ANNEX I
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 Identifieridentifier | | {ALPHANUM-100}{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) notis a EU 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 | NoSubject to severe clawback | | {ALPHANUM-10000}
STSS22 | Exemption for clawback provisions in national insolvency laws | | {ALPHANUM-1000}{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}