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 Programme
FIELD CODE | FIELD NAME | BOX TO COMPLETE | FIELD FORMAT |
STSAP0 | First contact point | {ALPHANUM-1000} | |
STSAP1 | Instrument identification code | {ISIN} | |
STSAP2 | LEI of the sponsor | {LEI} | |
STSAP3 | Notification identifier | {ALPHANUM-100} | |
▼M1 | |||
STSAP4 | Unique identifier | {ALPHANUM-1000} | |
▼B | |||
STSAP5 | Prospectus Identifier | {ALPHANUM-100} | |
STSAP6 | Securitisation repository | {ALPHANUM-1000} | |
STSAP7 | ABCP programme name | {ALPHANUM-100} | |
STSAP8 | Country of establishment | {ALPHANUM-1000} | |
STSAP9 | Instrument classification | {LIST} | |
STSAP10 | Issue date | {DATEFORMAT} | |
STSAP11 | Notification date | {DATEFORMAT} | |
STSAP12 | Authorised third party | {ALPHANUM-100} | |
STSAP13 | Authorised third party (name and country of establishment) | {ALPHANUM-1000} {COUNTRYCODE_2} | |
STSAP14 | Competent authority which has authorised the third party | {ALPHANUM-100} | |
STSAP15 | STS status | {ALPHANUM-1000} | |
STSAP16 | Sponsor to be supervised credit institution | {ALPHANUM-1000} | |
STSAP17 | Sponsor Support as liquidity provider | {ALPHANUM-1000} | |
STSAP18 | Demonstration to credit institution’s competent authority | {ALPHANUM-1000} | |
STSAP19 | Compliance with sponsor’s due diligence requirements | {ALPHANUM-1000} | |
STSAP20 | Compliance with the risk retention requirements (transaction level/programme level) | {LIST} | |
STSAP21 | Compliance at ABCP programme level with Article 7 of Regulation (EU) 2017/2402 | {ALPHANUM-1000} | |
STSAP22 | Drawn down of liquidity where liquidity facility are not renewed | {ALPHANUM-10000} | |
STSAP23 | Compliance of ABCP transactions within an ABCP programme with Article 24(1) to (8) and (12) to (20) of Regulation (EU) 2017/2402 | {ALPHANUM-1000} | |
STSAP24 | Maximum of 5 % of the aggregate amount of the underlying exposures being temporally non-compliant | {ALPHANUM} | |
STSAP25 | Remaining weighted of the average life (WAL) not more than two years | {ALPHANUM-1000} | |
STSAP26 | Fully supported ABCP Programme (Sponsor Support) | {ALPHANUM-10000} | |
STSAP27 | No re-securitisation and no credit enhancement establishing a second layer of tranching at the ABCP programme level | {ALPHANUM-1000} | |
STSAP28 | No call options | {ALPHANUM-1000} | |
STSAP29 | Interest rate and currency risks at ABCP programme appropriately mitigated and documented | {ALPHANUM} | |
STSAP30 | Requirements for ABCP programme documentation (responsibilities of the trustee to investors) | {ALPHANUM-1000} | |
STSAP31 | Requirements for the ABCP programme documentation (contractual obligations of the sponsor) | {ALPHANUM-1000} | |
STSAP32 | Requirements for the ABCP programme documentation (process & responsibilities in case of defaulted servicer) | {ALPHANUM-1000} | |
STSAP33 | Requirements for the ABCP programme documentation (provisions for replacement of derivatives counterparties and the account bank) | {ALPHANUM-1000} | |
STSAP34 | Requirements for the ABCP programme documentation (procedures to ensure collateralisation of the funding commitment) | {ALPHANUM-1000} | |
STSAP35 | Requirements for the ABCP programme documentation (liquidity facility & maturing securities to be repaid where the sponsor does not renew the funding commitment of the liquidity facility before its expiry) | {ALPHANUM-1000} | |
STSAP36 | Servicer Expertise | {ALPHANUM} | |