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} |