Home Technical Standards 2020 | Commission Implementing Regulation (EU) 2020/1225 ANNEX XIV
You are viewing ANNEX XIV as of ANNEX XIV was last updated on 01/01/2021.

ANNEX XIV

ANNEX XIV

01/01/2021EU

Inside information or significant event template – Non-asset backed commercial paper securitisation

FIELD CODEFIELD NAMEFORMAT
Securitisation information section
SESS1Unique Identifier{ALPHANUM-28}
SESS2Data Cut-Off Date{DATEFORMAT}
SESS3No Longer STS{Y/N}
SESS4Remedial Actions{Y/N}
SESS5Administrative Actions{Y/N}
SESS6Material Amendment to Transaction Documents{ALPHANUM-1000000}
SESS7Perfection Of Sale{Y/N}
SESS8Current Waterfall Type{LIST}
SESS9Master Trust Type{LIST}
SESS10SSPE Value{MONETARY}
SESS11SSPE Principal Value{MONETARY}
SESS12SSPE Number Of Accounts{INTEGER-999999999}
SESS13Note Principal Balance{MONETARY}
SESS14Seller Share{PERCENTAGE}
SESS15Funding Share{PERCENTAGE}
SESS16Revenue Allocated To This Series{MONETARY}
SESS17Interest Rate Swap Benchmark{LIST}
SESS18Interest Rate Swap Maturity Date{DATEFORMAT}
SESS19Interest Rate Swap Notional{MONETARY}
SESS20Currency Swap Payer Currency{CURRENCYCODE_3}
SESS21Currency Swap Receiver Currency{CURRENCYCODE_3}
SESS22Exchange Rate For Currency Swap{PERCENTAGE}
SESS23Currency Swap Maturity Date{DATEFORMAT}
SESS24Currency Swap Notional{MONETARY}
Tranche/bond-level information section
SEST1Unique Identifier{ALPHANUM-28}
SEST2Original Tranche Identifier{ALPHANUM-1000}
SEST3New Tranche Identifier{ALPHANUM-1000}
SEST4International Securities Identification Number{ISIN}
SEST5Tranche Name{ALPHANUM-100}
SEST6Tranche/Bond Type{LIST}
SEST7Currency{CURRENCYCODE_3}
SEST8Original Principal Balance{MONETARY}
SEST9Current Principal Balance{MONETARY}
SEST10Interest Payment Frequency{LIST}
SEST11Interest Payment Date{DATEFORMAT}
SEST12Principal Payment Date{DATEFORMAT}
SEST13Current Coupon{PERCENTAGE}
SEST14Current Interest Rate Margin/Spread{PERCENTAGE}
SEST15Coupon Floor{PERCENTAGE}
SEST16Coupon Cap{PERCENTAGE}
SEST17Step-Up/Step-Down Coupon Value{PERCENTAGE}
SEST18Step-Up/Step-Down Coupon Date{DATEFORMAT}
SEST19Business Day Convention{LIST}
SEST20Current Interest Rate Index{LIST}
SEST21Current Interest Rate Index Tenor{LIST}
SEST22Issue Date{DATEFORMAT}
SEST23Disbursement Date{DATEFORMAT}
SEST24Legal Maturity{DATEFORMAT}
SEST25Extension Clause{LIST}
SEST26Next Call Date{DATEFORMAT}
SEST27Clean-Up Call Threshold{ALPHANUM-1000}
SEST28Next Put date{DATEFORMAT}
SEST29Day Count Convention{LIST}
SEST30Settlement Convention{LIST}
SEST31Current Attachment Point{PERCENTAGE}
SEST32Original Attachment Point{PERCENTAGE}
SEST33Current Credit Enhancement{PERCENTAGE}
SEST34Original Credit Enhancement{PERCENTAGE}
SEST35Credit Enhancement Formula{ALPHANUM-1000}
SEST36Pari-Passu Tranches{ISIN}
SEST37Senior Tranches{ISIN}
SEST38Outstanding Principal Deficiency Ledger Balance{MONETARY}
SEST39Guarantor Legal Entity Identifier{LEI}
SEST40Guarantor Name{ALPHANUM-1000}
SEST41Guarantor SA Subsector{SA}
SEST42Protection Type{LIST}
Account-level information section
SESA1Unique Identifier{ALPHANUM-28}
SESA2Original Account Identifier{ALPHANUM-1000}
SESA3New Account Identifier{ALPHANUM-1000}
SESA4Account Type{LIST}
SESA5Account Target Balance{MONETARY}
SESA6Account Actual Balance{MONETARY}
SESA7Amortising Account{Y/N}
Counterparty-level information section
SESP1Unique Identifier{ALPHANUM-28}
SESP2Counterparty Legal Entity Identifier{LEI}
SESP3Counterparty Name{ALPHANUM-100}
SESP4Counterparty Type{LIST}
SESP5Counterparty Country Of Establishment{COUNTRYCODE_2}
SESP6Counterparty Rating Threshold{ALPHANUM-100000}
SESP7Counterparty Rating{ALPHANUM-100000}
SESP8Counterparty Rating Source Legal Entity Identifier{LEI}
SESP9Counterparty Rating Source Name{ALPHANUM-100}
CLO Securitisation information section
SESC1Unique Identifier{ALPHANUM-28}
SESC2Non-Call Period End-Date{DATEFORMAT}
SESC3CLO Type{LIST}
SESC4Current Period{LIST}
SESC5Current Period Start Date{DATEFORMAT}
SESC6Current Period End Date{DATEFORMAT}
SESC7Concentration Limit{PERCENTAGE}
SESC8Restrictions — Legal Maturity{PERCENTAGE}
SESC9Restrictions — Subordinated Exposures{PERCENTAGE}
SESC10Restrictions — Non-Performing Exposures{PERCENTAGE}
SESC11Restrictions — PIK Exposures{PERCENTAGE}
SESC12Restrictions — Zero-Coupon Exposures{PERCENTAGE}
SESC13Restrictions — Equity Exposures{PERCENTAGE}
SESC14Restrictions — Participation Exposures{PERCENTAGE}
SESC15Restrictions — Discretionary Sales{PERCENTAGE}
SESC16Discretionary Sales{MONETARY}
SESC17Reinvestments{MONETARY}
SESC18Restrictions — Credit Enhancement{Y/N}
SESC19Restrictions — Quotes{Y/N}
SESC20Restrictions — Trades{Y/N}
SESC21Restrictions — Issuances{Y/N}
SESC22Restrictions — Redemptions{Y/N}
SESC23Restrictions — Refinancing{Y/N}
SESC24Restrictions — Note Remuneration{Y/N}
SESC25Restrictions — Credit Protection{Y/N}
SESC26Collateral Liquidation Period{INTEGER-9999}
SESC27Collateral Liquidation — Waiver{Y/N}
CLO Manager information section
SESL1Unique Identifier{ALPHANUM-28}
SESL2CLO Manager Legal Entity Identifier{LEI}
SESL3Manager Name{ALPHANUM-1000}
SESL4Establishment Date{DATEFORMAT}
SESL5Registration Date{DATEFORMAT}
SESL6Employees{INTEGER-9999}
SESL7Employees - CLOs{INTEGER-9999}
SESL8Employees - Workout{INTEGER-9999}
SESL9AUM{MONETARY}
SESL10AUM - Leveraged Loans{MONETARY}
SESL11AUM - CLOs{MONETARY}
SESL12AUM - UK{MONETARY}
SESL13AUM - UK CLOs{MONETARY}
SESL14Number UK CLOs{INTEGER-9999}
SESL15Capital{MONETARY}
SESL16Capital - Risk Retention{MONETARY}
SESL17Settlement Time{INTEGER-9999}
SESL18Pricing Frequency{INTEGER-9999}
SESL19Default Rate - 1 year{PERCENTAGE}
SESL20Default Rate - 5 years{PERCENTAGE}
SESL21Default Rate - 10 years{PERCENTAGE}
Synthetic coverage information section
SESV1Unique Identifier{ALPHANUM-28}
SESV2Protection Instrument Identifier{ALPHANUM-1000}
SESV3Protection Type{LIST}
SESV4Protection Instrument International Securities Identification Number{ISIN}
SESV5Protection Provider Name{ALPHANUM-100}
SESV6Protection Provider Legal Entity Identifier{LEI}
SESV7Public Entity With Zero Risk Weight{Y/N}
SESV8Governing Law{COUNTRYCODE_2}
SESV9ISDA Master Agreement{LIST}
SESV10Default And Termination Events{LIST}
SESV11Synthetic Securitisation Type{Y/N}
SESV12Protection Currency{CURRENCYCODE_3}
SESV13Current Protection Notional{MONETARY}
SESV14Maximum Protection Notional{MONETARY}
SESV15Protection Attachment Point{PERCENTAGE}
SESV16Protection Detachment Point{PERCENTAGE}
SESV17International Securities Identification Number Of Notes Covered{ISIN}
SESV18Protection Coverage{LIST}
SESV19Protection Termination Date{DATEFORMAT}
SESV20Materiality Thresholds{Y/N}
SESV21Payment Release Conditions{LIST}
SESV22Adjustment Payments Possible{Y/N}
SESV23Length Of Workout Period{INTEGER-9999}
SESV24Obligation To Repay{Y/N}
SESV25Collateral Substitutable{Y/N}
SESV26Collateral Coverage Requirements{PERCENTAGE}
SESV27Collateral Initial Margin{MONETARY}
SESV28Collateral Delivery Deadline{INTEGER-9999}
SESV29Settlement{LIST}
SESV30Maximum Maturity Date Permitted{DATEFORMAT}
SESV31Current Index For Payments To Protection Buyer{LIST}
SESV32Current Index For Payments To Protection Buyer Tenor{LIST}
SESV33Payment Reset Frequency — To Protection Buyer{LIST}
SESV34Current Interest Rate Margin For Payments To Protection Buyer{PERCENTAGE}
SESV35Current Interest Rate For Payments To Protection Buyer{PERCENTAGE}
SESV36Current Index For Payments To Protection Seller{LIST}
SESV37Current Index For Payments To Protection Seller Tenor{LIST}
SESV38Payment Reset Frequency — To Protection Seller{LIST}
SESV39Current Interest Rate Margin For Payments To Protection Seller{PERCENTAGE}
SESV40Current Interest Rate For Payments To Protection Seller{PERCENTAGE}
SESV41Excess Spread Support{Y/N}
SESV42Excess Spread Definition{Y/N}
SESV43Current Protection Status{LIST}
SESV44Bankruptcy Is Credit Event{Y/N}
SESV45Failure To Pay Is Credit Event{Y/N}
SESV46Restructuring Is Credit Event{Y/N}
SESV47Credit Event{Y/N}
SESV48Cumulative Payments To Protection Buyer{MONETARY}
SESV49Cumulative Adjustment Payments To Protection Buyer{MONETARY}
SESV50Cumulative Payments To Protection Seller{MONETARY}
SESV51Cumulative Adjustment Payments To Protection Seller{MONETARY}
SESV52Synthetic Excess Spread Ledger Amount{MONETARY}
Issuer collateral information section
SESI1Unique Identifier{ALPHANUM-28}
SESI2Protection Instrument Identifier{ALPHANUM-1000}
SESI3Original Collateral Instrument Identifier{ALPHANUM-1000}
SESI4New Collateral Identifier{ALPHANUM-1000}
SESI5Collateral Instrument International Securities Identification Number{ISIN}
SESI6Collateral Instrument Type{LIST}
SESI7Collateral Issuer SA Subsector{SA}
SESI8Collateral Issuer Legal Entity Identifier{LEI}
SESI9Collateral Issuer Affiliated With Originator?{Y/N}
SESI10Current Outstanding Balance{MONETARY}
SESI11Instrument Currency{CURRENCYCODE_3}
SESI12Maturity Date{DATEFORMAT}
SESI13Haircut{PERCENTAGE}
SESI14Current Interest Rate Index{LIST}
SESI15Current Interest Rate Index Tenor{LIST}
SESI16Current Interest Rate on Cash Deposits{PERCENTAGE}
SESI17Repo Counterparty Name{ALPHANUM-100}
SESI18Repo Counterparty Legal Entity Identifier{LEI}
SESI19Repo Maturity Date{DATEFORMAT}
Any other information section
SESO1Unique Identifier{ALPHANUM-28}
SESO2Any Other Information Line Number{INTEGER-9999}
SESO3Any Other Information{ALPHANUM-1000}