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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 I

SYMBOL

DATA TYPE

DEFINITION

{ALPHANUM-n}

Up to n alphanumeric characters

Free text field. Should be entered in ASCII format (no accented characters).

{COUNTRYCODE_2}

2 alphanumeric characters

2 letter country code, as defined by ISO 3166-1 alpha-2 country code. Should be entered in ASCII format (no accented characters).

{CURRENCYCODE_3}

3 alphanumeric characters

3 letter currency code, as defined by ISO 4217 currency codes. Should be entered in ASCII format (no accented characters).

{DATEFORMAT}

ISO 8601 date format

Dates shall be formatted by the following format: YYYY-MM-DD

{Y/N}

1 alphanumeric character

"true"- Y

"false" - N

{ISIN}

12 alphanumeric characters

ISIN code, as defined in ISO 6166

{LEI}

20 alphanumeric characters

Legal entity identifier, as defined in ISO 17442

STS notification form for non-ABCP securitisations

FIELD CODE

FIELD NAME

BOX TO COMPLETE

FIELD FORMAT

STSS0

First contact point

{ALPHANUM-1000}

STSS1

Instrument identification code

{ISIN}

STSS2

LEI of the originator and sponsor and original lender

{LEI}

STSS3

Notification identifier

{ALPHANUM-100}

STSS4

Unique Identifier

{ALPHANUM-100}

STSS5

Prospectus Identifier

{ALPHANUM-100}

STSS6

Securitisation repository

{ALPHANUM-1000}

STSS7

Securitisation Name

{ALPHANUM-100}

STSS8

Country of establishment

{COUNTRYCODE_2}

STSS9

Securitisation classification

{LIST}

STSS10

Underlying Exposures Type

{LIST}

STSS11

Issue date

{DATEFORMAT}

STSS12

Notification Date

{DATEFORMAT}

STSS13

Authorised third party

{ALPHANUM-1000}

STSS14

Authorised third party (name and country of establishment)

{ALPHANUM-1000}

[deleted]

STSS16

STS status

{ALPHANUM-1000}

STSS17

Originator (or original lender) not a UK credit institution or a UK investment firm.

{Y/N}

STSS18

Confirmation of credit-granting criteria

{ALPHANUM-1000}

STSS19

Declaration that the credit-granting is subject to supervision

{ALPHANUM-1000}

STSS20

Underlying exposures acquired by true sale or assignment

{ALPHANUM-10000}

STSS21

No severe clawback

{ALPHANUM-10000}

STSS22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-1000}

STSS23

Transfer where the seller is not the original lender

{ALPHANUM-1000}

STSS24

Transfer performed by means of an assignment and perfected at a later stage

{ALPHANUM-10000}

STSS25

Representations and warranties

{ALPHANUM-10000}

STSS26

Criteria for active Portfolio Management

{ALPHANUM-10000}

STSS27

Homogeneity of assets

{ALPHANUM}

STSS28

Underlying Exposure Obligations/no re-securitisation

{ALPHANUM-1000}

STSS29

Soundness of the underwriting standard

{ALPHANUM}

STSS30

Originator/Lender expertise

{ALPHANUM}

STSS31

Transferred underlying exposures without exposures in default

{ALPHANUM}

STSS32

At least one payment at the time of transfer

{ALPHANUM-1000}

STSS33

Repayment of the holders/sale of assets.

{ALPHANUM}

STSS34

Compliance with the risk retention requirements

{LIST}

STSS35

Mitigation of interest rates (IR) and currency (FX) risks

{ALPHANUM-10000}

STSS36

Derivatives Purchased/Sold by SSPE

{ALPHANUM-10000}

STSS37

Derivatives using common standards

{ALPHANUM-10000}

STSS38

Referenced interest payments based on generally used interest rates

{ALPHANUM-10000}

STSS39

No trapping of cash following enforcement or acceleration notice

{ALPHANUM-10000}

STSS40

No amount of cash shall be trapped

{ALPHANUM-1000}

STSS41

Principal receipts shall be passed to investors

{ALPHANUM-1000}

STSS42

Repayment shall not be reversed with regard to their seniority

{ALPHANUM-1000}

STSS43

No provisions shall require automatic liquidation of the underlying exposures at market value

{ALPHANUM-1000}

STSS44

Securitisations featuring non-sequential priority of payments

{ALPHANUM-1000}

STSS45

Revolving securitisation with early amortisation events for termination of revolving period based on prescribed triggers

{ALPHANUM-10000}

STSS46

Deterioration in the credit quality of the underlying exposures

{ALPHANUM-10000}

STSS47

Occurrence of an insolvency-related event of the originator or servicer

{ALPHANUM-10000}

STSS48

Value of the underlying exposures held by the SSPE falls below a pre-determined threshold

{ALPHANUM-10000}

STSS49

Failure to generate sufficient new underlying exposures meeting pre-determined credit quality (trigger for termination of the revolving period)

{ALPHANUM-10000}

STSS50

Information regarding contractual obligations of the servicer, trustee and other ancillary service providers

{ALPHANUM-1000}

STSS51

Servicing continuity provisions

{ALPHANUM-1000}

STSS52

Derivative Counterparties continuity provisions

{ALPHANUM-1000}

STSS53

Liquidity providers and account bank continuity provisions

{ALPHANUM-1000}

STSS54

Required expertise from the servicer & policies & adequate procedures & risk management controls in place

{ALPHANUM}

STSS55

Clear & consistent definitions (problem loans)

{ALPHANUM-1000}

STSS56

Priorities of payment and triggers events

{ALPHANUM-1000}

STSS57

Timely resolution of conflicts between classes of investors and responsibilities of trustees

{ALPHANUM-1000}

STSS58

Historical default and loss performance data

{ALPHANUM-1000}

STSS59

Sample of the underlying exposures subject to external verifications

{ALPHANUM-1000}

STSS60

Availability of a liability cash flow model to potential investors

{ALPHANUM-1000}

STSS61

Publication on environmental performance of underlying exposures consisting of residential loans or car loans or leases

{ALPHANUM-10000}

STSS62

Originator and sponsor responsible for compliance with Article 7 of Regulation (EU) 2017/2402

{ALPHANUM-1000}