ANNEX III

{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}