of Annex 9 of Commission Delegated Regulation (EU) 2019/980 |
| STSAT3 | N/A | Notification identifier | Where reporting an update, the unique reference number assigned by ESMA to the previously notified STS notification. | N/A |
| STSAT4 | N/A | Unique identifier | The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) 2020/1224. | N/A |
| STSAT5 | N/A | Prospectus identifier | Where available, the prospectus identifier as provided by the relevant competent authority. | N/A |
| STSAT6 | N/A | Securitisation Repository | Where available, the name of the registered securitisation repository. | N/A |
| STSAT7 | N/A | Securitisation name | Where available, the securitisation name or in the absence thereof, the code name and used name. | Section 4 of Annex 9 Commission Delegated Regulation (EU) 2019/980. |
| STSAT8 | Article 18 and 27(3) | Country of establishment | Where available, the country of establishment of the originator (s), sponsor(s) and SSPE(s). | N/A |
| STSAT9 | N/A | Securitisation classification | The type of securitisation:
| N/A |
| STSAT10 | N/A | Underlying exposures classification | The type of underlying exposures including: 1. residential loans that are either secured by one or more mortgages on residential immovable property or that are fully guaranteed by an eligible protection provider among those referred to in Article 201(1) of Regulation (EU) No 575/2013 and qualifying for the credit quality step 2 or above as set out in Part Three, Title II, Chapter 2 of that Regulation;; 2. commercial loans that are secured by one or more mortgages on commercial immovable property, including offices or other commercial premises;; 3. credit facilities provided to individuals for personal, family or household consumption purposes; 4. credit facilities, including loans and leases, provided to any type of enterprise or corporation; 5. auto loans/leases; 6. credit card receivables; 7. trade receivables; 8. other underlying exposures that are considered by the originator or sponsor to constitute a distinct asset type on the basis of internal methodologies and parameters.. | N/A |
| STSAT11 | N/A | Issue date | Where a prospectus is drawn up in compliance with Regulation (EU) 2017/1129, the date on which the prospectus was approved. If not, the issuance date of the ABCP securitisation. | N/A |
| STSAT12 | N/A | Notification date | The date of notification to ESMA. | N/A |
| STSAT13 | Article 27(2) | Authorised Third party | If an authorised third-party has provided STS verification services in accordance with Article 27(2) of Regulation (EU) 2017/2402, a statement that compliance with the STS criteria was confirmed by that authorised third party firm. | N/A |
| STSAT14 | Article 27(2) | Authorised Third party | If an authorised third-party has provided STS verification services in accordance with Article 27(2) of the Regulation (EU) 2017/2402, the third party’s name and its country of establishment. | N/A |
| STSAT15 | Article 27(2) | Authorised Third party | If an authorised third-party has provided STS verification services in accordance with Article 27(2) of the Securitisation Regulation, the name of the competent authority that has authorised it. | N/A |
| STSAT16 | Article 27(5) | STS status | Whether the originator and/or sponsor has notified that the ABCP securitisation is no longer to be considered as STS and the reasons for such notification. | N/A |
| STSAT17 | Article 27(3) | Originator (or original lender) not a credit institution | A ‘Yes’ or ‘No’ statement as to whether the originator or original lender is a credit institution or investment firm established in the Union. | N/A |
| STSAT18 | Article 27(3) | Confirmation of credit-granting criteria | Where the answer to field STSS17 is ‘No’, confirmation that the originator’s or original lender’s credit-granting criteria, processes and systems in place are executed in accordance with Article 9 of Regulation (EU) 2017/2402. | N/A |
| STSAT19 | Article 27(3) | Confirmation that the credit granting is subject to supervision | Where the answer to field STSS17 is ‘No’, confirmation that the credit-granting as referred to in Article 27(3)(a) of Regulation (EU) 2017/2402 is subject to supervision. | N/A |