{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

STSS0

First contact point

{ALPHANUM-1000}

STSS1

Instrument identification code

{ISIN}

STSS2

LEI of the originator and sponsor and original lender

{LEI}

STSS3

Notification identifier

{ALPHANUM-100}

STSS4

Unique Identifier

{ALPHANUM-100}

STSS5

Prospectus Identifier

{ALPHANUM-100}

STSS6

Securitisation repository

{ALPHANUM-1000}

STSS7

Securitisation Name

{ALPHANUM-100}

STSS8

Country of establishment

{COUNTRYCODE_2}

STSS9

Securitisation classification

{LIST}

STSS10

Underlying Exposures Type

{LIST}

STSS11

Issue date

{DATEFORMAT}

STSS12

Notification Date

{DATEFORMAT}

STSS13

Authorised third party

{ALPHANUM-1000}

STSS14

Authorised third party (name and country of establishment)

{ALPHANUM-1000}

[deleted]

STSS16

STS status

{ALPHANUM-1000}

STSS17

Originator (or original lender) not a UK credit institution or a UK investment firm.

{Y/N}

STSS18

Confirmation of credit-granting criteria

{ALPHANUM-1000}

STSS19

Declaration that the credit-granting is subject to supervision

{ALPHANUM-1000}

STSS20

Underlying exposures acquired by true sale or assignment

{ALPHANUM-10000}

STSS21

No severe clawback

{ALPHANUM-10000}

STSS22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-1000}

STSS23

Transfer where the seller is not the original lender

{ALPHANUM-1000}

STSS24

Transfer performed by means of an assignment and perfected at a later stage

{ALPHANUM-10000}

STSS25

Representations and warranties

{ALPHANUM-10000}

STSS26

Criteria for active Portfolio Management

{ALPHANUM-10000}

STSS27

Homogeneity of assets

{ALPHANUM}

STSS28

Underlying Exposure Obligations/no re-securitisation

{ALPHANUM-1000}

STSS29

Soundness of the underwriting standard

{ALPHANUM}

STSS30

Originator/Lender expertise

{ALPHANUM}

STSS31

Transferred underlying exposures without exposures in default

{ALPHANUM}

STSS32

At least one payment at the time of transfer

{ALPHANUM-1000}

STSS33

Repayment of the holders/sale of assets.

{ALPHANUM}

STSS34

Compliance with the risk retention requirements

{LIST}

STSS35

Mitigation of interest rates (IR) and currency (FX) risks

{ALPHANUM-10000}

STSS36

Derivatives Purchased/Sold by SSPE

{ALPHANUM-10000}

STSS37

Derivatives using common standards

{ALPHANUM-10000}

STSS38

Referenced interest payments based on generally used interest rates

{ALPHANUM-10000}

STSS39

No trapping of cash following enforcement or acceleration notice

{ALPHANUM-10000}

STSS40

No amount of cash shall be trapped

{ALPHANUM-1000}

STSS41

Principal receipts shall be passed to investors

{ALPHANUM-1000}

STSS42

Repayment shall not be reversed with regard to their seniority

{ALPHANUM-1000}

STSS43

No provisions shall require automatic liquidation of the underlying exposures at market value

{ALPHANUM-1000}

STSS44

Securitisations featuring non-sequential priority of payments

{ALPHANUM-1000}

STSS45

Revolving securitisation with early amortisation events for termination of revolving period based on prescribed triggers

{ALPHANUM-10000}

STSS46

Deterioration in the credit quality of the underlying exposures

{ALPHANUM-10000}

STSS47

Occurrence of an insolvency-related event of the originator or servicer

{ALPHANUM-10000}

STSS48

Value of the underlying exposures held by the SSPE falls below a pre-determined threshold

{ALPHANUM-10000}

STSS49

Failure to generate sufficient new underlying exposures meeting pre-determined credit quality (trigger for termination of the revolving period)

{ALPHANUM-10000}

STSS50

Information regarding contractual obligations of the servicer, trustee and other ancillary service providers

{ALPHANUM-1000}

STSS51

Servicing continuity provisions

{ALPHANUM-1000}

STSS52

Derivative Counterparties continuity provisions

{ALPHANUM-1000}

STSS53

Liquidity providers and account bank continuity provisions

{ALPHANUM-1000}

STSS54

Required expertise from the servicer & policies & adequate procedures & risk management controls in place

{ALPHANUM}

STSS55

Clear & consistent definitions (problem loans)

{ALPHANUM-1000}

STSS56

Priorities of payment and triggers events

{ALPHANUM-1000}

STSS57

Timely resolution of conflicts between classes of investors and responsibilities of trustees

{ALPHANUM-1000}

STSS58

Historical default and loss performance data

{ALPHANUM-1000}

STSS59

Sample of the underlying exposures subject to external verifications

{ALPHANUM-1000}

STSS60

Availability of a liability cash flow model to potential investors

{ALPHANUM-1000}

STSS61

Publication on environmental performance of underlying exposures consisting of residential loans or car loans or leases

{ALPHANUM-10000}

STSS62

Originator and sponsor responsible for compliance with Article 7 of Regulation (EU) 2017/2402

{ALPHANUM-1000}

{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

STSAT0

First contact point

{ALPHANUM-1000}

STSAT1

Instrument identification code

{ISIN}

STSAT2

LEI of the originator and sponsor and original lender

{LEI}

STSAT3

Notification identifier

{ALPHANUM-100}

STSAT4

Unique Identifier

{ALPHANUM-100}

STSAT5

Prospectus Identifier

{ALPHANUM-100}

STSAT6

Securitisation repository

{ALPHANUM-1000}

STSAT7

Securitisation Name

{ALPHANUM-100}

STSAT8

Place of establishment

{COUNTRYCODE_2}

STSAT9

Securitisation Type

{LIST}

STSAT10

Underlying Exposures Type

{LIST}

STSAT11

Issue date

{DATEFORMAT}

STSAT12

Notification Date

{DATEFORMAT}

STSAT13

Authorised third party

{ALPHANUM-1000}

STSAT14

Authorised third party (name)

{ALPHANUM-1000}

[deleted]

STSAT16

STS status

{ALPHANUM-1000}

STSAT17

Originator (or original lender) not a UK credit institution or a UK investment firm

{Y/N}

STSAT18

Confirmation of credit-granting criteria

{ALPHANUM-1000}

STSAT19

Declaration that credit-granting is subject to supervision

{ALPHANUM-1000}

STSAT20

Underlying exposures acquired by true sale

{ALPHANUM-10000}

STSAT21

No severe clawback

{ALPHANUM-10000}

STSAT22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-1000}

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 (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 following 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}

{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

STSAP0

First contact point

{ALPHANUM-1000}

STSAP1

Instrument identification code

{ISIN}

STSAP2

LEI of the sponsor

{LEI}

STSAP3

Notification identifier

{ALPHANUM-100}

STSAP4

Unique Identifier

{ALPHANUM-100}

STSAP5

Prospectus Identifier

{ALPHANUM-100}

STSAP6

Securitisation repository

{ALPHANUM-1000}

STSAP7

ABCP programme name

{ALPHANUM-100}

STSAP8

Country of establishment

{Y/N}

STSAP9

Instrument classification

{LIST}

STSAP10

Issue date

{DATEFORMAT}

STSAP11

Notification date

{DATEFORMAT}

STSAP12

Authorised third party

{ALPHANUM-100}

STSAP13

Authorised third party (name)

{ALPHANUM-1000}

[deleted]

{ALPHANUM-100}

STSAP15

STS status

{ALPHANUM-1000}

STSAP16

Sponsor to be supervised UK credit institution

{ALPHANUM-1000}

STSAP17

Sponsor Support as liquidity provider

{ALPHANUM-1000}

STSAP18

Demonstration to the PRA

{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 facility, where funding commitments of the liquidity facility are not renewed by the sponsor

{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}