ANNEX IX
Underlying exposures template — Esoteric
FIELD CODE | FIELD NAME | FORMAT |
Underlying exposures information section | ||
ESTL1 | Unique Identifier | {ALPHANUM-28} |
ESTL2 | Original Underlying Exposure Identifier | {ALPHANUM-1000} |
ESTL3 | New Underlying Exposure Identifier | {ALPHANUM-1000} |
ESTL4 | Original Obligor Identifier | {ALPHANUM-1000} |
ESTL5 | New Obligor Identifier | {ALPHANUM-1000} |
ESTL6 | Data Cut-Off Date | {DATEFORMAT} |
ESTL7 | Pool Addition Date | {DATEFORMAT} |
ESTL8 | Date Of Repurchase | {DATEFORMAT} |
ESTL9 | Redemption Date | {DATEFORMAT} |
ESTL10 | Description | {ALPHANUM-1000} |
ESTL11 | Geographic Region — Obligor | {NUTS} |
ESTL12 | Geographic Region Classification | {YEAR} |
ESTL13 | Employment Status | {LIST} |
ESTL14 | Credit Impaired Obligor | {Y/N} |
ESTL15 | Obligor Legal Type | {LIST} |
ESTL16 | NACE Industry Code | {NACE} |
ESTL17 | Primary Income | {MONETARY} |
ESTL18 | Primary Income Type | {LIST} |
ESTL19 | Primary Income Currency | {CURRENCYCODE_3} |
ESTL20 | Primary Income Verification | {LIST} |
ESTL21 | Revenue | {MONETARY} |
ESTL22 | Financial Statement Currency | {CURRENCYCODE_3} |
ESTL23 | International Securities Identification Number | {ISIN} |
ESTL24 | Origination Date | {DATEFORMAT} |
ESTL25 | Maturity Date | {DATEFORMAT} |
ESTL26 | Currency Denomination | {CURRENCYCODE_3} |
ESTL27 | Original Principal Balance | {MONETARY} |
ESTL28 | Current Principal Balance | {MONETARY} |
ESTL29 | Total Credit Limit | {MONETARY} |
ESTL30 | Purchase Price | {PERCENTAGE} |
ESTL31 | Amortisation Type | {LIST} |
ESTL32 | Principal Grace Period End Date | {DATEFORMAT} |
ESTL33 | Scheduled Principal Payment Frequency | {LIST} |
ESTL34 | Scheduled Interest Payment Frequency | {LIST} |
ESTL35 | Payment Due | {MONETARY} |
ESTL36 | Debt To Income Ratio | {PERCENTAGE} |
ESTL37 | Balloon Amount | {MONETARY} |
ESTL38 | Interest Rate Reset Interval | {INTEGER-9999} |
ESTL39 | Current Interest Rate | {PERCENTAGE} |
ESTL40 | Current Interest Rate Index | {LIST} |
ESTL41 | Current Interest Rate Index Tenor | {LIST} |
ESTL42 | Current Interest Rate Margin | {PERCENTAGE} |
ESTL43 | Interest Rate Cap | {PERCENTAGE} |
ESTL44 | Interest Rate Floor | {PERCENTAGE} |
ESTL45 | Number Of Payments Before Securitisation | {INTEGER-9999} |
ESTL46 | Percentage Of Prepayments Allowed Per Year | {PERCENTAGE} |
ESTL47 | Prepayment Lock-Out End Date | {DATEFORMAT} |
ESTL48 | Prepayment Fee | {MONETARY} |
ESTL49 | Prepayment Fee End Date | {DATEFORMAT} |
ESTL50 | Prepayment Date | {DATEFORMAT} |
ESTL51 | Cumulative Prepayments | {MONETARY} |
ESTL52 | Date Last In Arrears | {DATEFORMAT} |
ESTL53 | Arrears Balance | {MONETARY} |
ESTL54 | Number Of Days In Arrears | {INTEGER-9999} |
ESTL55 | Account Status | {LIST} |
ESTL56 | Reason for Default or Foreclosure | {LIST} |
ESTL57 | Default Amount | {MONETARY} |
ESTL58 | Default Date | {DATEFORMAT} |
ESTL59 | Allocated Losses | {MONETARY} |
ESTL60 | Cumulative Recoveries | {MONETARY} |
ESTL61 | Originator Name | {ALPHANUM-100} |
ESTL62 | Originator Legal Entity Identifier | {LEI} |
ESTL63 | Originator Establishment Country | {COUNTRYCODE_2} |
ESTL64 | Original Lender Name | {ALPHANUM-100} |
ESTL65 | Original Lender Legal Entity Identifier | {LEI} |
ESTL66 | Original Lender Establishment Country | {COUNTRYCODE_2} |
Collateral-level information section | ||
ESTC1 | Unique Identifier | {ALPHANUM-28} |
ESTC2 | Underlying Exposure Identifier | {ALPHANUM-1000} |
ESTC3 | Original Collateral Identifier | {ALPHANUM-1000} |
ESTC4 | New Collateral Identifier | {ALPHANUM-1000} |
ESTC5 | Geographic Region — Collateral | {NUTS} |
ESTC6 | Security Type | {LIST} |
ESTC7 | Charge Type | {LIST} |
ESTC8 | Lien | {INTEGER-9999} |
ESTC9 | Collateral Type | {LIST} |
ESTC10 | Current Valuation Amount | {MONETARY} |
ESTC11 | Current Valuation Method | {LIST} |
ESTC12 | Current Valuation Date | {DATEFORMAT} |
ESTC13 | Current Loan-To-Value | {PERCENTAGE} |
ESTC14 | Original Valuation Amount | {MONETARY} |
ESTC15 | Original Valuation Method | {LIST} |
ESTC16 | Original Valuation Date | {DATEFORMAT} |
ESTC17 | Original Loan-To-Value | {PERCENTAGE} |
ESTC18 | Date Of Sale | {DATEFORMAT} |
ESTC19 | Sale Price | {MONETARY} |
ESTC20 | Collateral Currency | {CURRENCYCODE_3} |