Field formats to be applied to the STS notification form
SYMBOL | DATA TYPE | DEFINITION |
{ALPHANUM-n} | Up to n alphanumeric characters | Free text field. Should be entered in ASCII format (no accented characters). |
{COUNTRYCODE_2} | 2 alphanumeric characters | 2 letter country code, as defined by ISO 3166-1 alpha-2 country code. Should be entered in ASCII format (no accented characters). |
{CURRENCYCODE_3} | 3 alphanumeric characters | 3 letter currency code, as defined by ISO 4217 currency codes. Should be entered in ASCII format (no accented characters). |
{DATEFORMAT} | ISO 8601 date format | Dates shall be formatted by the following format: YYYY-MM-DD |
{Y/N} | 1 alphanumeric character | ‘true’- Y’false’ – N |
{ISIN} | 12 alphanumeric characters | ISIN code, as defined in ISO 6166 |
{LEI} | 20 alphanumeric characters | Legal entity identifier, as defined in ISO 17442 |
STS notification form for non-ABCP securitisations
FIELD CODE | FIELD NAME | BOX TO COMPLETE | FIELD FORMAT |
STSS0 | First contact point | {ALPHANUM-1000} | |
STSS1 | Instrument identification code | {ISIN} | |
STSS2 | LEI of the originator or sponsor or original lender | {LEI} | |
STSS3 | Notification identifier | {ALPHANUM-100} | |
▼M1 | |||
STSS4 | Unique identifier | {ALPHANUM-1000} | |
▼B | |||
STSS5 | Prospectus Identifier | {ALPHANUM-100} | |
STSS6 | Securitisation repository | {ALPHANUM-1000} | |
STSS7 | Securitisation Name | {ALPHANUM-100} | |
STSS8 | Country of establishment | {COUNTRYCODE_2} | |
STSS9 | Securitisation classification | {LIST} | |
STSS10 | Underlying Exposures Type | {LIST} | |
STSS11 | Issue date | {DATEFORMAT} | |
STSS12 | Notification Date | {DATEFORMAT} | |
STSS13 | Authorised third party | {ALPHANUM-100} | |
STSS14 | Authorised third party (name and country of establishment) | {ALPHANUM-1000} {COUNTRYCODE_2} | |
STSS15 | Competent authority which has authorised the third party | {ALPHANUM-100} | |
STSS16 | STS status | {ALPHANUM-1000} | |
▼M1 | |||
STSS17 | Originator (or original lender) is a credit institution | {Y/N} | |
▼B | |||
STSS18 | Confirmation of credit-granting criteria | {ALPHANUM-1000} | |
STSS19 | Declaration that credit-granting criteria are subject to supervision | {ALPHANUM-1000} | |
STSS20 | Underlying exposures acquired by true sale | {ALPHANUM-10000} | |
▼M1 | |||
STSS21 | Subject to severe clawback | {ALPHANUM-10000} | |
STSS22 | Exemption for clawback provisions in national insolvency laws | {ALPHANUM-10000} | |
▼B | |||
STSS23 | Transfer where the seller is not the original lender | {ALPHANUM-1000} | |
STSS24 | Transfer performed by means of an assignment and perfected at a later stage | {ALPHANUM-10000} | |
STSS25 | Representations and warranties | {ALPHANUM-10000} | |
STSS26 | Criteria for active Portfolio Management | {ALPHANUM-10000} | |
STSS27 | Homogeneity of assets | {ALPHANUM} | |
STSS28 | Underlying Exposure Obligations/no re-securitisation | {ALPHANUM-1000} | |
STSS29 | Soundness of the underwriting standard | {ALPHANUM} | |
STSS30 | Originator/Lender Expertise | {ALPHANUM} | |
STSS31 | Defaulted Assets | {ALPHANUM} | |
STSS32 | At least one payment at the time of transfer | {ALPHANUM-1000} | |
STSS33 | Repayment of the holders/sale of assets. | {ALPHANUM} | |
STSS34 | Compliance with the risk retention requirements | {LIST} | |
STSS35 | Mitigation of Interest rates (IR) and currency risks (FX) Risks | {ALPHANUM-10000} | |
STSS36 | Derivatives Purchased/Sold by SSPE | {ALPHANUM-10000} | |
STSS37 | Derivatives using common standards | {ALPHANUM-10000} | |
STSS38 | Referenced interest payments based on generally used interest rates | {ALPHANUM-10000} | |
STSS39 | No trapping of cash following enforcement or acceleration notice | {ALPHANUM-10000} | |
STSS40 | No amount of cash shall be trapped | {ALPHANUM-1000} | |
STSS41 | Principal receipts shall be passed to investors | {ALPHANUM-1000} | |
STSS42 | Repayment shall not be reversed with regard to their seniority | {ALPHANUM-1000} | |
STSS43 | No provisions shall require automatic liquidation of the underlying exposures at market value | {ALPHANUM-1000} | |
STSS44 | Securitisations featuring non-sequential priority of payments | {ALPHANUM-1000} | |
STSS45 | Revolving securitisation with early amortisation events for termination of revolving period based on prescribed triggers | {ALPHANUM-10000} | |
STSS46 | Deterioration in the credit quality of the underlying exposures | {ALPHANUM-10000} | |
STSS47 | Occurrence of an insolvency-related event of the originator or servicer | {ALPHANUM-10000} | |
STSS48 | Value of the underlying exposures held by the SSPE falls below a pre-determined threshold | {ALPHANUM-10000} | |
STSS49 | Failure to generate sufficient new underlying exposures meeting pre-determined credit quality (trigger for termination of the revolving period) | {ALPHANUM-10000} | |
STSS50 | Information regarding contractual obligations of the servicer, trustee and other ancillary service providers | {ALPHANUM-1000} | |
STSS51 | Servicing Continuity Provisions | {ALPHANUM-1000} | |
STSS52 | Derivative Counterparties Continuity Provisions | {ALPHANUM-1000} | |
STSS53 | Liquidity providers and account bank continuity provisions | {ALPHANUM-1000} | |
STSS54 | Required expertise from the servicer & policies & adequate procedures & risk management controls in place | {ALPHANUM} | |
STSS55 | Clear & consistent definitions (problem loans) | {ALPHANUM-1000} | |
STSS56 | Priorities of payment and triggers events | {ALPHANUM-1000} | |
STSS57 | Timely resolution of conflicts between classes of investors and responsibilities of trustees | {ALPHANUM-1000} | |
STSS58 | Historical Default and Loss Performance Data | {ALPHANUM-1000} | |
STSS59 | Sample of the underlying exposures subject to external verifications | {ALPHANUM-1000} | |
STSS60 | Availability of a liability cash flow model to potential investors | {ALPHANUM-1000} | |
STSS61 | Environmental performance/residential loans or car loans or leases | {ALPHANUM-10000} | |
STSS62 | Originator and sponsor responsible for compliance with Article 7 of Regulation (EU) 2017/2402 | {ALPHANUM-1000} | |