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 on-balance-sheet securitisations
FIELD CODE | FIELD NAME | BOX TO COMPLETE | FIELD FORMAT |
STSSY 1 | First contact point | {LEI} | |
STSSY 2 | Notification date | {DATEFORMAT} | |
STSSY 3 | Instrument identification code | {ISIN} | |
STSSY 4 | Legal Entity Identifier (LEI) | {LEI} | |
STSSY 5 | Protection seller | {ALPHANUM-100} | |
STSSY 6 | Notification identifier | {ALPHANUM-100} | |
STSSY 7 | Unique identifier | {ALPHANUM-1000} | |
STSSY 8 | Securitisation Repository | {ALPHANUM-100} | |
STSSY 9 | Country of establishment | {COUNTRYCODE_2} | |
STSSY 10 | Synthetic securitisation classification | {LIST} | |
STSSY 11 | Synthetic securitisation with unfunded credit protection | {LIST} | |
STSSY 12 | Credit Protection Agreement used | {LIST} | |
STSSY 13 | Underlying exposures classification | {LIST} | |
STSSY 14 | Issue date | {DATEFORMAT} | |
STSSY 15 | Authorised Third party verifier – statement | {ALPHANUM-100} | |
STSSY 16 | Authorised Third party verifier – country of establishment | {COUNTRYCODE_2} | |
STSSY 17 | Authorised Third party verifier – competent authority | {ALPHANUM-100} | |
STSSY 18 | STS status | {ALPHANUM-1000} | |
STSSY 19 | The originator is a supervised entity in the Union | {ALPHANUM-1000} | |
STSSY 20 | Originator applying the purchased third party’s exposures policies | {ALPHANUM-10000} | |
STSSY 21 | Underlying exposures’ origination | {ALPHANUM-10000} | |
STSSY 22 | Assets held on originator’s balance sheet at transaction closing | {ALPHANUM-1000} | |
STSSY 23 | Group category | {ALPHANUM-1000} | |
STSSY 24 | No further hedging of originator’s exposure | {ALPHANUM-1000} | |
STSSY 25 | Credit protection agreement meeting Article 249 of Regulation (EU) No 575/2013 | {ALPHANUM-1000} | |
STSSY 26 | Credit protection agreement meeting other credit mitigation rules | {ALPHANUM-10000} | |
STSSY27 | Representations and warranties – Legal title to the underlying exposures | {ALPHANUM-10000} | |
STSSY28 | Representations and warranties – Originator keeps the credit risk of the underlying assets | {ALPHANUM-10000} | |
STSSY29 | Representations and warranties – Exposure compliance with eligibility criteria | {ALPHANUM-10000} | |
STSSY30 | Representations and warranties – Legal and enforceable obligation to the obligor | {ALPHANUM-10000} | |
STSSY31 | Representations and warranties – Underwriting criteria | {ALPHANUM-10000} | |
STSSY32 | Representations and warranties – No obligors in material breach or default | {ALPHANUM-10000} | |
STSSY33 | Representations and warranties – No false information in transaction documentation | {ALPHANUM-10000} | |
STSSY34 | Representations and warranties – Enforceability or collectability of the underlying exposures | {ALPHANUM-10000} | |
STSSY35 | Eligibility criteria which do not allow for active portfolio management of the underlying exposures on a discretionary basis | {ALPHANUM-10000} | |
STSSY36 | Exemption to the prohibition of active portfolio management | {ALPHANUM-10000} | |
STSSY37 | Exposure added after the closing date of the transaction meeting eligibility criteria | {ALPHANUM-10000} | |
STSSY 38 | Fully repaid exposure | {ALPHANUM-10000} | |
STSSY 39 | Underlying exposures disposed of | {ALPHANUM-10000} | |
STSSY 40 | Not credit driven amendment | {ALPHANUM-10000} | |
STSSY 41 | Eligibility criteria not met | {ALPHANUM-10000} | |
STSSY 42 | Homogeneity of assets | {ALPHANUM} | |
STSSY 43 | Only one asset type | {ALPHANUM} | |
STSSY 44 | Obligations that are contractually binding and enforceable | {ALPHANUM-10000} | |
STSSY 45 | Defined periodic payment | {ALPHANUM} | |
STSSY 46 | Proceeds from the sale of assets | {ALPHANUM} | |
STSSY 47 | No transferable securities | {ALPHANUM} | |
STSSY 48 | No re-securitisation | {ALPHANUM-1000} | |
STSSY 49 | Underwriting standards disclosed to potential investors | {ALPHANUM-1000} | |
STSSY 50 | Full recourse to an obligor | {ALPHANUM-1000} | |
STSSY 51 | Underwriting standards – No third parties | {ALPHANUM-1000} | |
STSSY 52 | Underwriting standards – Residential loans | {ALPHANUM-1000} | |
STSSY 53 | Underwriting standards – Borrower assessment | {ALPHANUM-1000} | |
STSSY 54 | Originator or original lender expertise | {ALPHANUM-1000} | |
STSSY 55 | No exposures at default | {ALPHANUM-10000} | |
STSSY 56 | No adverse credit history | {ALPHANUM-10000} | |
STSSY 57 | Risk of non-payment is not higher than for non-securitisation exposures | {ALPHANUM-1000} | |
STSSY 58 | At least one payment made at the time of inclusion of the underlying assets | {ALPHANUM-1000} | |
STSSY 59 | Compliance with risk retention requirements | {ALPHANUM} | |
STSSY 60 | Mitigation of interest rates and currency risks | {ALPHANUM-1000} | |
STSSY 61 | Credit protection collateral and credit protection payment denominated in same currency | {ALPHANUM-1000} | |
STSSY 62 | SSPE’s liabilities equal or less than the SSPE’s income | {ALPHANUM-10000} | |
STSSY 63 | No derivatives used except for hedging interest or currency risks | {ALPHANUM-1000} | |
STSSY 64 | Using derivatives based on common standards | {ALPHANUM-10000} | |
STSSY 65 | Referenced interest payments based on generally used interest rates without complex formulae or derivatives | {ALPHANUM-10000} | |
STSSY 66 | Enforcement event without prejudice for investor’s enforcement action | {ALPHANUM-10000} | |
STSSY 67 | Enforcement of the credit protection agreement – No amount of cash shall be trapped in the SSPE | {ALPHANUM-10000} | |
STSSY 68 | Losses allocated in order of seniority | {ALPHANUM-10000} | |
STSSY 69 | Sequential amortisation | {ALPHANUM-10000} | |
STSSY 70 | Non-sequential priority of payments | {ALPHANUM-10000} | |
STSSY 71 | Performance-related triggers | {ALPHANUM} | |
STSSY 72 | Performance-related triggers | {ALPHANUM} | |
STSSY 73 | Performance-related triggers | {ALPHANUM} | |
STSSY 74 | Amount of collateral equal to the amount of tranches being amortised | {ALPHANUM-10000} | |
STSSY 75 | Credit event occurred and amount of credit protection available at any payment date. | {ALPHANUM-10000} | |
STSSY 76 | Early amortisation provisions or triggers – Credit quality | {ALPHANUM-10000} | |
STSSY 77 | Early amortisation provisions or triggers – Losses | {ALPHANUM-10000} | |
STSSY 78 | Early amortisation provisions or triggers – New exposures | {ALPHANUM-10000} | |
STSSY 79 | Contractual obligations, duties and responsibilities – Servicer | {ALPHANUM-10000} | |
STSSY 80 | Contractual obligations, duties and responsibilities – Trustee | {ALPHANUM-10000} | |
STSSY 81 | Contractual obligations, duties and responsibilities – Third-party verification agent | {ALPHANUM-10000} | |
STSSY 82 | Contractual obligations, duties and responsibilities – Default or insolvency | {ALPHANUM-10000} | |
STSSY 83 | Contractual obligations, duties and responsibilities – Servicing procedures | {ALPHANUM-10000} | |
STSSY 84 | Servicing standards | {ALPHANUM-10000} | |
STSSY 85 | Required expertise from the servicer | {ALPHANUM-1000} | |
STSSY 86 | Well documented and adequate policies, procedures and risk management controls in place | {ALPHANUM-1000} | |
STSSY 87 | Servicing procedures at least as stringent as the ones applied to similar not securitised exposures | {ALPHANUM-1000} | |
STSSY 88 | Reference register in place | {ALPHANUM} | |
STSSY 89 | Reference register – Content | {ALPHANUM-10000} | |
STSSY 90 | Timely resolution of conflicts between different classes of investors | {ALPHANUM-1000} | |
STSSY 91 | SSPE – Voting rights clearly defined | {ALPHANUM-1000} | |
STSSY 92 | Historical Default and Loss Performance Data | {ALPHANUM-1000} | |
STSSY 93 | Sample of the underlying exposures subject to external verification | {ALPHANUM-1000} | |
STSSY 94 | Availability of a liability cash flow model to potential investors | {ALPHANUM-1000} | |
STSSY 95 | Publication on environmental performance of underlying exposures consisting of residential loans or auto loans or leases | {ALPHANUM-10000} | |
STSSY 96 | Derogation from the requirement to publish environmental performance of underlying exposures consisting of residential loans or car loans or leases | {ALPHANUM-10000} | |
STSSY97 | Originator responsible for compliance with Article 7 of Regulation (EU) 2017/2402 | {ALPHANUM-1000} | |
STSSY 98 | Information on Article 7(1), point (a), of Regulation (EU) 2017/2402 available to potential investors | {ALPHANUM-1000} | |
STSSY 99 | Information on Article 7(1), points (b), (c) and (d) of Regulation (EU) 2017/2402 available to potential investors at least in draft or initial form | {ALPHANUM-1000} |