Content Options

Content Options

View Options

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 II

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 ABCP securitisations

FIELD CODE

FIELD NAME

BOX TO COMPLETE

FIELD FORMAT

STSAT0

First contact point

{ALPHANUM-1000}

STSAT1

Instrument identification code

{ISIN}

STSAT2

LEI of the originator and sponsor and original lender

{LEI}

STSAT3

Notification identifier

{ALPHANUM-100}

STSAT4

Unique Identifier

{ALPHANUM-100}

STSAT5

Prospectus Identifier

{ALPHANUM-100}

STSAT6

Securitisation repository

{ALPHANUM-1000}

STSAT7

Securitisation Name

{ALPHANUM-100}

STSAT8

Place of establishment

{COUNTRYCODE_2}

STSAT9

Securitisation Type

{LIST}

STSAT10

Underlying Exposures Type

{LIST}

STSAT11

Issue date

{DATEFORMAT}

STSAT12

Notification Date

{DATEFORMAT}

STSAT13

Authorised third party

{ALPHANUM-1000}

STSAT14

Authorised third party (name)

{ALPHANUM-1000}

[deleted]

STSAT16

STS status

{ALPHANUM-1000}

STSAT17

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

{Y/N}

STSAT18

Confirmation of credit-granting criteria

{ALPHANUM-1000}

STSAT19

Declaration that credit-granting is subject to supervision

{ALPHANUM-1000}

STSAT20

Underlying exposures acquired by true sale

{ALPHANUM-10000}

STSAT21

No severe clawback

{ALPHANUM-10000}

STSAT22

Exemption for clawback provisions in national insolvency laws

{ALPHANUM-1000}

STSAT23

Transfer where the seller is not the original lender

{ALPHANUM-1000}

STSAT24

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

{ALPHANUM-10000}

STSAT25

Representations and warranties

{ALPHANUM-10000}

STSAT26

Criteria for active Portfolio Management

{ALPHANUM-10000}

STSAT27

No re-securitisation

{ALPHANUM-1000}

STSAT28

Transferred underlying exposures without defaulted exposures

{ALPHANUM}

STSAT29

At least one payment made at the time of transfer

{ALPHANUM-1000}

STSAT30

Repayment of the holders/sale of assets.

{ALPHANUM}

STSAT31

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

{ALPHANUM-10000}

STSAT32

Derivatives Purchased/Sold by SSPE

{ALPHANUM-10000}

STSAT33

Derivatives in Underlying Exposures

{ALPHANUM-10000}

STSAT34

Derivatives using common standards

{ALPHANUM-10000}

STSAT35

Clear and consistent definitions relating to the treatment of problem loans

{ALPHANUM-1000}

STSAT36

Priority of Payments and triggers events

{ALPHANUM-1000}

STSAT37

Historical default and loss performance data

{ALPHANUM-1000}

STSAT38

Homogeneity of assets

{ALPHANUM}

STSAT39

Underlying exposure obligations

{ALPHANUM-1000}

STSAT40

Underlying exposure obligations

{ALPHANUM-1000}

STSAT41

Referenced interest payments based on generally used interest rates

{ALPHANUM-10000}

STSAT42

No trapping of cash flow following enforcement or acceleration notice

{ALPHANUM-10000}

STSAT43

No trapping of cash following enforcement or acceleration

{ALPHANUM-1000}

STSAT44

Principal receipts shall be passed to investors

{ALPHANUM-1000}

STSAT45

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

{ALPHANUM-1000}

STSAT46

Soundness of the underwriting standards

{ALPHANUM}

STSAT47

Seller Expertise

{ALPHANUM}

STSAT48

Revolving ABCP transaction/credit quality trigger.

{ALPHANUM}

STSAT49

Securitisation participant duties

{ALPHANUM-1000}

STSAT50

Servicing continuity provisions

{ALPHANUM-1000}

STSAT51

Derivative counterparty and account bank continuity provisions

{ALPHANUM-1000}

STSAT52

Sponsor robustness

{ALPHANUM-1000}