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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

ANNEX II

Underlying exposures template – Commercial real estate (CRE)

FIELD CODE

FIELD NAME

FORMAT

Underlying exposures information section

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

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}