ANNEX IV
Underlying exposures template — Corporate
FIELD CODE | FIELD NAME | FORMAT |
Underlying exposures information section | ||
CRPL1 | Unique Identifier | {ALPHANUM-28} |
CRPL2 | Original Underlying Exposure Identifier | {ALPHANUM-1000} |
CRPL3 | New Underlying Exposure Identifier | {ALPHANUM-1000} |
CRPL4 | Original Obligor Identifier | {ALPHANUM-1000} |
CRPL5 | New Obligor Identifier | {ALPHANUM-1000} |
CRPL6 | Data Cut-Off Date | {DATEFORMAT} |
CRPL7 | Pool Addition Date | {DATEFORMAT} |
CRPL8 | Date Of Repurchase | {DATEFORMAT} |
CRPL9 | Redemption Date | {DATEFORMAT} |
CRPL10 | Geographic Region — Obligor | {NUTS} |
CRPL11 | Geographic Region Classification | {YEAR} |
CRPL12 | Credit Impaired Obligor | {Y/N} |
CRPL13 | Customer Type | {LIST} |
CRPL14 | NACE Industry Code | {NACE} |
CRPL15 | Obligor Basel III Segment | {LIST} |
CRPL16 | Enterprise Size | {LIST} |
CRPL17 | Revenue | {MONETARY} |
CRPL18 | Total Debt | {MONETARY} |
CRPL19 | EBITDA | {MONETARY} |
CRPL20 | Enterprise Value | {MONETARY} |
CRPL21 | Free Cashflow | {MONETARY} |
CRPL22 | Date Of Financials | {DATEFORMAT} |
CRPL23 | Financial Statement Currency | {CURRENCYCODE_3} |
CRPL24 | Debt Type | {LIST} |
CRPL25 | Securitised Receivables | {LIST} |
CRPL26 | International Securities Identification Number | {ISIN} |
CRPL27 | Seniority | {LIST} |
CRPL28 | Syndicated | {Y/N} |
CRPL29 | Leveraged Transaction | {Y/N} |
CRPL30 | Managed by CLO | {Y/N} |
CRPL31 | Payment in Kind | {Y/N} |
CRPL32 | Special Scheme | {ALPHANUM-10000} |
CRPL33 | Origination Date | {DATEFORMAT} |
CRPL34 | Maturity Date | {DATEFORMAT} |
CRPL35 | Origination Channel | {LIST} |
CRPL36 | Purpose | {LIST} |
CRPL37 | Currency Denomination | {CURRENCYCODE_3} |
CRPL38 | Original Principal Balance | {MONETARY} |
CRPL39 | Current Principal Balance | {MONETARY} |
CRPL40 | Prior Principal Balances | {MONETARY} |
CRPL41 | Market Value | {MONETARY} |
CRPL42 | Total Credit Limit | {MONETARY} |
CRPL43 | Purchase Price | {PERCENTAGE} |
CRPL44 | Put Date | {DATEFORMAT} |
CRPL45 | Put Strike | {MONETARY} |
CRPL46 | Amortisation Type | {LIST} |
CRPL47 | Principal Grace Period End Date | {DATEFORMAT} |
CRPL48 | Scheduled Principal Payment Frequency | {LIST} |
CRPL49 | Scheduled Interest Payment Frequency | {LIST} |
CRPL50 | Payment Due | {MONETARY} |
CRPL51 | Balloon Amount | {MONETARY} |
CRPL52 | Interest Rate Type | {LIST} |
CRPL53 | Current Interest Rate | {PERCENTAGE} |
CRPL54 | Current Interest Rate Index | {LIST} |
CRPL55 | Current Interest Rate Index Tenor | {LIST} |
CRPL56 | Current Interest Rate Margin | {PERCENTAGE} |
CRPL57 | Interest Rate Reset Interval | {INTEGER-9999} |
CRPL58 | Interest Rate Cap | {PERCENTAGE} |
CRPL59 | Interest Rate Floor | {PERCENTAGE} |
CRPL60 | Revision Margin 1 | {PERCENTAGE} |
CRPL61 | Interest Revision Date 1 | {DATEFORMAT} |
CRPL62 | Revision Margin 2 | {PERCENTAGE} |
CRPL63 | Interest Revision Date 2 | {DATEFORMAT} |
CRPL64 | Revision Margin 3 | {PERCENTAGE} |
CRPL65 | Interest Revision Date 3 | {DATEFORMAT} |
CRPL66 | Revised Interest Rate Index | {LIST} |
CRPL67 | Revised Interest Rate Index Tenor | {LIST} |
CRPL68 | Number Of Payments Before Securitisation | {INTEGER-9999} |
CRPL69 | Percentage Of Prepayments Allowed Per Year | {PERCENTAGE} |
CRPL70 | Prepayment Lock-Out End Date | {DATEFORMAT} |
CRPL71 | Prepayment Fee | {MONETARY} |
CRPL72 | Prepayment Fee End Date | {DATEFORMAT} |
CRPL73 | Prepayment Date | {DATEFORMAT} |
CRPL74 | Cumulative Prepayments | {MONETARY} |
CRPL75 | Date Of Restructuring | {DATEFORMAT} |
CRPL76 | Date Last In Arrears | {DATEFORMAT} |
CRPL77 | Arrears Balance | {MONETARY} |
CRPL78 | Number Of Days In Arrears | {INTEGER-9999} |
CRPL79 | Account Status | {LIST} |
CRPL80 | Reason for Default or Foreclosure | {LIST} |
CRPL81 | Default Amount | {MONETARY} |
CRPL82 | Default Date | {DATEFORMAT} |
CRPL83 | Allocated Losses | {MONETARY} |
CRPL84 | Cumulative Recoveries | {MONETARY} |
CRPL85 | Recovery Source | {LIST} |
CRPL86 | Recourse | {Y/N} |
CRPL87 | Deposit Amount | {MONETARY} |
CRPL88 | Interest Rate Swap Notional | {MONETARY} |
CRPL89 | Interest Rate Swap Provider Legal Entity Identifier | {LEI} |
CRPL90 | Interest Rate Swap Provider | {ALPHANUM-1000} |
CRPL91 | Interest Rate Swap Maturity Date | {DATEFORMAT} |
CRPL92 | Currency Swap Notional | {MONETARY} |
CRPL93 | Currency Swap Provider Legal Entity Identifier | {LEI} |
CRPL94 | Currency Swap Provider | {ALPHANUM-1000} |
CRPL95 | Currency Swap Maturity Date | {DATEFORMAT} |
CRPL96 | Original Lender Name | {ALPHANUM-100} |
CRPL97 | Original Lender Legal Entity Identifier | {LEI} |
CRPL98 | Original Lender Establishment Country | {COUNTRYCODE_2} |