ANNEX II
Underlying exposures template – Commercial real estate (CRE)
FIELD CODE |
FIELD NAME |
FORMAT |
Underlying exposures information section |
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RREL1 |
Unique Identifier |
{ALPHANUM-28} |
RREL2 |
Original Underlying Exposure Identifier |
{ALPHANUM-1000} |
RREL3 |
New Underlying Exposure Identifier |
{ALPHANUM-1000} |
RREL4 |
Original Obligor Identifier |
{ALPHANUM-1000} |
RREL5 |
New Obligor Identifier |
{ALPHANUM-1000} |
RREL6 |
Data Cut-Off Date |
{DATEFORMAT} |
RREL7 |
Pool Addition Date |
{DATEFORMAT} |
RREL8 |
Date Of Repurchase |
{DATEFORMAT} |
RREL9 |
Redemption Date |
{DATEFORMAT} |
RREL10 |
Resident |
{Y/N} |
RREL11 |
Geographic Region — Obligor |
{NUTS} |
RREL12 |
Geographic Region Classification |
{YEAR} |
RREL13 |
Employment Status |
{LIST} |
RREL14 |
Credit Impaired Obligor |
{Y/N} |
RREL15 |
Customer Type |
{LIST} |
RREL16 |
Primary Income |
{MONETARY} |
RREL17 |
Primary Income Type |
{LIST} |
RREL18 |
Primary Income Currency |
{CURRENCYCODE_3} |
RREL19 |
Primary Income Verification |
{LIST} |
RREL20 |
Secondary Income |
{MONETARY} |
RREL21 |
Secondary Income Verification |
{LIST} |
RREL22 |
Special Scheme |
{ALPHANUM-10000} |
RREL23 |
Origination Date |
{DATEFORMAT} |
RREL24 |
Maturity Date |
{DATEFORMAT} |
RREL25 |
Original Term |
{INTEGER-9999} |
RREL26 |
Origination Channel |
{LIST} |
RREL27 |
Purpose |
{LIST} |
RREL28 |
Currency Denomination |
{CURRENCYCODE_3} |
RREL29 |
Original Principal Balance |
{MONETARY} |
RREL30 |
Current Principal Balance |
{MONETARY} |
RREL31 |
Prior Principal Balances |
{MONETARY} |
RREL32 |
Pari Passu Underlying Exposures |
{MONETARY} |
RREL33 |
Total Credit Limit |
{MONETARY} |
RREL34 |
Purchase Price |
{PERCENTAGE} |
RREL35 |
Amortisation Type |
{LIST} |
RREL36 |
Principal Grace Period End Date |
{DATEFORMAT} |
RREL37 |
Scheduled Principal Payment Frequency |
{LIST} |
RREL38 |
Scheduled Interest Payment Frequency |
{LIST} |
RREL39 |
Payment Due |
{MONETARY} |
RREL40 |
Debt To Income Ratio |
{PERCENTAGE} |
RREL41 |
Balloon Amount |
{MONETARY} |
RREL42 |
Interest Rate Type |
{LIST} |
RREL43 |
Current Interest Rate |
{PERCENTAGE} |
RREL44 |
Current Interest Rate Index |
{LIST} |
RREL45 |
Current Interest Rate Index Tenor |
{LIST} |
RREL46 |
Current Interest Rate Margin |
{PERCENTAGE} |
RREL47 |
Interest Rate Reset Interval |
{INTEGER-9999} |
RREL48 |
Interest Rate Cap |
{PERCENTAGE} |
RREL49 |
Interest Rate Floor |
{PERCENTAGE} |
RREL50 |
Revision Margin 1 |
{PERCENTAGE} |
RREL51 |
Interest Revision Date 1 |
{DATEFORMAT} |
RREL52 |
Revision Margin 2 |
{PERCENTAGE} |
RREL53 |
Interest Revision Date 2 |
{DATEFORMAT} |
RREL54 |
Revision Margin 3 |
{PERCENTAGE} |
RREL55 |
Interest Revision Date 3 |
{DATEFORMAT} |
RREL56 |
Revised Interest Rate Index |
{LIST} |
RREL57 |
Revised Interest Rate Index Tenor |
{LIST} |
RREL58 |
Number Of Payments Before Securitisation |
{INTEGER-9999} |
RREL59 |
Percentage Of Prepayments Allowed Per Year |
{PERCENTAGE} |
RREL60 |
Prepayment Lock-Out End Date |
{DATEFORMAT} |
RREL61 |
Prepayment Fee |
{MONETARY} |
RREL62 |
Prepayment Fee End Date |
{DATEFORMAT} |
RREL63 |
Prepayment Date |
{DATEFORMAT} |
RREL64 |
Cumulative Prepayments |
{MONETARY} |
RREL65 |
Date Of Restructuring |
{DATEFORMAT} |
RREL66 |
Date Last In Arrears |
{DATEFORMAT} |
RREL67 |
Arrears Balance |
{MONETARY} |
RREL68 |
Number Of Days In Arrears |
{INTEGER-9999} |
RREL69 |
Account Status |
{LIST} |
RREL70 |
Reason for Default or Foreclosure |
{LIST} |
RREL71 |
Default Amount |
{MONETARY} |
RREL72 |
Default Date |
{DATEFORMAT} |
RREL73 |
Allocated Losses |
{MONETARY} |
RREL74 |
Cumulative Recoveries |
{MONETARY} |
RREL75 |
Litigation |
{Y/N} |
RREL76 |
Recourse |
{Y/N} |
RREL77 |
Deposit Amount |
{MONETARY} |
RREL78 |
Insurance Or Investment Provider |
{ALPHANUM-1000} |
RREL79 |
Original Lender Name |
{ALPHANUM-100} |
RREL80 |
Original Lender Legal Entity Identifier |
{LEI} |
RREL81 |
Original Lender Establishment Country |
{COUNTRYCODE_2} |
RREL82 |
Originator Name |
{ALPHANUM-100} |
RREL83 |
Originator Legal Entity Identifier |
{LEI} |
RREL84 |
Originator Establishment Country |
{COUNTRYCODE_2} |
Collateral-level information section |
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RREC1 |
Unique Identifier |
{ALPHANUM-28} |
RREC2 |
Underlying Exposure Identifier |
{ALPHANUM-1000} |
RREC3 |
Original Collateral Identifier |
{ALPHANUM-1000} |
RREC4 |
New Collateral Identifier |
{ALPHANUM-1000} |
RREC5 |
Collateral Type |
{LIST} |
RREC6 |
Geographic Region — Collateral |
{NUTS} |
RREC7 |
Occupancy Type |
{LIST} |
RREC8 |
Lien |
{INTEGER-9999} |
RREC9 |
Property Type |
{LIST} |
RREC10 |
Energy Performance Certificate Value |
{LIST} |
RREC11 |
Energy Performance Certificate Provider Name |
{ALPHANUM-100} |
RREC12 |
Current Loan-To-Value |
{PERCENTAGE} |
RREC13 |
Current Valuation Amount |
{MONETARY} |
RREC14 |
Current Valuation Method |
{LIST} |
RREC15 |
Current Valuation Date |
{DATEFORMAT} |
RREC16 |
Original Loan-To-Value |
{PERCENTAGE} |
RREC17 |
Original Valuation Amount |
{MONETARY} |
RREC18 |
Original Valuation Method |
{LIST} |
RREC19 |
Original Valuation Date |
{DATEFORMAT} |
RREC20 |
Date Of Sale |
{DATEFORMAT} |
RREC21 |
Sale Price |
{MONETARY} |
RREC22 |
Collateral Currency |
{CURRENCYCODE_3} |
RREC23 |
Guarantor Type |
{LIST} |