ANNEX IV
UNDERLYING EXPOSURES INFORMATION — CORPORATE
Field code | Field name | Content to report | ND1-ND4 allowed? | ND5 allowed? |
Underlying exposures information section | ||||
CRPL1 | Unique Identifier | The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. | NO | NO |
CRPL2 | Original Underlying Exposure Identifier | Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
CRPL3 | New Underlying Exposure Identifier | If the original identifier in field CRPL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL2. The reporting entity must not amend this unique identifier. | NO | NO |
CRPL4 | Original Obligor Identifier | Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
CRPL5 | New Obligor Identifier | If the original identifier in field CRPL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CRPL4. The reporting entity must not amend this unique identifier. | NO | NO |
CRPL6 | Data Cut-Off Date | The data cut-off date for this data submission. | NO | NO |
CRPL7 | Pool Addition Date | The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. | NO | YES |
CRPL8 | Date Of Repurchase | Date on which the underlying exposure was repurchased from the pool. | NO | YES |
CRPL9 | Redemption Date | Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. | NO | YES |
CRPL10 | Geographic Region — Obligor | The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | NO |
CRPL11 | Geographic Region Classification | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. | YES | NO |
CRPL12 | Credit Impaired Obligor | Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. | NO | YES |
CRPL13 | Customer Type | Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) | YES | NO |
CRPL14 | NACE Industry Code | Obligor industry NACE Code, as set out in Regulation (EC) No 1893/2006. | YES | YES |
CRPL15 | Obligor Basel III Segment | Obligor Basel III Segment: Corporate (CORP) Small and Medium Enterprise Treated as Corporate (SMEX) Retail (RETL) Other (OTHR) | YES | YES |
CRPL16 | Enterprise Size | Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC: Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million Large Enterprise (LARE) - an enterprise that is neither a micro, small, or medium enterprise. Natural Person (NATP) Other (OTHR) | YES | NO |
CRPL17 | Revenue | Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
CRPL18 | Total Debt | Total gross debt of the obligor, including the financing provided in the present underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
CRPL19 | EBITDA | Recurring earnings from continuing operations plus interest, taxes, depreciation, and amortisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
CRPL20 | Enterprise Value | Enterprise value i.e. market capitalisation plus debt, minority interest and preferred shares, minus total cash and cash equivalents. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
CRPL21 | Free Cashflow | Net income plus non-cash charges plus interest x (1 — tax rate) plus long-term investments less investments in working capital. Non-cash charges include depreciation, amortisation, depletion, stock-based compensation and asset impairments. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
CRPL22 | Date Of Financials | The date of the financial information (e.g. EBITDA) on the obligor of this underlying exposure. | YES | YES |
CRPL23 | Financial Statement Currency | The reporting currency of the financial statements. | YES | NO |
CRPL24 | Debt Type | Debt Type: Loan or Lease (LOLE) Guarantee (DGAR) Promissory Notes (PRMS) Participation Rights (PRTR) Overdraft (ODFT) Letter of Credit (LCRE) Working Capital Facility (WCFC) Equity (EQUI) Other (OTHR) | NO | NO |
CRPL25 | Securitised Receivables | What receivables associated with this underlying exposure have been securitised: Principal and Interest (PRIN) Principal Only (PRPL) Interest Only (INTR) Other (OTHR) | NO | NO |
CRPL26 | International Securities Identification Number | The ISIN code assigned to this underlying exposure, where applicable. | NO | YES |
CRPL27 | Seniority | Debt Instrument Seniority: Senior Debt (SNDB) Mezzanine Debt (MZZD) Junior Debt (JUND) Subordinated Debt (SBOD) Other (OTHR) | NO | YES |
CRPL28 | Syndicated | Is the underlying exposure syndicated? | YES | NO |
CRPL29 | Leveraged Transaction | Is the underlying exposure a leveraged transaction, as defined in https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.leveraged_transactions_guidance_201705.en.pdf | NO | NO |
CRPL30 | Managed by CLO | Is the underlying exposure also being managed by the CLO manager? | NO | YES |
CRPL31 | Payment in Kind | Underlying exposure currently paying in kind? (i.e. interest is paid in the form of capitalised principal) | YES | NO |
CRPL32 | Special Scheme | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. | YES | YES |
CRPL33 | Origination Date | Date of original underlying exposure advance. | YES | NO |
CRPL34 | Maturity Date | The date of maturity of the underlying exposure or expiry of the lease. | NO | YES |
CRPL35 | Origination Channel | Origination channel of the underlying exposure: Office or Branch Network (BRAN) Broker (BROK) Internet (WEBI) Other (OTHR) | YES | YES |
CRPL36 | Purpose | underlying exposure Purpose: Overdraft or Working Capital (OVRD) New Plant and Equipment Investment (EQPI) New Information Technology Investment (INFT) Refurbishment of Existing Plant, Equipment, or Technology (RFBR) Merger and Acquisition (MGAQ) Other Expansionary Purpose (OEXP) Other (OTHR) | YES | NO |
CRPL37 | Currency Denomination | The underlying exposure currency denomination. | NO | NO |
CRPL38 | Original Principal Balance | Original underlying exposure balance (inclusive of fees). This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
CRPL39 | Current Principal Balance | Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL40 | Prior Principal Balances | Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
CRPL41 | Market Value | For Collateralised Loan Obligation securitisations, enter the market value of the security. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL42 | Total Credit Limit | For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL43 | Purchase Price | Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. | NO | YES |
CRPL44 | Put Date | If there exists an option to sell back the underlying exposure, enter the date at which the option can be exercised. If the date is unknown (e.g. the option is an American option), enter the equivalent of 31 December 2099. | NO | YES |
CRPL45 | Put Strike | If there exists an option to sell back the underlying exposure, enter the strike (exercise) price. If the strike price is moveable (e.g. the option is a lookback option), enter the best estimate of the strike price as at the data cut-off date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL46 | Amortisation Type | Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) | YES | NO |
CRPL47 | Principal Grace Period End Date | If applicable as at the data cut-off date, indicate the principal grace period end date. | YES | YES |
CRPL48 | Scheduled Principal Payment Frequency | Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
CRPL49 | Scheduled Interest Payment Frequency | Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
CRPL50 | Payment Due | This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL51 | Balloon Amount | Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
CRPL52 | Interest Rate Type | Interest rate type: Floating rate underlying exposure (for life) (FLIF) Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX) Fixed rate underlying exposure (for life) (FXRL) Fixed with future periodic resets (FXPR) Fixed rate underlying exposure with compulsory future switch to floating (FLCF) Floating rate underlying exposure with floor (FLFL) Floating rate underlying exposure with cap (CAPP) Floating rate underlying exposure with both floor and cap (FLCA) Discount (DISC) Switch Optionality (SWIC) Obligor Swapped (OBLS) Modular (MODE) Other (OTHR) | NO | YES |
CRPL53 | Current Interest Rate | Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. | NO | YES |
CRPL54 | Current Interest Rate Index | The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | NO | YES |
CRPL55 | Current Interest Rate Index Tenor | Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | NO | YES |
CRPL56 | Current Interest Rate Margin | Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. | NO | YES |
CRPL57 | Interest Rate Reset Interval | Number of months between each interest rate reset date on the underlying exposure. | NO | YES |
CRPL58 | Interest Rate Cap | Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. | NO | YES |
CRPL59 | Interest Rate Floor | Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. | NO | YES |
CRPL60 | Revision Margin 1 | The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. | YES | YES |
CRPL61 | Interest Revision Date 1 | Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). | YES | YES |
CRPL62 | Revision Margin 2 | The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. | YES | YES |
CRPL63 | Interest Revision Date 2 | Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). | YES | YES |
CRPL64 | Revision Margin 3 | The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date on which the index is reset periodically (e.g. resetting 1M EURIBOR each month). The full revised margin must be entered in this field, not the change in the margin. | YES | YES |
CRPL65 | Interest Revision Date 3 | Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). | YES | YES |
CRPL66 | Revised Interest Rate Index | Next interest rate index. MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | YES | YES |
CRPL67 | Revised Interest Rate Index Tenor | Tenor of the next interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | YES | YES |
CRPL68 | Number Of Payments Before Securitisation | Enter the number of payments made prior to the exposure being transferred to the securitisation. | YES | NO |
CRPL69 | Percentage Of Prepayments Allowed Per Year | Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. | YES | YES |
CRPL70 | Prepayment Lock-Out End Date | The date after which the lender allows prepayment of the underlying exposure. | YES | YES |
CRPL71 | Prepayment Fee | Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL72 | Prepayment Fee End Date | The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. | YES | YES |
CRPL73 | Prepayment Date | The latest date on which an unscheduled principal payment was received. | YES | YES |
CRPL74 | Cumulative Prepayments | Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
CRPL75 | Date Of Restructuring | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. | YES | YES |
CRPL76 | Date Last In Arrears | Date the obligor was last in arrears. | YES | YES |
CRPL77 | Arrears Balance | Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
CRPL78 | Number Of Days In Arrears | Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. | NO | NO |
CRPL79 | Account Status | Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. | NO | NO |
CRPL80 | Reason for Default or Foreclosure | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) | YES | YES |
CRPL81 | Default Amount | Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL82 | Default Date | The date of default. | NO | YES |
CRPL83 | Allocated Losses | The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL84 | Cumulative Recoveries | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL85 | Recovery Source | The source of the recoveries: Liquidation of Collateral (LCOL) Enforcement of Guarantees (EGAR) Additional Lending (ALEN) Cash Recoveries (CASR) Mixed (MIXD) Other (OTHR) | NO | YES |
CRPL86 | Recourse | Is there recourse (full or limited) to the obligor’s assets beyond the proceeds of any collateral for this underlying exposure? | YES | YES |
CRPL87 | Deposit Amount | The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL88 | Interest Rate Swap Notional | If there is an interest rate swap on the underlying exposure, enter the notional amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL89 | Interest Rate Swap Provider Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure interest rate swap provider. | NO | YES |
CRPL90 | Interest Rate Swap Provider | If there is an interest rate swap on the underlying exposure, provide the full legal name of the interest rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | YES |
CRPL91 | Interest Rate Swap Maturity Date | If there is an interest rate swap on the underlying exposure, enter the maturity date of the swap. | NO | YES |
CRPL92 | Currency Swap Notional | If there is an exchange rate swap on the underlying exposure, enter the notional amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CRPL93 | Currency Swap Provider Legal Entity Identifier | If there is an exchange rate swap on the underlying exposure, provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the swap provider. | NO | YES |
CRPL94 | Currency Swap Provider | If there is an exchange rate swap on the underlying exposure, provide the full legal name of the exchange rate swap provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | YES |
CRPL95 | Currency Swap Maturity Date | If there is an exchange rate swap on the underlying exposure, enter the maturity date of the swap. | NO | YES |
CRPL96 | Original Lender Name | Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
CRPL97 | Original Lender Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. | YES | YES |
CRPL98 | Original Lender Establishment Country | Country where the original lender is established. | YES | YES |
(1) Regulation (EU) No 549/2013 of the European Parliament and of the Council of 21 May 2013 on the European system of national and regional accounts in the European Union (OJ L 174, 26.6.2013, p. 1).