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

FIELD CODE

FIELD NAME

BOX TO COMPLETE

FIELD FORMAT

STSS0

First contact point

{ALPHANUM-1000}

STSS1

Instrument identification code

{ISIN}

STSS2

LEI of the originator or sponsor or original lender

{LEI}

STSS3

Notification identifier

{ALPHANUM-100}

STSS4

Unique identifier

{ALPHANUM-1000}

STSS5

Prospectus Identifier

{ALPHANUM-100}

STSS6

Securitisation repository

{ALPHANUM-1000}

STSS7

Securitisation Name

{ALPHANUM-100}

STSS8

Country of establishment

{COUNTRYCODE_2}

STSS9

Securitisation classification

{LIST}

STSS10

Underlying Exposures Type

{LIST}

STSS11

Issue date

{DATEFORMAT}

STSS12

Notification Date

{DATEFORMAT}

STSS13

Authorised third party

{ALPHANUM-100}

STSS14

Authorised third party (name and country of establishment)

{ALPHANUM-1000}

{COUNTRYCODE_2}

STSS15

Competent authority which has authorised the third party

{ALPHANUM-100}

STSS16

STS status

{ALPHANUM-1000}

STSS17

Originator (or original lender) is a credit institution

{Y/N}

STSS18

Confirmation of credit-granting criteria

{ALPHANUM-1000}

STSS19

Declaration that credit-granting criteria are subject to supervision

{ALPHANUM-1000}

STSS20

Underlying exposures acquired by true sale

{ALPHANUM-10000}

STSS21

Subject to severe clawback

{ALPHANUM-10000}

STSS22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-10000}

STSS23

Transfer where the seller is not the original lender

{ALPHANUM-1000}

STSS24

Transfer performed by means of an assignment and perfected at a later stage

{ALPHANUM-10000}

STSS25

Representations and warranties

{ALPHANUM-10000}

STSS26

Criteria for active Portfolio Management

{ALPHANUM-10000}

STSS27

Homogeneity of assets

{ALPHANUM}

STSS28

Underlying Exposure Obligations/no re-securitisation

{ALPHANUM-1000}

STSS29

Soundness of the underwriting standard

{ALPHANUM}

STSS30

Originator/Lender Expertise

{ALPHANUM}

STSS31

Defaulted Assets

{ALPHANUM}

STSS32

At least one payment at the time of transfer

{ALPHANUM-1000}

STSS33

Repayment of the holders/sale of assets.

{ALPHANUM}

STSS34

Compliance with the risk retention requirements

{LIST}

STSS35

Mitigation of Interest rates (IR) and currency risks (FX) Risks

{ALPHANUM-10000}

STSS36

Derivatives Purchased/Sold by SSPE

{ALPHANUM-10000}

STSS37

Derivatives using common standards

{ALPHANUM-10000}

STSS38

Referenced interest payments based on generally used interest rates

{ALPHANUM-10000}

STSS39

No trapping of cash following enforcement or acceleration notice

{ALPHANUM-10000}

STSS40

No amount of cash shall be trapped

{ALPHANUM-1000}

STSS41

Principal receipts shall be passed to investors

{ALPHANUM-1000}

STSS42

Repayment shall not be reversed with regard to their seniority

{ALPHANUM-1000}

STSS43

No provisions shall require automatic liquidation of the underlying exposures at market value

{ALPHANUM-1000}

STSS44

Securitisations featuring non-sequential priority of payments

{ALPHANUM-1000}

STSS45

Revolving securitisation with early amortisation events for termination of revolving period based on prescribed triggers

{ALPHANUM-10000}

STSS46

Deterioration in the credit quality of the underlying exposures

{ALPHANUM-10000}

STSS47

Occurrence of an insolvency-related event of the originator or servicer

{ALPHANUM-10000}

STSS48

Value of the underlying exposures held by the SSPE falls below a pre-determined threshold

{ALPHANUM-10000}

STSS49

Failure to generate sufficient new underlying exposures meeting pre-determined credit quality (trigger for termination of the revolving period)

{ALPHANUM-10000}

STSS50

Information regarding contractual obligations of the servicer, trustee and other ancillary service providers

{ALPHANUM-1000}

STSS51

Servicing Continuity Provisions

{ALPHANUM-1000}

STSS52

Derivative Counterparties Continuity Provisions

{ALPHANUM-1000}

STSS53

Liquidity providers and account bank continuity provisions

{ALPHANUM-1000}

STSS54

Required expertise from the servicer & policies & adequate procedures & risk management controls in place

{ALPHANUM}

STSS55

Clear & consistent definitions (problem loans)

{ALPHANUM-1000}

STSS56

Priorities of payment and triggers events

{ALPHANUM-1000}

STSS57

Timely resolution of conflicts between classes of investors and responsibilities of trustees

{ALPHANUM-1000}

STSS58

Historical Default and Loss Performance Data

{ALPHANUM-1000}

STSS59

Sample of the underlying exposures subject to external verifications

{ALPHANUM-1000}

STSS60

Availability of a liability cash flow model to potential investors

{ALPHANUM-1000}

STSS61

Environmental performance/residential loans or car loans or leases

{ALPHANUM-10000}

STSS62

Originator and sponsor responsible for compliance with Article 7 of Regulation (EU) 2017/2402

{ALPHANUM-1000}