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-1000} |
|
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) is a 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 |
Subject to severe clawback |
|
{ALPHANUM-10000} |
|
STSAT22 |
Exemption for clawback provisions in national insolvency laws |
|
{ALPHANUM-10000} |
|
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} |