ANNEX II

{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}