ANNEX IISupplementary provisions
ANNEX II Field formats to be applied to the STS notification form SYMBOL DATA TYPE DEFINITION {ALPHANUM-n} Up to n alphanumeric characters Free text field. Should be entered in ASCII format (no accented characters). {COUNTRYCODE_2} 2 alphanumeric characters 2 letter country code, as defined by ISO 3166-1 alpha-2 country code. Should be entered in ASCII format (no accented characters). {CURRENCYCODE_3} 3 alphanumeric characters 3 letter currency code, as defined by ISO 4217 currency codes. Should be entered in ASCII format (no accented characters). {DATEFORMAT} ISO 8601 date format Dates shall be formatted by the following format: YYYY-MM-DD {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 defined in ISO 17442 STS notification form for ABCP securitisations FIELD CODE FIELD NAME BOX TO COMPLETE FIELD FORMAT STSAT0 First contact point {ALPHANUM-1000} STSAT1 Instrument identification code {ISIN} STSAT2 LEI of the originator or sponsor or original lender {LEI} STSAT3 Notification identifier {ALPHANUM-100} STSAT4 Unique Identifier {ALPHANUM-100} STSAT5 Prospectus Identifier {ALPHANUM-100} STSAT6 Securitisation repository {ALPHANUM-1000} STSAT7 Securitisation Name {ALPHANUM-100} STSAT8 Place of establishment {ALPHANUM-1000} STSAT9 Securitisation Type {LIST} STSAT10 Underlying Exposures Type {LIST} STSAT11 Issue date {DATEFORMAT} STSAT12 Notification Date {DATEFORMAT} STSAT13 Authorised third party {ALPHANUM-100} STSAT14 Authorised third party (name and country of establishment) {ALPHANUM-1000} {COUNTRYCODE_2} STSAT15 Competent authority which has authorised the third party {ALPHANUM-100} STSAT16 STS status {ALPHANUM-1000} STSAT17 Originator (or original lender) not a EU credit institution {Y/N} STSAT18 Confirmation of credit-granting criteria {ALPHANUM-1000} STSAT19 Declaration that credit-granting criteria are subject to supervision {ALPHANUM-1000} STSAT20 Underlying exposures acquired by true sale {ALPHANUM-10000} STSAT21 No severe clawback {ALPHANUM-10000} STSAT22 Exemption for clawback provisions in national insolvency laws {ALPHANUM-1000} STSAT23 Transfer where the seller is not the original lender {ALPHANUM-1000} STSAT24 Transfer performed by means of an assignment and perfected at a later stage {ALPHANUM-10000} STSAT25 Representations and warranties {ALPHANUM-10000} STSAT26 Criteria for active Portfolio Management {ALPHANUM-10000} STSAT27 No re-securitisation {ALPHANUM-1000} STSAT28 Transferred underlying exposures without defaulted exposures {ALPHANUM} STSAT29 At least one payment made at the time of transfer {ALPHANUM-1000} STSAT30 Repayment of the holders/sale of assets. {ALPHANUM} STSAT31 Mitigation of Interest rates (IR) and currency risks (FX) Risks {ALPHANUM-10000} STSAT32 Derivatives Purchased/Sold by SSPE {ALPHANUM-10000} STSAT33 Derivatives in Underlying Exposures {ALPHANUM-10000} STSAT34 Derivatives using common standards {ALPHANUM-10000} STSAT35 Clear and consistent definitions relating to the treatment of problem loans {ALPHANUM-1000} STSAT36 Priority of Payments and triggers events {ALPHANUM-1000} STSAT37 Historical Default and Loss Performance Data {ALPHANUM-1000} STSAT38 Homogeneity of assets {ALPHANUM} STSAT39 Underlying Exposure Obligations {ALPHANUM-1000} STSAT40 Underlying Exposure Obligations {ALPHANUM-1000} STSAT41 Referenced interest payments based on generally used interest rates {ALPHANUM-10000} STSAT42 No trapping of cash flow following enforcement or acceleration notice {ALPHANUM-10000} STSAT43 No trapping of cash/enforcement or acceleration {ALPHANUM-1000} STSAT44 Principal receipts shall be passed to investors {ALPHANUM-1000} STSAT45 No provisions shall require automatic liquidation of the underlying exposures at market value {ALPHANUM-1000} STSAT46 Soundness of the underwriting standards {ALPHANUM} STSAT47 Seller Expertise {ALPHANUM} STSAT48 Revolving ABCP transaction/credit quality trigger. {ALPHANUM} STSAT49 Securitisation Participant Duties {ALPHANUM-1000} STSAT50 Servicing Continuity Provisions {ALPHANUM-1000} STSAT51 Derivative counterparty and account bank continuity provisions {ALPHANUM-1000} STSAT52 Sponsor Robustness {ALPHANUM-1000}