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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.

You are viewing the version of the document as on 2021-01-01.

ANNEX III

Underlying exposures template – Corporate

FIELD CODE

FIELD NAME

FORMAT

Underlying exposures information section

CREL1

Unique Identifier

{ALPHANUM-28}

CREL2

Original Obligor Identifier

{ALPHANUM-1000}

CREL3

New Obligor Identifier

{ALPHANUM-1000}

CREL4

Original Underlying Exposure Identifier

{ALPHANUM-1000}

CREL5

New Underlying Exposure Identifier

{ALPHANUM-1000}

CREL6

Data Cut-Off Date

{DATEFORMAT}

CREL7

Pool Addition Date

{DATEFORMAT}

CREL8

Date Of Restructuring

{DATEFORMAT}

CREL9

Date Of Repurchase

{DATEFORMAT}

CREL10

Date Of Substitution

{DATEFORMAT}

CREL11

Redemption Date

{DATEFORMAT}

CREL12

Geographic Region - Obligor

{NUTS}

CREL13

Geographic Region Classification

{YEAR}

CREL14

Special Scheme

{ALPHANUM-10000}

CREL15

Origination Date

{DATEFORMAT}

CREL16

Start Date Of Amortisation

{DATEFORMAT}

CREL17

Maturity Date At Securitisation Date

{DATEFORMAT}

CREL18

Maturity Date

{DATEFORMAT}

CREL19

Original Term

{INTEGER-9999}

CREL20

Duration Of Extension Option

{INTEGER-9999}

CREL21

Nature Of Extension Option

{LIST}

CREL22

Currency Denomination

{CURRENCYCODE_3}

CREL23

Current Principal Balance

{MONETARY}

CREL24

Original Principal Balance

{MONETARY}

CREL25

Original Principal Balance At Securitisation Date

{MONETARY}

CREL26

Committed Undrawn Facility Underlying Exposure Balance

{MONETARY}

CREL27

Total Other Amounts Outstanding

{MONETARY}

CREL28

Purchase Price

{PERCENTAGE}

CREL29

Latest Utilisation Date

{DATEFORMAT}

CREL30

Purpose

{LIST}

CREL31

Structure

{LIST}

CREL32

Waterfall A-B Pre Enforcement Scheduled Interest Payments

{LIST}

CREL33

Waterfall A-B Pre Enforcement Scheduled Principal Payments

{LIST}

CREL34

Principal Payment Allocation To Senior Loan

{PERCENTAGE}

CREL35

Waterfall Type

{LIST}

CREL36

Defaulted Underlying Exposure Purchase Price

{PERCENTAGE}

CREL37

Cure Payments Possible?

{LIST}

CREL38

Restrictions On Sale Of Subordinated Loan?

{Y/N}

CREL39

Subordinated Loan Holder Affiliated To Obligor?

{Y/N}

CREL40

Subordinated Loan Holder Control Of Workout Process

{Y/N}

CREL41

Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure?

{Y/N}

CREL42

Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property?

{Y/N}

CREL43

Noteholder Consent

{Y/N}

CREL44

Noteholder Meeting Scheduled

{DATEFORMAT}

CREL45

Syndicated

{Y/N}

CREL46

Participation Of SSPE

{LIST}

CREL47

Consequence For Breach Of Financial Covenant

{LIST}

CREL48

Financial Information Non-Submission Penalties

{Y/N}

CREL49

Recourse

{Y/N}

CREL50

Recourse - 3rd Party

{Y/N}

CREL51

Servicing Standard

{Y/N}

CREL52

Amounts Held In Escrow

{MONETARY}

CREL53

Collection Of Escrows

{Y/N}

CREL54

Collection Of Other Reserves

{Y/N}

CREL55

Trigger For Escrow To Be Held

{LIST}

CREL56

Target Escrow Amounts/Reserves

{MONETARY}

CREL57

Escrow Account Release Conditions

{ALPHANUM-1000}

CREL58

Conditions Of Drawing Cash Reserve

{LIST}

CREL59

Escrow Account Currency

{CURRENCYCODE_3}

CREL60

Escrow Payments Currency

{CURRENCYCODE_3}

CREL61

Total Reserve Balance

{MONETARY}

CREL62

Reserve Balance Currency

{CURRENCYCODE_3}

CREL63

Escrow Trigger Event Occurred

{Y/N}

CREL64

Amounts Added To Escrows In Current Period

{MONETARY}

CREL65

Revenue

{MONETARY}

CREL66

Operating Expenses At Securitisation Date

{MONETARY}

CREL67

Capital Expenditures At Securitisation Date

{MONETARY}

CREL68

Financial Statement Currency

{CURRENCYCODE_3}

CREL69

Obligor Reporting Breach

{Y/N}

CREL70

Debt Service Coverage Ratio Method

{LIST}

CREL71

Debt Service Coverage Ratio Indicator At Securitisation Date

{LIST}

CREL72

Most Recent Debt Service Coverage Ratio Indicator

{LIST}

CREL73

Debt Service Coverage Ratio At The Securitisation Date

{PERCENTAGE}

CREL74

Current Debt Service Coverage Ratio

{PERCENTAGE}

CREL75

Original Loan-To-Value

{PERCENTAGE}

CREL76

Current Loan-To-Value

{PERCENTAGE}

CREL77

Interest Coverage Ratio At The Securitisation Date

{PERCENTAGE}

CREL78

Current Interest Coverage Ratio

{PERCENTAGE}

CREL79

Interest Coverage Ratio Method

{LIST}

CREL80

Number Of Properties At Securitisation Date

{INTEGER-9999}

CREL81

Number Of Properties At Data Cut-Off Date

{INTEGER-9999}

CREL82

Properties Collateralised To The Underlying Exposure

{ALPHANUM-1000}

CREL83

Property Portfolio Value At Securitisation Date

{MONETARY}

CREL84

Property Portfolio Valuation Currency At Securitisation Date

{CURRENCYCODE_3}

CREL85

Status Of Properties

{LIST}

CREL86

Valuation Date At Securitisation Date

{DATEFORMAT}

CREL87

Amortisation Type

{LIST}

CREL88

Principal Grace Period End Date

{DATEFORMAT}

CREL89

Grace Days Allowed

{INTEGER-9999}

CREL90

Scheduled Principal Payment Frequency

{LIST}

CREL91

Scheduled Interest Payment Frequency

{LIST}

CREL92

Number Of Payments Before Securitisation

{INTEGER-9999}

CREL93

Prepayment Terms Description

{ALPHANUM-100}

CREL94

Prepayment Lock-Out End Date

{DATEFORMAT}

CREL95

Yield Maintenance End Date

{DATEFORMAT}

CREL96

Prepayment Fee

{MONETARY}

CREL97

Prepayment Fee End Date

{DATEFORMAT}

CREL98

Unscheduled Principal Collections

{MONETARY}

CREL99

Liquidation/Prepayment Date

{DATEFORMAT}

CREL100

Liquidation/Prepayment Code

{LIST}

CREL101

Prepayment Interest Excess/Shortfall

{MONETARY}

CREL102

Payment Date

{DATEFORMAT}

CREL103

Next Payment Adjustment Date

{DATEFORMAT}

CREL104

Next Payment Date

{DATEFORMAT}

CREL105

Payment Due

{MONETARY}

CREL106

Original Interest Rate

{PERCENTAGE}

CREL107

Interest Rate At The Securitisation Date

{PERCENTAGE}

CREL108

First Payment Adjustment Date

{DATEFORMAT}

CREL109

Interest Rate Type

{LIST}

CREL110

Current Interest Rate

{PERCENTAGE}

CREL111

Current Interest Rate Index

{LIST}

CREL112

Current Interest Rate Index Tenor

{LIST}

CREL113

Current Interest Rate Margin

{PERCENTAGE}

CREL114

Interest Rate Reset Interval

{INTEGER-9999}

CREL115

Current Index Rate

{PERCENTAGE}

CREL116

Index Determination Date

{DATEFORMAT}

CREL117

Rounding Increment

{PERCENTAGE}

CREL118

Interest Rate Cap

{PERCENTAGE}

CREL119

Interest Rate Floor

{PERCENTAGE}

CREL120

Current Default Interest Rate

{PERCENTAGE}

CREL121

Accrual Of Interest Allowed

{Y/N}

CREL122

Day Count Convention

{LIST}

CREL123

Total Scheduled Principal & Interest Due

{MONETARY}

CREL124

Total Scheduled Principal & Interest Paid

{MONETARY}

CREL125

Negative Amortisation

{MONETARY}

CREL126

Deferred Interest

{MONETARY}

CREL127

Total Shortfalls In Principal & Interest Outstanding

{MONETARY}

CREL128

Date Last In Arrears

{DATEFORMAT}

CREL129

Arrears Balance

{MONETARY}

CREL130

Number Of Days In Arrears

{INTEGER-9999}

CREL131

Reason for Default or Foreclosure

{LIST}

CREL132

Default Amount

{MONETARY}

CREL133

Default Date

{DATEFORMAT}

CREL134

Interest In Arrears

{Y/N}

CREL135

Actual Default Interest

{MONETARY}

CREL136

Account Status

{LIST}

CREL137

Allocated Losses

{MONETARY}

CREL138

Net Proceeds Received On Liquidation

{MONETARY}

CREL139

Liquidation Expense

{MONETARY}

CREL140

Expected Timing Of Recoveries

{INTEGER-9999}

CREL141

Cumulative Recoveries

{MONETARY}

CREL142

Enforcement Start Date

{DATEFORMAT}

CREL143

Workout Strategy Code

{LIST}

CREL144

Modification

{LIST}

CREL145

Special Servicing Status

{Y/N}

CREL146

Most Recent Special Servicer Transfer Date

{DATEFORMAT}

CREL147

Most Recent Primary Servicer Return Date

{DATEFORMAT}

CREL148

Non Recoverability Determined

{Y/N}

CREL149

Covenant Breach/Trigger

{LIST}

CREL150

Date Of Breach

{DATEFORMAT}

CREL151

Date Of Breach Cure

{DATEFORMAT}

CREL152

Servicer Watchlist Code

{WATCHLIST}

CREL153

Servicer Watchlist Date

{DATEFORMAT}

CREL154

Interest Rate Swap Provider

{ALPHANUM-1000}

CREL155

Interest Rate Swap Provider Legal Entity Identifier

{LEI}

CREL156

Interest Rate Swap Maturity Date

{DATEFORMAT}

CREL157

Interest Rate Swap Notional

{MONETARY}

CREL158

Currency Swap Provider

{ALPHANUM-1000}

CREL159

Currency Swap Provider Legal Entity Identifier

{LEI}

CREL160

Currency Swap Maturity Date

{DATEFORMAT}

CREL161

Currency Swap Notional

{MONETARY}

CREL162

Exchange Rate For Swap

{PERCENTAGE}

CREL163

Other Swap Provider

{ALPHANUM-1000}

CREL164

Other Swap Provider Legal Entity Identifier

{LEI}

CREL165

Obligor Must Pay Breakage On Swap

{LIST}

CREL166

Full Or Partial Termination Event Of Swap For Current Period

{LIST}

CREL167

Net Periodic Payment Made By Swap Provider

{MONETARY}

CREL168

Breakage Costs Due To Underlying Exposure Swap Provider

{MONETARY}

CREL169

Shortfall In Payment Of Breakage Costs On Swap

{MONETARY}

CREL170

Breakage Costs Due From Swap Counterparty

{MONETARY}

CREL171

Next Swap Reset Date

{DATEFORMAT}

CREL172

Sponsor

{ALPHANUM-100}

CREL173

Agent Bank Of Syndication Legal Entity Identifier

{LEI}

CREL174

Servicer Legal Entity Identifier

{LEI}

CREL175

Servicer Name

{ALPHANUM-100}

CREL176

Originator Name

{ALPHANUM-100}

CREL177

Originator Legal Entity Identifier

{LEI}

CREL178

Originator Establishment Country

{COUNTRYCODE_2}

CREL179

Original Lender Name

{ALPHANUM-100}

CREL180

Original Lender Legal Entity Identifier

{LEI}

CREL181

Original Lender Establishment Country

{COUNTRYCODE_2}

Collateral-level information section

CREC1

Unique Identifier

{ALPHANUM-28}

CREC2

Underlying Exposure Identifier

{ALPHANUM-1000}

CREC3

Original Collateral Identifier

{ALPHANUM-1000}

CREC4

New Collateral Identifier

{ALPHANUM-1000}

CREC5

Collateral Type

{LIST}

CREC6

Property Name

{ALPHANUM-100}

CREC7

Property Address

{ALPHANUM-1000}

CREC8

Geographic Region — Collateral

{NUTS}

CREC9

Property Post Code

{ALPHANUM-100}

CREC10

Lien

{INTEGER-9999}

CREC11

Property Status

{LIST}

CREC12

Property Type

{LIST}

CREC13

Property Form Of Title

{LIST}

CREC14

Current Valuation Date

{DATEFORMAT}

CREC15

Current Valuation Amount

{MONETARY}

CREC16

Current Valuation Method

{LIST}

CREC17

Current Valuation Basis

{LIST}

CREC18

Original Valuation Method

{LIST}

CREC19

Collateral Securitisation Date

{DATEFORMAT}

CREC20

Allocated Percentage Of Underlying Exposure At Securitisation Date

{PERCENTAGE}

CREC21

Current Allocated Underlying Exposure Percentage

{PERCENTAGE}

CREC22

Valuation At Securitisation

{MONETARY}

CREC23

Name Of Valuer At Securitisation

{ALPHANUM-100}

CREC24

Date Of Valuation At Securitisation

{DATEFORMAT}

CREC25

Year Built

{YEAR}

CREC26

Year Last Renovated

{YEAR}

CREC27

Number Of Units

{INTEGER-999999999}

CREC28

Net Square Metres

{INTEGER-999999999}

CREC29

Commercial Area

{INTEGER-999999999}

CREC30

Residential Area

{INTEGER-999999999}

CREC31

Net Internal Floor Area Validated

{Y/N}

CREC32

Occupancy As Of Date

{DATEFORMAT}

CREC33

Economic Occupancy At Securitisation

{PERCENTAGE}

CREC34

Physical Occupancy At Securitisation

{PERCENTAGE}

CREC35

Vacant Possession Value At Securitisation Date

{MONETARY}

CREC36

Date Of Financials At Securitisation

{DATEFORMAT}

CREC37

Net Operating Income At Securitisation

{MONETARY}

CREC38

Most Recent Financials As Of Start Date

{DATEFORMAT}

CREC39

Most Recent Financials As Of End Date

{DATEFORMAT}

CREC40

Most Recent Revenue

{MONETARY}

CREC41

Most Recent Operating Expenses

{MONETARY}

CREC42

Most Recent Capital Expenditure

{MONETARY}

CREC43

Ground Rent Payable

{MONETARY}

CREC44

Weighted Average Lease Terms

{INTEGER-9999}

CREC45

Property Leasehold Expiry

{DATEFORMAT}

CREC46

Contractual Annual Rental Income

{MONETARY}

CREC47

Income Expiring 1-12 Months

{PERCENTAGE}

CREC48

Income Expiring 13-24 Months

{PERCENTAGE}

CREC49

Income Expiring 25-36 Months

{PERCENTAGE}

CREC50

Income Expiring 37-48 Months

{PERCENTAGE}

CREC51

Income Expiring 49+ Months

{PERCENTAGE}

Tenant-level information section

CRET1

Unique Identifier

{ALPHANUM-28}

CRET2

Underlying Exposure Identifier

{ALPHANUM-1000}

CRET3

Collateral Identifier

{ALPHANUM-1000}

CRET4

Tenant Identifier

{ALPHANUM-1000}

CRET5

Tenant Name

{ALPHANUM-100}

CRET6

SIC Industry Code

{SIC}

CRET7

Date Of Lease Expiration

{DATEFORMAT}

CRET8

Rent Payable

{MONETARY}

CRET9

Rent Currency

{CURRENCYCODE_3}