Commission Delegated Regulation (EU) 2020/1226Show full title

General information

a Where appropriate, include a reference to the relevant sections of the underlying documentation where the information is available.
b Commission Delegated Regulation (EU) 2019/980 of 14 March 2019 supplementing Regulation (EU) 2017/1129 of the European Parliament and of the Council as regards the format, content, scrutiny and approval of the prospectus to be published when securities are offered to the public or admitted to trading on a regulated market, and repealing Commission Regulation (EC) No 809/2004 (OJ L 166, 21.6.2019, p. 26).
c 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 (OJ L 289, 3.9.2020, p.1).
d Regulation (EU) 2017/1129 of the European Parliament and of the Council of 14 June 2017 on the prospectus to be published when securities are offered to the public or admitted to trading on a regulated market, and repealing Directive 2003/71/EC (OJ L 168, 30.6.2017, p. 12).
Field number	Article of Regulation (EU) 2017/2402	FIELD NAME	CONTENT TO BE REPORTEDa	ADDITIONAL INFORMATION
STSS0	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.b
STSS1	N/A	Instrument identification code	Where available, the international security identification code (ISIN) or codes. If no ISIN is available, then any other unique securities code assigned to this securitisation.	Where available under Item 3.1 of Annex 19 of Commission Delegated Regulation (EU) 2019/980.
STSS2	N/A	Legal Entity Identifier (LEI)	The LEI of the originator(s) and sponsor(s) and, where available, original lender(s).	Item 4.2 of Annex 9 of Commission Delegated Regulation (EU) 2019/980
STSS3	N/A	Notification identifier	Where reporting an update, the unique reference number assigned by ESMA to the previously notified STS notification.	N/A
STSS4	N/A	Unique identifier	The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224c	N/A
STSS5	N/A	Prospectus identifier	Where available, the prospectus identifier as provided by the relevant competent authority.	N/A
STSS6	N/A	Securitisation Repository	Where available, the name of the registered securitisation repository.	N/A
STSS7	N/A	Securitisation name	The securitisation name.	Section 4 of Annex 9 of Commission Delegated Regulation (EU) 2019/980
STSS8	Article 18 and 27(3)	Country of establishment	Where available, the country of establishment of the originator(s), sponsor(s), SSPE(s) and original lender(s).	N/A
STSS9	N/A	Securitisation classification	The type of securitisation: non-ABCP securitisation; ABCP securitisation; ABCP programme.	N/A
STSS10	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
STSS11	N/A	Issue date	Where a prospectus is drawn up in compliance with Regulation (EU) 2017/1129d, the date on which the prospectus was approved. In all other cases, the closing date of the most recent transaction.	N/A
STSS12	N/A	Notification date	The date of notification to ESMA.	N/A
STSS13	Article 27(2)	Authorised Third party	Where 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
STSS14	Article 27(2)	Authorised Third party	Where an authorised third-party has provided STS verification services in accordance with Article 27(2) of Regulation (EU) 2017/2402, the name of the third party’s name and the country of establishment.	N/A
STSS15	Article 27(2)	Authorised Third party	Where an authorised third-party has provided STS verification services in accordance with Article 27(2) of Regulation (EU) 2017/2402, the name of the competent authority that has authorised it.	N/A
STSS16	Article 27(5)	STS status	A reasoned notification by the originator and sponsor that the securitisation is no longer to be considered as STS.	N/A
STSS17	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
STSS18	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
STSS19	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