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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.

ANNEX III

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 Programme

FIELD CODE

FIELD NAME

BOX TO COMPLETE

FIELD FORMAT

STSAP0

First contact point

{ALPHANUM-1000}

STSAP1

Instrument identification code

{ISIN}

STSAP2

LEI of the sponsor

{LEI}

STSAP3

Notification identifier

{ALPHANUM-100}

STSAP4

Unique Identifier

{ALPHANUM-100}

STSAP5

Prospectus Identifier

{ALPHANUM-100}

STSAP6

Securitisation repository

{ALPHANUM-1000}

STSAP7

ABCP programme name

{ALPHANUM-100}

STSAP8

Country of establishment

{Y/N}

STSAP9

Instrument classification

{LIST}

STSAP10

Issue date

{DATEFORMAT}

STSAP11

Notification date

{DATEFORMAT}

STSAP12

Authorised third party

{ALPHANUM-100}

STSAP13

Authorised third party (name)

{ALPHANUM-1000}

[deleted]

{ALPHANUM-100}

STSAP15

STS status

{ALPHANUM-1000}

STSAP16

Sponsor to be supervised UK credit institution

{ALPHANUM-1000}

STSAP17

Sponsor Support as liquidity provider

{ALPHANUM-1000}

STSAP18

Demonstration to the PRA

{ALPHANUM-1000}

STSAP19

Compliance with sponsor'€™s due diligence requirements

{ALPHANUM-1000}

STSAP20

Compliance with the risk retention requirements (transaction level/programme level)

{LIST}

STSAP21

Compliance at ABCP programme level with Article 7 of Regulation (EU) 2017/2402

{ALPHANUM-1000}

STSAP22

Drawn down of liquidity facility, where funding commitments of the liquidity facility are not renewed by the sponsor

{ALPHANUM-10000}

STSAP23

Compliance of ABCP transactions within an ABCP programme with Article 24(1) to (8) and (12) to (20) of Regulation (EU) 2017/2402

{ALPHANUM-1000}

STSAP24

Maximum of 5 % of the aggregate amount of the underlying exposures being temporally non-compliant

{ALPHANUM}

STSAP25

Remaining weighted of the average life (WAL) not more than two years

{ALPHANUM-1000}

STSAP26

Fully supported ABCP Programme (Sponsor Support)

{ALPHANUM-10000}

STSAP27

No re-securitisation and no credit enhancement establishing a second layer of tranching at the ABCP programme level

{ALPHANUM-1000}

STSAP28

No call options

{ALPHANUM-1000}

STSAP29

Interest rate and currency risks at ABCP programme appropriately mitigated and documented

{ALPHANUM}

STSAP30

Requirements for ABCP programme documentation (responsibilities of the trustee to investors)

{ALPHANUM-1000}

STSAP31

Requirements for the ABCP programme documentation (contractual obligations of the sponsor)

{ALPHANUM-1000}

STSAP32

Requirements for the ABCP programme documentation (process & responsibilities in case of defaulted servicer)

{ALPHANUM-1000}

STSAP33

Requirements for the ABCP programme documentation (provisions for replacement of derivatives counterparties and the account bank)

{ALPHANUM-1000}

STSAP34

Requirements for the ABCP programme documentation (procedures to ensure collateralisation of the funding commitment)

{ALPHANUM-1000}

STSAP35

Requirements for the ABCP programme documentation (liquidity facility & maturing securities to be repaid where the sponsor does not renew the funding commitment of the liquidity facility before its expiry)

{ALPHANUM-1000}

STSAP36

Servicer Expertise

{ALPHANUM}