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} |