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
Underlying exposures templates
1. The information referred to in paragraphs 1 and 2 of Article 2 of Commission Delegated Regulation (EU) 2020/1224 ( 6 ) shall be made available using the following templates:
(a)
the template set out in Annex II to this Regulation for loans to private households secured by residential real estate, regardless of the purpose of those loans;
(b)
the template set out in Annex III to this Regulation for loans for the purposes of acquiring commercial real estate or secured by commercial real estate;
(c)
the template set out in Annex IV to this Regulation for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises;
(d)
the template set out in Annex V to this Regulation for automobile underlying exposures, including loans and leases to legal or natural persons that are backed by automobiles;
(e)
the template set out in Annex VI to this Regulation for consumer underlying exposures;
(f)
the template set out in Annex VII to this Regulation for credit card underlying exposures;
(g)
the template set out in Annex VIII to this Regulation for leasing underlying exposures;
(h)
the template set out in Annex IX to this Regulation for underlying exposures that do not fall within any of the categories set out in points (a) to (g).
2. The information referred to in Article 2(3) of Delegated Regulation (EU) 2020/1224 shall be made available using the following templates:
(a)
the templates set out in paragraph 1 of this Article, as relevant to the underlying exposure type;
(b)
the template set out in Annex X for non-performing exposure securitisations as referred to in the second subparagraph of Article 2(3) of Delegated Regulation (EU) 2020/1224.
3. The information referred to in Article 2(4) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XI.
Investor report templates
1. The information referred to in Article 3(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XII.
2. The information referred to in Article 3(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIII.
SECTION 2 — TEMPLATES FOR SECURITISATIONS FOR WHICH A PROSPECTUS HAS TO BE DRAWN UP (PUBLIC SECURITISATIONS)
Inside information templates
1. The information referred to in Article 6(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.
2. The information referred to in Article 6(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.
Significant event templates
1. The information referred to in Article 7(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.
2. The information referred to in Article 7(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.
SECTION 3 — COMMON PROVISIONS
Format of information
1. The format of the information provided in the templates set out in Annexes I to XV shall conform to the corresponding format set out in Table 1 of Annex I
2. The information shall be made available in an electronic and machine-readable form via common XML templates.
Entry into force
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union .
Supplementary provisions
Field formats
ANNEX ISupplementary provisions
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
( 1 ) 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 ).
( 2 ) 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).
Underlying exposures template — Residential real estate (RRE)
ANNEX IISupplementary provisions
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}
Underlying exposures template — Commercial real estate (CRE)
ANNEX IIISupplementary provisions
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}
Underlying exposures template — Corporate
ANNEX IVSupplementary provisions
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}
Underlying exposures template — Automobile
ANNEX VSupplementary provisions
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}
Underlying exposures template — Consumer
ANNEX VISupplementary provisions
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}
Underlying exposures template — Credit card
ANNEX VIISupplementary provisions
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}
Underlying exposures template — Leasing
ANNEX VIIISupplementary provisions
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}
Underlying exposures template — Esoteric
ANNEX IXSupplementary provisions
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}
Underlying exposures template — Asset-backed commercial paper
ANNEX XISupplementary provisions
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}
Investor report template — Non-asset backed commercial paper securitisation
ANNEX XIISupplementary provisions
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}
Investor report template — Asset backed commercial paper securitisation
ANNEX XIIISupplementary provisions
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}
Inside information or significant event template — Non-asset backed commercial paper securitisation
ANNEX XIVSupplementary provisions
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}
Inside information or significant event template — Asset backed commercial paper securitisation
ANNEX XVSupplementary provisions
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}
Source: EUR-Lex (Publications Office of the EU), © European Union, reuse permitted under Commission Decision 2011/833/EU.
