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 ABCP securitisations
FIELD CODE | FIELD NAME | BOX TO COMPLETE | FIELD FORMAT |
STSAT0 | First contact point | {ALPHANUM-1000} | |
STSAT1 | Instrument identification code | {ISIN} | |
STSAT2 | LEI of the originator or sponsor or original lender | {LEI} | |
STSAT3 | Notification identifier | {ALPHANUM-100} | |
▼M1 | |||
STSAT4 | Unique identifier | {ALPHANUM-1000} | |
▼B | |||
STSAT5 | Prospectus Identifier | {ALPHANUM-100} | |
STSAT6 | Securitisation repository | {ALPHANUM-1000} | |
STSAT7 | Securitisation Name | {ALPHANUM-100} | |
STSAT8 | Place of establishment | {ALPHANUM-1000} | |
STSAT9 | Securitisation Type | {LIST} | |
STSAT10 | Underlying Exposures Type | {LIST} | |
STSAT11 | Issue date | {DATEFORMAT} | |
STSAT12 | Notification Date | {DATEFORMAT} | |
STSAT13 | Authorised third party | {ALPHANUM-100} | |
STSAT14 | Authorised third party (name and country of establishment) | {ALPHANUM-1000} {COUNTRYCODE_2} | |
STSAT15 | Competent authority which has authorised the third party | {ALPHANUM-100} | |
STSAT16 | STS status | {ALPHANUM-1000} | |
▼M1 | |||
STSAT17 | Originator (or original lender) is a credit institution | {Y/N} | |
▼B | |||
STSAT18 | Confirmation of credit-granting criteria | {ALPHANUM-1000} | |
STSAT19 | Declaration that credit-granting criteria are subject to supervision | {ALPHANUM-1000} | |
STSAT20 | Underlying exposures acquired by true sale | {ALPHANUM-10000} | |
▼M1 | |||
STSAT21 | Subject to severe clawback | {ALPHANUM-10000} | |
STSAT22 | Exemption for clawback provisions in national insolvency laws | {ALPHANUM-10000} | |
▼B | |||
STSAT23 | Transfer where the seller is not the original lender | {ALPHANUM-1000} | |
STSAT24 | Transfer performed by means of an assignment and perfected at a later stage | {ALPHANUM-10000} | |
STSAT25 | Representations and warranties | {ALPHANUM-10000} | |
STSAT26 | Criteria for active Portfolio Management | {ALPHANUM-10000} | |
STSAT27 | No re-securitisation | {ALPHANUM-1000} | |
STSAT28 | Transferred underlying exposures without defaulted exposures | {ALPHANUM} | |
STSAT29 | At least one payment made at the time of transfer | {ALPHANUM-1000} | |
STSAT30 | Repayment of the holders/sale of assets. | {ALPHANUM} | |
STSAT31 | Mitigation of Interest rates (IR) and currency risks (FX) Risks | {ALPHANUM-10000} | |
STSAT32 | Derivatives Purchased/Sold by SSPE | {ALPHANUM-10000} | |
STSAT33 | Derivatives in Underlying Exposures | {ALPHANUM-10000} | |
STSAT34 | Derivatives using common standards | {ALPHANUM-10000} | |
STSAT35 | Clear and consistent definitions relating to the treatment of problem loans | {ALPHANUM-1000} | |
STSAT36 | Priority of Payments and triggers events | {ALPHANUM-1000} | |
STSAT37 | Historical Default and Loss Performance Data | {ALPHANUM-1000} | |
STSAT38 | Homogeneity of assets | {ALPHANUM} | |
STSAT39 | Underlying Exposure Obligations | {ALPHANUM-1000} | |
STSAT40 | Underlying Exposure Obligations | {ALPHANUM-1000} | |
STSAT41 | Referenced interest payments based on generally used interest rates | {ALPHANUM-10000} | |
STSAT42 | No trapping of cash flow following enforcement or acceleration notice | {ALPHANUM-10000} | |
STSAT43 | No trapping of cash/enforcement or acceleration | {ALPHANUM-1000} | |
STSAT44 | Principal receipts shall be passed to investors | {ALPHANUM-1000} | |
STSAT45 | No provisions shall require automatic liquidation of the underlying exposures at market value | {ALPHANUM-1000} | |
STSAT46 | Soundness of the underwriting standards | {ALPHANUM} | |
STSAT47 | Seller Expertise | {ALPHANUM} | |
STSAT48 | Revolving ABCP transaction/credit quality trigger. | {ALPHANUM} | |
STSAT49 | Securitisation Participant Duties | {ALPHANUM-1000} | |
STSAT50 | Servicing Continuity Provisions | {ALPHANUM-1000} | |
STSAT51 | Derivative counterparty and account bank continuity provisions | {ALPHANUM-1000} | |
STSAT52 | Sponsor Robustness | {ALPHANUM-1000} | |