ANNEX IU.K.Field formats
a Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains (OJ L 393, 30.12.2006, p. 1). | ||
b Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal). | ||
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 Councila. 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) 2020/1224b. 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 IIU.K.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 IIIU.K.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 IVU.K.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 VU.K.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 VIU.K.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 VIIU.K.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 VIIIU.K.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 IXU.K.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 XU.K.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 XIU.K.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 XIIU.K.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 XIIIU.K.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 XIVU.K.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 XVU.K.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} |