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}

▼M1

STSS4

Unique identifier

{ALPHANUM-1000}

▼B

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}

▼M1

STSS17

Originator (or original lender) is a credit institution

{Y/N}

▼B

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}

▼M1

STSS21

Subject to severe clawback

{ALPHANUM-10000}

STSS22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-10000}

▼B

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}

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

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}

▼M1

STSAT4

Unique identifier

{ALPHANUM-1000}

▼B

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}

▼M1

STSAT17

Originator (or original lender) is a credit institution

{Y/N}

▼B

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}

▼M1

STSAT21

Subject to severe clawback

{ALPHANUM-10000}

STSAT22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-10000}

▼B

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}

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

STSAP0

First contact point

{ALPHANUM-1000}

STSAP1

Instrument identification code

{ISIN}

STSAP2

LEI of the sponsor

{LEI}

STSAP3

Notification identifier

{ALPHANUM-100}

▼M1

STSAP4

Unique identifier

{ALPHANUM-1000}

▼B

STSAP5

Prospectus Identifier

{ALPHANUM-100}

STSAP6

Securitisation repository

{ALPHANUM-1000}

STSAP7

ABCP programme name

{ALPHANUM-100}

STSAP8

Country of establishment

{ALPHANUM-1000}

STSAP9

Instrument classification

{LIST}

STSAP10

Issue date

{DATEFORMAT}

STSAP11

Notification date

{DATEFORMAT}

STSAP12

Authorised third party

{ALPHANUM-100}

STSAP13

Authorised third party (name and country of establishment)

{ALPHANUM-1000}

{COUNTRYCODE_2}

STSAP14

Competent authority which has authorised the third party

{ALPHANUM-100}

STSAP15

STS status

{ALPHANUM-1000}

STSAP16

Sponsor to be supervised credit institution

{ALPHANUM-1000}

STSAP17

Sponsor Support as liquidity provider

{ALPHANUM-1000}

STSAP18

Demonstration to credit institution’s competent authority

{ALPHANUM-1000}

STSAP19

Compliance with sponsor’s due diligence requirements

{ALPHANUM-1000}

STSAP20

Compliance with the risk retention requirements (transaction level/programme level)

{LIST}

STSAP21

Compliance at ABCP programme level with Article 7 of Regulation (EU) 2017/2402

{ALPHANUM-1000}

STSAP22

Drawn down of liquidity where liquidity facility are not renewed

{ALPHANUM-10000}

STSAP23

Compliance of ABCP transactions within an ABCP programme with Article 24(1) to (8) and (12) to (20) of Regulation (EU) 2017/2402

{ALPHANUM-1000}

STSAP24

Maximum of 5 % of the aggregate amount of the underlying exposures being temporally non-compliant

{ALPHANUM}

STSAP25

Remaining weighted of the average life (WAL) not more than two years

{ALPHANUM-1000}

STSAP26

Fully supported ABCP Programme (Sponsor Support)

{ALPHANUM-10000}

STSAP27

No re-securitisation and no credit enhancement establishing a second layer of tranching at the ABCP programme level

{ALPHANUM-1000}

STSAP28

No call options

{ALPHANUM-1000}

STSAP29

Interest rate and currency risks at ABCP programme appropriately mitigated and documented

{ALPHANUM}

STSAP30

Requirements for ABCP programme documentation (responsibilities of the trustee to investors)

{ALPHANUM-1000}

STSAP31

Requirements for the ABCP programme documentation (contractual obligations of the sponsor)

{ALPHANUM-1000}

STSAP32

Requirements for the ABCP programme documentation (process & responsibilities in case of defaulted servicer)

{ALPHANUM-1000}

STSAP33

Requirements for the ABCP programme documentation (provisions for replacement of derivatives counterparties and the account bank)

{ALPHANUM-1000}

STSAP34

Requirements for the ABCP programme documentation (procedures to ensure collateralisation of the funding commitment)

{ALPHANUM-1000}

STSAP35

Requirements for the ABCP programme documentation (liquidity facility & maturing securities to be repaid where the sponsor does not renew the funding commitment of the liquidity facility before its expiry)

{ALPHANUM-1000}

STSAP36

Servicer Expertise

{ALPHANUM}

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

STSSY 1

First contact point

{LEI}

STSSY 2

Notification date

{DATEFORMAT}

STSSY 3

Instrument identification code

{ISIN}

STSSY 4

Legal Entity Identifier (LEI)

{LEI}

STSSY 5

Protection seller

{ALPHANUM-100}

STSSY 6

Notification identifier

{ALPHANUM-100}

STSSY 7

Unique identifier

{ALPHANUM-1000}

STSSY 8

Securitisation Repository

{ALPHANUM-100}

STSSY 9

Country of establishment

{COUNTRYCODE_2}

STSSY 10

Synthetic securitisation classification

{LIST}

STSSY 11

Synthetic securitisation with unfunded credit protection

{LIST}

STSSY 12

Credit Protection Agreement used

{LIST}

STSSY 13

Underlying exposures classification

{LIST}

STSSY 14

Issue date

{DATEFORMAT}

STSSY 15

Authorised Third party verifier – statement

{ALPHANUM-100}

STSSY 16

Authorised Third party verifier – country of establishment

{COUNTRYCODE_2}

STSSY 17

Authorised Third party verifier – competent authority

{ALPHANUM-100}

STSSY 18

STS status

{ALPHANUM-1000}

STSSY 19

The originator is a supervised entity in the Union

{ALPHANUM-1000}

STSSY 20

Originator applying the purchased third party’s exposures policies

{ALPHANUM-10000}

STSSY 21

Underlying exposures’ origination

{ALPHANUM-10000}

STSSY 22

Assets held on originator’s balance sheet at transaction closing

{ALPHANUM-1000}

STSSY 23

Group category

{ALPHANUM-1000}

STSSY 24

No further hedging of originator’s exposure

{ALPHANUM-1000}

STSSY 25

Credit protection agreement meeting Article 249 of Regulation (EU) No 575/2013

{ALPHANUM-1000}

STSSY 26

Credit protection agreement meeting other credit mitigation rules

{ALPHANUM-10000}

STSSY27

Representations and warranties – Legal title to the underlying exposures

{ALPHANUM-10000}

STSSY28

Representations and warranties – Originator keeps the credit risk of the underlying assets

{ALPHANUM-10000}

STSSY29

Representations and warranties – Exposure compliance with eligibility criteria

{ALPHANUM-10000}

STSSY30

Representations and warranties – Legal and enforceable obligation to the obligor

{ALPHANUM-10000}

STSSY31

Representations and warranties – Underwriting criteria

{ALPHANUM-10000}

STSSY32

Representations and warranties – No obligors in material breach or default

{ALPHANUM-10000}

STSSY33

Representations and warranties – No false information in transaction documentation

{ALPHANUM-10000}

STSSY34

Representations and warranties – Enforceability or collectability of the underlying exposures

{ALPHANUM-10000}

STSSY35

Eligibility criteria which do not allow for active portfolio management of the underlying exposures on a discretionary basis

{ALPHANUM-10000}

STSSY36

Exemption to the prohibition of active portfolio management

{ALPHANUM-10000}

STSSY37

Exposure added after the closing date of the transaction meeting eligibility criteria

{ALPHANUM-10000}

STSSY 38

Fully repaid exposure

{ALPHANUM-10000}

STSSY 39

Underlying exposures disposed of

{ALPHANUM-10000}

STSSY 40

Not credit driven amendment

{ALPHANUM-10000}

STSSY 41

Eligibility criteria not met

{ALPHANUM-10000}

STSSY 42

Homogeneity of assets

{ALPHANUM}

STSSY 43

Only one asset type

{ALPHANUM}

STSSY 44

Obligations that are contractually binding and enforceable

{ALPHANUM-10000}

STSSY 45

Defined periodic payment

{ALPHANUM}

STSSY 46

Proceeds from the sale of assets

{ALPHANUM}

STSSY 47

No transferable securities

{ALPHANUM}

STSSY 48

No re-securitisation

{ALPHANUM-1000}

STSSY 49

Underwriting standards disclosed to potential investors

{ALPHANUM-1000}

STSSY 50

Full recourse to an obligor

{ALPHANUM-1000}

STSSY 51

Underwriting standards – No third parties

{ALPHANUM-1000}

STSSY 52

Underwriting standards – Residential loans

{ALPHANUM-1000}

STSSY 53

Underwriting standards – Borrower assessment

{ALPHANUM-1000}

STSSY 54

Originator or original lender expertise

{ALPHANUM-1000}

STSSY 55

No exposures at default

{ALPHANUM-10000}

STSSY 56

No adverse credit history

{ALPHANUM-10000}

STSSY 57

Risk of non-payment is not higher than for non-securitisation exposures

{ALPHANUM-1000}

STSSY 58

At least one payment made at the time of inclusion of the underlying assets

{ALPHANUM-1000}

STSSY 59

Compliance with risk retention requirements

{ALPHANUM}

STSSY 60

Mitigation of interest rates and currency risks

{ALPHANUM-1000}

STSSY 61

Credit protection collateral and credit protection payment denominated in same currency

{ALPHANUM-1000}

STSSY 62

SSPE’s liabilities equal or less than the SSPE’s income

{ALPHANUM-10000}

STSSY 63

No derivatives used except for hedging interest or currency risks

{ALPHANUM-1000}

STSSY 64

Using derivatives based on common standards

{ALPHANUM-10000}

STSSY 65

Referenced interest payments based on generally used interest rates without complex formulae or derivatives

{ALPHANUM-10000}

STSSY 66

Enforcement event without prejudice for investor’s enforcement action

{ALPHANUM-10000}

STSSY 67

Enforcement of the credit protection agreement – No amount of cash shall be trapped in the SSPE

{ALPHANUM-10000}

STSSY 68

Losses allocated in order of seniority

{ALPHANUM-10000}

STSSY 69

Sequential amortisation

{ALPHANUM-10000}

STSSY 70

Non-sequential priority of payments

{ALPHANUM-10000}

STSSY 71

Performance-related triggers

{ALPHANUM}

STSSY 72

Performance-related triggers

{ALPHANUM}

STSSY 73

Performance-related triggers

{ALPHANUM}

STSSY 74

Amount of collateral equal to the amount of tranches being amortised

{ALPHANUM-10000}

STSSY 75

Credit event occurred and amount of credit protection available at any payment date.

{ALPHANUM-10000}

STSSY 76

Early amortisation provisions or triggers – Credit quality

{ALPHANUM-10000}

STSSY 77

Early amortisation provisions or triggers – Losses

{ALPHANUM-10000}

STSSY 78

Early amortisation provisions or triggers – New exposures

{ALPHANUM-10000}

STSSY 79

Contractual obligations, duties and responsibilities – Servicer

{ALPHANUM-10000}

STSSY 80

Contractual obligations, duties and responsibilities – Trustee

{ALPHANUM-10000}

STSSY 81

Contractual obligations, duties and responsibilities – Third-party verification agent

{ALPHANUM-10000}

STSSY 82

Contractual obligations, duties and responsibilities – Default or insolvency

{ALPHANUM-10000}

STSSY 83

Contractual obligations, duties and responsibilities – Servicing procedures

{ALPHANUM-10000}

STSSY 84

Servicing standards

{ALPHANUM-10000}

STSSY 85

Required expertise from the servicer

{ALPHANUM-1000}

STSSY 86

Well documented and adequate policies, procedures and risk management controls in place

{ALPHANUM-1000}

STSSY 87

Servicing procedures at least as stringent as the ones applied to similar not securitised exposures

{ALPHANUM-1000}

STSSY 88

Reference register in place

{ALPHANUM}

STSSY 89

Reference register – Content

{ALPHANUM-10000}

STSSY 90

Timely resolution of conflicts between different classes of investors

{ALPHANUM-1000}

STSSY 91

SSPE – Voting rights clearly defined

{ALPHANUM-1000}

STSSY 92

Historical Default and Loss Performance Data

{ALPHANUM-1000}

STSSY 93

Sample of the underlying exposures subject to external verification

{ALPHANUM-1000}

STSSY 94

Availability of a liability cash flow model to potential investors

{ALPHANUM-1000}

STSSY 95

Publication on environmental performance of underlying exposures consisting of residential loans or auto loans or leases

{ALPHANUM-10000}

STSSY 96

Derogation from the requirement to publish environmental performance of underlying exposures consisting of residential loans or car loans or leases

{ALPHANUM-10000}

STSSY97

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

{ALPHANUM-1000}

STSSY 98

Information on Article 7(1), point (a), of Regulation (EU) 2017/2402 available to potential investors

{ALPHANUM-1000}

STSSY 99

Information on Article 7(1), points (b), (c) and (d) of Regulation (EU) 2017/2402 available to potential investors at least in draft or initial form

{ALPHANUM-1000}

STSSY 100

Credit events and use of guarantees

{ALPHANUM-10000}

STSSY 101

Credit events and use of credit derivatives

{ALPHANUM-10000}

STSSY 102

Credit protection agreement documented

{ALPHANUM-10000}

STSSY 103

Forbearance measures do not preclude the triggering of eligible credit events

{ALPHANUM-10000}

STSSY 104

Credit protection payment based on the actual realised loss and standard recovery policies and procedures

{ALPHANUM-10000}

STSSY 105

Credit protection payment payable within a specified period of time

{ALPHANUM-10000}

STSSY 106

Interim credit protection payment at the latest six months after a credit event

{ALPHANUM-10000}

STSSY 107

Interim credit protection payment higher than the applicable expected loss amount

{ALPHANUM-10000}

STSSY 108

Terms of the interim credit protection payment

{ALPHANUM-10000}

STSSY 109

Method for calculation of interim and final credit protection payments

{ALPHANUM-10000}

STSSY 110

Credit protection payment proportional to the share of the outstanding nominal amount

{ALPHANUM-10000}

STSSY 111

Enforceability of the credit protection payment

{ALPHANUM-10000}

STSSY 112

Amount payable under the credit protection agreement by investors is set out in the credit protection agreement.

{ALPHANUM-10000}

STSSY 113

Calculation of the amounts in all circumstances

{ALPHANUM-10000}

STSSY 114

Investors payments circumstances set out under the credit protection agreement.

{ALPHANUM-10000}

STSSY 115

Third-party verification agent’s assessment of circumstances triggering investors payments

{ALPHANUM-10000}

STSSY 116

Credit protection payment calculated at individual underlying exposure level.

{ALPHANUM-10000}

STSSY 117

Specification of maximum extension period for the debt workout process

{ALPHANUM-10000}

STSSY 118

Extension period less than two years

{ALPHANUM-10000}

STSSY 119

Final credit protection payment based on the originator’s final loss estimate

{ALPHANUM-10000}

STSSY 120

Termination of the credit protection agreement

{ALPHANUM-10000}

STSSY 121

Credit protection premiums contingent on the outstanding nominal amount

{ALPHANUM-10000}

STSSY 122

Credit protection agreement not stipulating mechanisms that may avoid or reduce the actual allocation of losses to the investors

{ALPHANUM-10000}

STSSY 123

Derogation for upfront premium payments

{ALPHANUM-10000}

STSSY 124

Description of the credit protection premium in the transaction documentation

{ALPHANUM-10000}

STSSY 125

Enforceability of the investor rights

{ALPHANUM-10000}

STSSY 126

Appointment of a third-party verification agent before the closing date of the transaction

{ALPHANUM-1000}

STSSY 127

Third party verification agent check – Credit event notice specified in the terms of the credit protection agreement

{ALPHANUM-1000}

STSSY 128

Third party verification agent check – Underlying exposure included in the reference portfolio

{ALPHANUM-1000}

STSSY 129

Third party verification agent check – Eligible criteria met at the time of inclusion in the reference portfolio

{ALPHANUM-1000}

STSSY 130

Third party verification agent check – Compliance with the replenishment conditions

{{ALPHANUM-1000}

STSSY 131

Third party verification agent check – Losses consistent with originator’s profit and loss statement

{ALPHANUM-1000}

STSSY 132

Third party verification agent check – Losses correctly allocated to investors

{ALPHANUM-1000}

STSSY 133

Third-party verification agent independent from originators, investors and (where applicable) the SSPE

{ALPHANUM-10000}

STSSY 134

Appointment of the third-party verification agent by the closing date

{ALPHANUM-10000}

STSSY 135

Third-party verification agent’s check made on a sample basis

{ALPHANUM-10000}

STSSY 136

Possibility for investors to require the third-party verification agent to check any underlying exposure

{ALPHANUM-10000}

STSSY 137

Possibility for the third-party verification agent to have access to all relevant information

{ALPHANUM-10000}

STSS 138

Termination events

{ALPHANUM-10000}

STSS 139

Transaction documentation – Call rights

{ALPHANUM-10000}

STSS 140

Transaction documentation – Time call not structured to avoid allocating losses to credit enhancements positions

{ALPHANUM-10000}

STSS 141

Time call

{ALPHANUM-10000}

STSS 142

Funded credit protection – Collateral return to investors in order of the seniority of the tranches

{ALPHANUM-10000}

STSS 143

Termination of transaction by investors upon failure to pay the credit protection premium

{ALPHANUM-10000}

STSSY 144

Amount of synthetic excess spread to investors specified in transaction documentation and expressed as a fixed percentage of the total outstanding portfolio balance

{ALPHANUM-10000}

STSSY 145

Unused synthetic excess spread to be returned to originator

{ALPHANUM-10000}

STSSY 146

Originators using Internal-Ratings-Based approach – Total committed amount per year not higher than the one-year regulatory expected loss amounts

{ALPHANUM-10000}

STSSY 147

Originators not using Internal-Ratings-Based approach – calculation of the one-year expected loss of the underlying portfolio be clearly determined in the transaction documentation

{ALPHANUM-10000}

STSSY 148

Synthetic excess spread conditions laid down in transaction documentation

{ALPHANUM-10000}

STSS 149

Credit protection used

{ALPHANUM-10000}

STSSY 150

Enforceability of the originator’s right to use the collateral to meet the protection payment obligations of the investors through appropriate collateral arrangements

{ALPHANUM}

STSSY 151

Investors’ right to receive any unused collateral when securitisation is unwound or as tranches amortise

{ALPHANUM-10000}

STSSY 152

Collateral invested in securities – Eligibility criteria and custody arrangement specified in transaction documentation

{ALPHANUM}

STSSY 153

Investors exposed to originator’s credit risk

{ALPHANUM-10000}

STSSY 154

Legal opinion confirming the enforceability of the credit protection in all jurisdictions

{ALPHANUM-1000}

STSSY 155

High quality collateral – 0 % risk-weighted debt securities

{ALPHANUM-10000}

STSSY 156

High quality collateral – cash with a third-party credit institution with a credit quality step 3 or above

{ALPHANUM-10000}

STSSY 157

Derogation – collateral in the form of cash on deposit with the originator

{ALPHANUM}

STSSY 158

Collateral in the form of cash on deposit with the originator – permission by competent authority

{ALPHANUM}

STSSY 159

Transfer of collateral where third-party credit institution or originator no longer satisfies the minimum credit quality step

{ALPHANUM}

STSSY 160

Compliance with collateral requirements in the case of investments in credit linked notes issued by the originator

{ALPHANUM-1000}