ANNEX II
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 Identifieridentifier | | {ALPHANUM-100}{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) notis a EU 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 | NoSubject to severe clawback | | {ALPHANUM-10000}
STSAT22 | Exemption for clawback provisions in national insolvency laws | | {ALPHANUM-1000}{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}