ANNEX XIII
Investor report template — Asset backed commercial paper securitisation
FIELD CODE | FIELD NAME | FORMAT |
Programme information section | ||
IVAS1 | Unique Identifier — ABCP Programme | {ALPHANUM-28} |
IVAS2 | Data Cut-Off Date | {DATEFORMAT} |
IVAS3 | Reporting Entity Name | {ALPHANUM-100} |
IVAS4 | Reporting Entity Contact Person | {ALPHANUM-256} |
IVAS5 | Reporting Entity Contact Telephone | {TELEPHONE} |
IVAS6 | Reporting Entity Contact Emails | {ALPHANUM-256} |
IVAS7 | Trigger Measurements/Ratios | {Y/N} |
IVAS8 | Non-Compliant Exposures | {MONETARY} |
IVAS9 | Weighted Average Life | {INTEGER-9999} |
IVAS10 | Risk Retention Method | {LIST} |
IVAS11 | Risk Retention Holder | {LIST} |
Transaction information section | ||
IVAN1 | Unique Identifier — ABCP Programme | {ALPHANUM-28} |
IVAN2 | Unique Identifier — ABCP Transaction | {ALPHANUM-36} |
IVAN3 | Data Cut-Off Date | {DATEFORMAT} |
IVAN4 | NACE Industry Code | {NACE} |
IVAN5 | Risk Retention Method | {LIST} |
IVAN6 | Risk Retention Holder | {LIST} |
IVAN7 | Weighted Average Life | {INTEGER-9999} |
Tests/Events/Triggers information section | ||
IVAR1 | Unique Identifier — ABCP Transaction | {ALPHANUM-36} |
IVAR2 | Original Test/Event/Trigger Identifier | {ALPHANUM-1000} |
IVAR3 | New Test/Event/Trigger Identifier | {ALPHANUM-1000} |
IVAR4 | Description | {ALPHANUM-100000} |
IVAR5 | Status | {Y/N} |
IVAR6 | Consequence for Breach | {LIST} |