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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 IV

Underlying exposures template – Corporate

FIELD CODE

FIELD NAME

FORMAT

Underlying exposures information section

CRPL1

Unique Identifier

{ALPHANUM-28}

CRPL2

Original Underlying Exposure Identifier

{ALPHANUM-1000}

CRPL3

New Underlying Exposure Identifier

{ALPHANUM-1000}

CRPL4

Original Obligor Identifier

{ALPHANUM-1000}

CRPL5

New Obligor Identifier

{ALPHANUM-1000}

CRPL6

Data Cut-Off Date

{DATEFORMAT}

CRPL7

Pool Addition Date

{DATEFORMAT}

CRPL8

Date Of Repurchase

{DATEFORMAT}

CRPL9

Redemption Date

{DATEFORMAT}

CRPL10

Geographic Region -€” Obligor

{NUTS}

CRPL11

Geographic Region Classification

{YEAR}

CRPL12

Credit Impaired Obligor

{Y/N}

CRPL13

Customer Type

{LIST}

CRPL14

SIC Industry Code

{SIC}

CRPL15

Obligor Basel III Segment

{LIST}

CRPL16

Enterprise Size

{LIST}

CRPL17

Revenue

{MONETARY}

CRPL18

Total Debt

{MONETARY}

CRPL19

EBITDA

{MONETARY}

CRPL20

Enterprise Value

{MONETARY}

CRPL21

Free Cashflow

{MONETARY}

CRPL22

Date Of Financials

{DATEFORMAT}

CRPL23

Financial Statement Currency

{CURRENCYCODE_3}

CRPL24

Debt Type

{LIST}

CRPL25

Securitised Receivables

{LIST}

CRPL26

International Securities Identification Number

{ISIN}

CRPL27

Seniority

{LIST}

CRPL28

Syndicated

{Y/N}

CRPL29

Leveraged Transaction

{Y/N}

CRPL30

Managed by CLO

{Y/N}

CRPL31

Payment in Kind

{Y/N}

CRPL32

Special Scheme

{ALPHANUM-10000}

CRPL33

Origination Date

{DATEFORMAT}

CRPL34

Maturity Date

{DATEFORMAT}

CRPL35

Origination Channel

{LIST}

CRPL36

Purpose

{LIST}

CRPL37

Currency Denomination

{CURRENCYCODE_3}

CRPL38

Original Principal Balance

{MONETARY}

CRPL39

Current Principal Balance

{MONETARY}

CRPL40

Prior Principal Balances

{MONETARY}

CRPL41

Market Value

{MONETARY}

CRPL42

Total Credit Limit

{MONETARY}

CRPL43

Purchase Price

{PERCENTAGE}

CRPL44

Put Date

{DATEFORMAT}

CRPL45

Put Strike

{MONETARY}

CRPL46

Amortisation Type

{LIST}

CRPL47

Principal Grace Period End Date

{DATEFORMAT}

CRPL48

Scheduled Principal Payment Frequency

{LIST}

CRPL49

Scheduled Interest Payment Frequency

{LIST}

CRPL50

Payment Due

{MONETARY}

CRPL51

Balloon Amount

{MONETARY}

CRPL52

Interest Rate Type

{LIST}

CRPL53

Current Interest Rate

{PERCENTAGE}

CRPL54

Current Interest Rate Index

{LIST}

CRPL55

Current Interest Rate Index Tenor

{LIST}

CRPL56

Current Interest Rate Margin

{PERCENTAGE}

CRPL57

Interest Rate Reset Interval

{INTEGER-9999}

CRPL58

Interest Rate Cap

{PERCENTAGE}

CRPL59

Interest Rate Floor

{PERCENTAGE}

CRPL60

Revision Margin 1

{PERCENTAGE}

CRPL61

Interest Revision Date 1

{DATEFORMAT}

CRPL62

Revision Margin 2

{PERCENTAGE}

CRPL63

Interest Revision Date 2

{DATEFORMAT}

CRPL64

Revision Margin 3

{PERCENTAGE}

CRPL65

Interest Revision Date 3

{DATEFORMAT}

CRPL66

Revised Interest Rate Index

{LIST}

CRPL67

Revised Interest Rate Index Tenor

{LIST}

CRPL68

Number Of Payments Before Securitisation

{INTEGER-9999}

CRPL69

Percentage Of Prepayments Allowed Per Year

{PERCENTAGE}

CRPL70

Prepayment Lock-Out End Date

{DATEFORMAT}

CRPL71

Prepayment Fee

{MONETARY}

CRPL72

Prepayment Fee End Date

{DATEFORMAT}

CRPL73

Prepayment Date

{DATEFORMAT}

CRPL74

Cumulative Prepayments

{MONETARY}

CRPL75

Date Of Restructuring

{DATEFORMAT}

CRPL76

Date Last In Arrears

{DATEFORMAT}

CRPL77

Arrears Balance

{MONETARY}

CRPL78

Number Of Days In Arrears

{INTEGER-9999}

CRPL79

Account Status

{LIST}

CRPL80

Reason for Default or Foreclosure

{LIST}

CRPL81

Default Amount

{MONETARY}

CRPL82

Default Date

{DATEFORMAT}

CRPL83

Allocated Losses

{MONETARY}

CRPL84

Cumulative Recoveries

{MONETARY}

CRPL85

Recovery Source

{LIST}

CRPL86

Recourse

{Y/N}

CRPL87

Deposit Amount

{MONETARY}

CRPL88

Interest Rate Swap Notional

{MONETARY}

CRPL89

Interest Rate Swap Provider Legal Entity Identifier

{LEI}

CRPL90

Interest Rate Swap Provider

{ALPHANUM-1000}

CRPL91

Interest Rate Swap Maturity Date

{DATEFORMAT}

CRPL92

Currency Swap Notional

{MONETARY}

CRPL93

Currency Swap Provider Legal Entity Identifier

{LEI}

CRPL94

Currency Swap Provider

{ALPHANUM-1000}

CRPL95

Currency Swap Maturity Date

{DATEFORMAT}

CRPL96

Original Lender Name

{ALPHANUM-100}

CRPL97

Original Lender Legal Entity Identifier

{LEI}

CRPL98

Original Lender Establishment Country

{COUNTRYCODE_2}

CRPL99

Originator Name

{ALPHANUM-100}

CRPL100

Originator Legal Entity Identifier

{LEI}

CRPL101

Originator Establishment Country

{COUNTRYCODE_2}

Collateral-level information section

CRPC1

Unique Identifier

{ALPHANUM-28}

CRPC2

Underlying Exposure Identifier

{ALPHANUM-1000}

CRPC3

Original Collateral Identifier

{ALPHANUM-1000}

CRPC4

New Collateral Identifier

{ALPHANUM-1000}

CRPC5

Geographic Region — Collateral

{NUTS}

CRPC6

Security Type

{LIST}

CRPC7

Charge Type

{LIST}

CRPC8

Lien

{INTEGER-9999}

CRPC9

Collateral Type

{LIST}

CRPC10

Current Valuation Amount

{MONETARY}

CRPC11

Current Valuation Method

{LIST}

CRPC12

Current Valuation Date

{DATEFORMAT}

CRPC13

Original Valuation Amount

{MONETARY}

CRPC14

Original Valuation Method

{LIST}

CRPC15

Original Valuation Date

{DATEFORMAT}

CRPC16

Date Of Sale

{DATEFORMAT}

CRPC17

Sale Price

{MONETARY}

CRPC18

Collateral Currency

{CURRENCYCODE_3}

CRPC19

Guarantor Country

{COUNTRYCODE_2}

CRPC20

Guarantor SA Subsector

{SA}