ANNEX XI
Underlying exposures template — Asset-backed commercial paper
FIELD CODE | FIELD NAME | FORMAT |
Underlying exposures information section | ||
IVAL1 | Unique Identifier — ABCP Programme | {ALPHANUM-28} |
IVAL2 | Unique Identifier — ABCP Transaction | {ALPHANUM-36} |
IVAL3 | Original Underlying Exposure Identifier | {ALPHANUM-1000} |
IVAL4 | New Underlying Exposure Identifier | {ALPHANUM-1000} |
IVAL5 | Underlying Exposure Type | {LIST} |
IVAL6 | Data Cut-Off Date | {DATEFORMAT} |
IVAL7 | Geographic Region — Largest Exposure Concentration 1 | {NUTS} |
IVAL8 | Geographic Region — Largest Exposure Concentration 2 | {NUTS} |
IVAL9 | Geographic Region — Largest Exposure Concentration 3 | {NUTS} |
IVAL10 | Geographic Region Classification | {YEAR} |
IVAL11 | Current Principal Balance | {MONETARY} |
IVAL12 | Number Of Underlying Exposures | {INTEGER-999999999} |
IVAL13 | EUR Exposures | {MONETARY} |
IVAL14 | GBP Exposures | {MONETARY} |
IVAL15 | USD Exposures | {MONETARY} |
IVAL16 | Other Exposures | {MONETARY} |
IVAL17 | Maximum Residual Maturity | {INTEGER-9999} |
IVAL18 | Average Residual Maturity | {INTEGER-9999} |
IVAL19 | Current Loan-To-Value | {PERCENTAGE} |
IVAL20 | Debt To Income Ratio | {PERCENTAGE} |
IVAL21 | Amortisation Type | {MONETARY} |
IVAL22 | Scheduled Principal Payment Frequency Above One Month | {MONETARY} |
IVAL23 | Scheduled Interest Payment Frequency Above One Month | {MONETARY} |
IVAL24 | Floating Rate Receivables | {MONETARY} |
IVAL25 | Financed Amount | {MONETARY} |
IVAL26 | Dilutions | {MONETARY} |
IVAL27 | Repurchased Exposures | {MONETARY} |
IVAL28 | Defaulted Or Credit-Impaired Exposures At Securitisation | {MONETARY} |
IVAL29 | Defaulted Exposures | {MONETARY} |
IVAL30 | Defaulted Exposures CRR | {MONETARY} |
IVAL31 | Gross Charge Offs In The Period | {MONETARY} |
IVAL32 | Arrears 1-29 Days | {PERCENTAGE} |
IVAL33 | Arrears 30-59 Days | {PERCENTAGE} |
IVAL34 | Arrears 60-89 Days | {PERCENTAGE} |
IVAL35 | Arrears 90-119 Days | {PERCENTAGE} |
IVAL36 | Arrears 120-149 Days | {PERCENTAGE} |
IVAL37 | Arrears 150-179 Days | {PERCENTAGE} |
IVAL38 | Arrears 180+ Days | {PERCENTAGE} |
IVAL39 | Restructured Exposures | {PERCENTAGE} |
IVAL40 | Restructured Exposures (0-1 years before transfer) | {MONETARY} |
IVAL41 | Restructured Exposures (1-3 years before transfer) | {MONETARY} |
IVAL42 | Restructured Exposures (> 3 years before transfer) | {MONETARY} |
IVAL43 | Restructured Exposures (Interest Rate) | {MONETARY} |
IVAL44 | Restructured Exposures (Repayment Schedule) | {MONETARY} |
IVAL45 | Restructured Exposures (Maturity) | {MONETARY} |
IVAL46 | Restructured Exposures (0-1 years before transfer and No New Arrears) | {MONETARY} |
IVAL47 | Restructured Exposures (No New Arrears) | {MONETARY} |
IVAL48 | Restructured Exposures (New Arrears) | {MONETARY} |
IVAL49 | Restructured Exposures (Other) | {MONETARY} |