ANNEX VIII
Investor reports
The investor reports shall contain information on:
(a) | asset performance; |
(b) | a detailed cash flow allocation; |
(c) | a list of all triggers of the transaction and their status; |
(d) | a list of all counterparties involved in a transaction, their role and their credit ratings; |
(e) | details of cash injected into the transaction by the originator/sponsor or any other support provided to the transaction including any drawings under or utilisation of any liquidity or credit support and support provided by a third party; |
(f) | amounts standing to the credit of guaranteed investment contract and other bank accounts; |
(g) | details of any swaps (e.g. rates, payments and notionals) and other hedging arrangements to the transaction, including any related collateral postings; |
(h) | definitions of key terms (such as delinquencies, defaults and pre-payments); |
(i) | LEI, ISIN and other security or entity identification codes of the issuer and the structured finance instrument; |
(j) | contact details of the entity producing the investor report. |