ANNEX XIII
Investor report template – Asset backed commercial paper securitisation
FIELD CODE |
FIELD NAME |
FORMAT |
Programme information section |
||
IVAS1 |
Unique Identifier - ABCP Programme |
{ALPHANUM-28} |
IVAS2 |
Data Cut-Off Date |
{DATEFORMAT} |
IVAS3 |
Reporting Entity Name |
{ALPHANUM-100} |
IVAS4 |
Reporting Entity Contact Person |
{ALPHANUM-256} |
IVAS5 |
Reporting Entity Contact Telephone |
{TELEPHONE} |
IVAS6 |
Reporting Entity Contact Emails |
{ALPHANUM-256} |
IVAS7 |
Trigger Measurements/Ratios |
{Y/N} |
IVAS8 |
Non-Compliant Exposures |
{MONETARY} |
IVAS9 |
Weighted Average Life |
{INTEGER-9999} |
IVAS10 |
Risk Retention Method |
{LIST} |
IVAS11 |
Risk Retention Holder |
{LIST} |
Transaction information section |
||
IVAN1 |
Unique Identifier - ABCP Programme |
{ALPHANUM-28} |
IVAN2 |
Unique Identifier -€” ABCP Transaction |
{ALPHANUM-36} |
IVAN3 |
Data Cut-Off Date |
{DATEFORMAT} |
IVAN4 |
SIC Industry Code |
{SIC} |
IVAN5 |
Risk Retention Method |
{LIST} |
IVAN6 |
Risk Retention Holder |
{LIST} |
IVAN7 |
Weighted Average Life |
{INTEGER-9999} |
Tests/Events/Triggers information section |
||
IVAR1 |
Unique Identifier -€” ABCP Transaction |
{ALPHANUM-36} |
IVAR2 |
Original Test/Event/Trigger Identifier |
{ALPHANUM-1000} |
IVAR3 |
New Test/Event/Trigger Identifier |
{ALPHANUM-1000} |
IVAR4 |
Description |
{ALPHANUM-100000} |
IVAR5 |
Status |
{Y/N} |
IVAR6 |
Consequence for Breach |
{LIST} |