Investor report template – Asset backed commercial paper securitisation
| FIELD CODE | FIELD NAME | FORMAT |
|---|---|---|
| Programme information section | ||
| IVAS1 | Unique Identifier - ABCP Programme | {ALPHANUM-28} |
| IVAS2 | Data Cut-Off Date | {DATEFORMAT} |
| IVAS3 | Reporting Entity Name | {ALPHANUM-100} |
| IVAS4 | Reporting Entity Contact Person | {ALPHANUM-256} |
| IVAS5 | Reporting Entity Contact Telephone | {TELEPHONE} |
| IVAS6 | Reporting Entity Contact Emails | {ALPHANUM-256} |
| IVAS7 | Trigger Measurements/Ratios | {Y/N} |
| IVAS8 | Non-Compliant Exposures | {MONETARY} |
| IVAS9 | Weighted Average Life | {INTEGER-9999} |
| IVAS10 | Risk Retention Method | {LIST} |
| IVAS11 | Risk Retention Holder | {LIST} |
| Transaction information section | ||
| IVAN1 | Unique Identifier - ABCP Programme | {ALPHANUM-28} |
| IVAN2 | Unique Identifier -€” ABCP Transaction | {ALPHANUM-36} |
| IVAN3 | Data Cut-Off Date | {DATEFORMAT} |
| IVAN4 | SIC Industry Code | {SIC} |
| IVAN5 | Risk Retention Method | {LIST} |
| IVAN6 | Risk Retention Holder | {LIST} |
| IVAN7 | Weighted Average Life | {INTEGER-9999} |
| Tests/Events/Triggers information section | ||
| IVAR1 | Unique Identifier -€” ABCP Transaction | {ALPHANUM-36} |
| IVAR2 | Original Test/Event/Trigger Identifier | {ALPHANUM-1000} |
| IVAR3 | New Test/Event/Trigger Identifier | {ALPHANUM-1000} |
| IVAR4 | Description | {ALPHANUM-100000} |
| IVAR5 | Status | {Y/N} |
| IVAR6 | Consequence for Breach | {LIST} |