ANNEX II
Underlying exposures template — Residential real estate (RRE)
FIELD CODE | FIELD NAME | FORMAT |
Underlying exposures information section | ||
RREL1 | Unique Identifier | {ALPHANUM-28} |
RREL2 | Original Underlying Exposure Identifier | {ALPHANUM-1000} |
RREL3 | New Underlying Exposure Identifier | {ALPHANUM-1000} |
RREL4 | Original Obligor Identifier | {ALPHANUM-1000} |
RREL5 | New Obligor Identifier | {ALPHANUM-1000} |
RREL6 | Data Cut-Off Date | {DATEFORMAT} |
RREL7 | Pool Addition Date | {DATEFORMAT} |
RREL8 | Date Of Repurchase | {DATEFORMAT} |
RREL9 | Redemption Date | {DATEFORMAT} |
RREL10 | Resident | {Y/N} |
RREL11 | Geographic Region — Obligor | {NUTS} |
RREL12 | Geographic Region Classification | {YEAR} |
RREL13 | Employment Status | {LIST} |
RREL14 | Credit Impaired Obligor | {Y/N} |
RREL15 | Customer Type | {LIST} |
RREL16 | Primary Income | {MONETARY} |
RREL17 | Primary Income Type | {LIST} |
RREL18 | Primary Income Currency | {CURRENCYCODE_3} |
RREL19 | Primary Income Verification | {LIST} |
RREL20 | Secondary Income | {MONETARY} |
RREL21 | Secondary Income Verification | {LIST} |
RREL22 | Special Scheme | {ALPHANUM-10000} |
RREL23 | Origination Date | {DATEFORMAT} |
RREL24 | Maturity Date | {DATEFORMAT} |
RREL25 | Original Term | {INTEGER-9999} |
RREL26 | Origination Channel | {LIST} |
RREL27 | Purpose | {LIST} |
RREL28 | Currency Denomination | {CURRENCYCODE_3} |
RREL29 | Original Principal Balance | {MONETARY} |
RREL30 | Current Principal Balance | {MONETARY} |
RREL31 | Prior Principal Balances | {MONETARY} |
RREL32 | Pari Passu Underlying Exposures | {MONETARY} |
RREL33 | Total Credit Limit | {MONETARY} |
RREL34 | Purchase Price | {PERCENTAGE} |
RREL35 | Amortisation Type | {LIST} |
RREL36 | Principal Grace Period End Date | {DATEFORMAT} |
RREL37 | Scheduled Principal Payment Frequency | {LIST} |
RREL38 | Scheduled Interest Payment Frequency | {LIST} |
RREL39 | Payment Due | {MONETARY} |
RREL40 | Debt To Income Ratio | {PERCENTAGE} |
RREL41 | Balloon Amount | {MONETARY} |
RREL42 | Interest Rate Type | {LIST} |
RREL43 | Current Interest Rate | {PERCENTAGE} |
RREL44 | Current Interest Rate Index | {LIST} |
RREL45 | Current Interest Rate Index Tenor | {LIST} |
RREL46 | Current Interest Rate Margin | {PERCENTAGE} |
RREL47 | Interest Rate Reset Interval | {INTEGER-9999} |
RREL48 | Interest Rate Cap | {PERCENTAGE} |
RREL49 | Interest Rate Floor | {PERCENTAGE} |
RREL50 | Revision Margin 1 | {PERCENTAGE} |
RREL51 | Interest Revision Date 1 | {DATEFORMAT} |
RREL52 | Revision Margin 2 | {PERCENTAGE} |
RREL53 | Interest Revision Date 2 | {DATEFORMAT} |
RREL54 | Revision Margin 3 | {PERCENTAGE} |
RREL55 | Interest Revision Date 3 | {DATEFORMAT} |
RREL56 | Revised Interest Rate Index | {LIST} |
RREL57 | Revised Interest Rate Index Tenor | {LIST} |
RREL58 | Number Of Payments Before Securitisation | {INTEGER-9999} |
RREL59 | Percentage Of Prepayments Allowed Per Year | {PERCENTAGE} |
RREL60 | Prepayment Lock-Out End Date | {DATEFORMAT} |
RREL61 | Prepayment Fee | {MONETARY} |
RREL62 | Prepayment Fee End Date | {DATEFORMAT} |
RREL63 | Prepayment Date | {DATEFORMAT} |
RREL64 | Cumulative Prepayments | {MONETARY} |
RREL65 | Date Of Restructuring | {DATEFORMAT} |
RREL66 | Date Last In Arrears | {DATEFORMAT} |
RREL67 | Arrears Balance | {MONETARY} |
RREL68 | Number Of Days In Arrears | {INTEGER-9999} |
RREL69 | Account Status | {LIST} |
RREL70 | Reason for Default or Foreclosure | {LIST} |
RREL71 | Default Amount | {MONETARY} |
RREL72 | Default Date | {DATEFORMAT} |
RREL73 | Allocated Losses | {MONETARY} |
RREL74 | Cumulative Recoveries | {MONETARY} |
RREL75 | Litigation | {Y/N} |
RREL76 | Recourse | {Y/N} |
RREL77 | Deposit Amount | {MONETARY} |
RREL78 | Insurance Or Investment Provider | {ALPHANUM-1000} |
RREL79 | Original Lender Name | {ALPHANUM-100} |
RREL80 | Original Lender Legal Entity Identifier | {LEI} |
RREL81 | Original Lender Establishment Country | {COUNTRYCODE_2} |
RREL82 | Originator Name | {ALPHANUM-100} |
RREL83 | Originator Legal Entity Identifier | {LEI} |
RREL84 | Originator Establishment Country | {COUNTRYCODE_2} |
Collateral-level information section | ||
RREC1 | Unique Identifier | {ALPHANUM-28} |
RREC2 | Underlying Exposure Identifier | {ALPHANUM-1000} |
RREC3 | Original Collateral Identifier | {ALPHANUM-1000} |
RREC4 | New Collateral Identifier | {ALPHANUM-1000} |
RREC5 | Collateral Type | {LIST} |
RREC6 | Geographic Region — Collateral | {NUTS} |
RREC7 | Occupancy Type | {LIST} |
RREC8 | Lien | {INTEGER-9999} |
RREC9 | Property Type | {LIST} |
RREC10 | Energy Performance Certificate Value | {LIST} |
RREC11 | Energy Performance Certificate Provider Name | {ALPHANUM-100} |
RREC12 | Current Loan-To-Value | {PERCENTAGE} |
RREC13 | Current Valuation Amount | {MONETARY} |