| 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 |
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ANNEX III Field formats to be applied to the STS notification form STS notification form for ABCP Programme
You are viewing ANNEX III Field formats to be applied to the STS notification form STS notification form for ABCP Programme as of ANNEX III Field formats to be applied to the STS notification form STS notification form for ABCP Programme was last updated on 01/01/2021.
ANNEX III Field formats to be applied to the STS notification form STS notification form for ABCP Programme
ANNEX III Field formats to be applied to the STS notification form STS notification form for ABCP Programme
01/01/2021EU
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} |