LegalizeCommission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (Text with EEA relevance)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| Field code | Field name | Content to report | ND1-ND4 allowed? | ND5 allowed? |
|---|---|---|---|---|
| Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section |
| CMRL1 | Unique Identifier | The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. | NO | NO |
| CMRL2 | Original Underlying Exposure Identifier | Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CMRL3 | New Underlying Exposure Identifier | If the original identifier in field CMRL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL2. The reporting entity must not amend this unique identifier. | NO | NO |
| CMRL4 | Original Obligor Identifier | Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CMRL5 | New Obligor Identifier | If the original identifier in field CMRL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CMRL4. The reporting entity must not amend this unique identifier. | NO | NO |
| CMRL6 | Data Cut-Off Date | The data cut-off date for this data submission. | NO | NO |
| CMRL7 | Pool Addition Date | The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. | NO | YES |
| CMRL8 | Date Of Repurchase | Date on which the underlying exposure was repurchased from the pool. | NO | YES |
| CMRL9 | Redemption Date | Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. | NO | YES |
| CMRL10 | Geographic Region – Obligor | The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | NO |
| CMRL11 | Geographic Region Classification | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. | YES | NO |
| CMRL12 | Employment Status | Employment status of the primary obligor: Employed – Private Sector (EMRS) Employed – Public Sector (EMBL) Employed – Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) | YES | NO |
| CMRL13 | Credit Impaired Obligor | Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and e(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. | NO | YES |
| CMRL14 | Customer Type | Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) | YES | NO |
| CMRL15 | Primary Income | Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| CMRL16 | Primary Income Type | Indicate what income in CMRL15 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) | YES | NO |
| CMRL17 | Primary Income Currency | Currency in which the primary o’ligor’s income or revenue is paid. | YES | NO |
| CMRL18 | Primary Income Verification | Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) | YES | NO |
| CMRL19 | Secured By Salary/Pension Assignment | Does the personal underlying exposure fall under the category of pension-backed underlying exposures/salary-backed underlying exposures (i.e. cessione del quinto)? | YES | NO |
| CMRL20 | Special Scheme | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. | YES | YES |
| CMRL21 | Origination Date | Date of original underlying exposure advance. | YES | NO |
| CMRL22 | Maturity Date | The date of maturity of the underlying exposure or expiry of the lease. | NO | YES |
| CMRL23 | Original Term | Original contractual term (number of months) at the origination date. | YES | YES |
| CMRL24 | Origination Channel | Channel of Origination: Internet (WEBI) Branch (BRCH) Telesale (TLSL) Stand (STND) Post (POST) White Label (WLBL) Magazine (MGZN) Automobile Dealer (ADLR) Other (OTHR) | YES | YES |
| CMRL25 | Purpose | Loan Purpose: Tuition (TUIT) Living Expenses (LEXP) Medical (MDCL) Home Improvement (HIMP) Appliance or Furniture (APFR) Travel (TRVL) Debt Consolidation (DCON) New Car (NCAR) Used Car (UCAR) Other Vehicle (OTHV) Equipment (EQUP) Property (PROP) Other (OTHR) | YES | NO |
| CMRL26 | Currency Denomination | The underlying exposure currency denomination. | NO | NO |
| CMRL27 | Original Principal Balance | Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CMRL28 | Current Principal Balance | Amount of underlying exposure outstanding as of the data cut-off date. This includes any amounts that are classed as principal in the securitisation. For example, if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these must be added. Excluding any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL29 | Total Credit Limit | For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL30 | Revolving End Date | For underlying exposures with flexible re-draw/revolving characteristics – the date when the flexible features are expected to expire i.e. when the revolving period will end. | NO | YES |
| CMRL31 | Purchase Price | Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. | NO | YES |
| CMRL32 | Amortisation Type | Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) | YES | NO |
| CMRL33 | Principal Grace Period End Date | If applicable as at the data cut-off date, indicate the principal grace period end date. | NO | YES |
| CMRL34 | Scheduled Principal Payment Frequency | Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| CMRL35 | Scheduled Interest Payment Frequency | Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| CMRL36 | Payment Due | This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL37 | Current Interest Rate | Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. | NO | YES |
| CMRL38 | Current Interest Rate Index | The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | NO | YES |
| CMRL39 | Current Interest Rate Index Tenor | Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | NO | YES |
| CMRL40 | Current Interest Rate Margin | Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. | NO | YES |
| CMRL41 | Interest Rate Reset Interval | Number of months between each interest rate reset date on the underlying exposure. | NO | YES |
| CMRL42 | Interest Rate Cap | Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. | NO | YES |
| CMRL43 | Interest Rate Floor | Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. | NO | YES |
| CMRL44 | Number Of Payments Before Securitisation | Enter the number of payments made prior to the exposure being transferred to the securitisation. | YES | NO |
| CMRL45 | Percentage Of Prepayments Allowed Per Year | Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. | YES | YES |
| CMRL46 | Prepayment Lock-Out End Date | The date after which the lender allows prepayment of the underlying exposure. | YES | YES |
| CMRL47 | Prepayment Fee | Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the underlying exposure Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL48 | Prepayment Fee End Date | The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. | YES | YES |
| CMRL49 | Prepayment Date | The latest date on which an unscheduled principal payment was received. | YES | YES |
| CMRL50 | Cumulative Prepayments | Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| CMRL51 | Date Of Restructuring | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. | YES | YES |
| CMRL52 | Date Last In Arrears | Date the obligor was last in arrears. | YES | YES |
| CMRL53 | Arrears Balance | Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| CMRL54 | Number Of Days In Arrears | Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. | NO | NO |
| CMRL55 | Account Status | Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. | NO | NO |
| CMRL56 | Reason for Default or Foreclosure | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) | YES | YES |
| CMRL57 | Default Amount | Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL58 | Default Date | The date of default. | NO | YES |
| CMRL59 | Allocated Losses | The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL60 | Cumulative Recoveries | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL61 | Deposit Amount | The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CMRL62 | Original Lender Name | Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
| CMRL63 | Original Lender Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. | YES | YES |
| CMRL64 | Original Lender Establishment Country | Country where the original lender is established. | YES | YES |
| CMRL65 | Originator Name | Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | NO |
| CMRL66 | Originator Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. | NO | NO |
| CMRL67 | Originator Establishment Country | Country where the underlying exposure originator is established. | NO | NO |
| CMRL68 | Energy Performance Certificate Value | The energy performance certificate value of the collateral at the time of origination: A (EPCA) B (EPCB) C (EPCC) D (EPCD) E (EPCE) F (EPCF) G (EPCG) Other (OTHR) | YES | YES |
| CMRL69 | Energy Performance Certificate Provider Name | Enter the full legal name of the energy performance certificate provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
ANNEX VII
UNDERLYING EXPOSURES INFORMATION — CREDIT CARD
| Field code | Field name | Content to report | ND1-ND4 allowed? | ND5 allowed? |
|---|---|---|---|---|
| Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section |
| CCDL1 | Unique Identifier | The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. | NO | NO |
| CCDL2 | Original Underlying Exposure Identifier | Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CCDL3 | New Underlying Exposure Identifier | If the original identifier in field CCDL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL2. The reporting entity must not amend this unique identifier. | NO | NO |
| CCDL4 | Original Obligor Identifier | Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| CCDL5 | New Obligor Identifier | If the original identifier in field CCDL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL4. The reporting entity must not amend this unique identifier. | NO | NO |
| CCDL6 | Data Cut-Off Date | The data cut-off date for this data submission. | NO | NO |
| CCDL7 | Pool Addition Date | The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. | NO | YES |
| CCDL8 | Date Of Repurchase | Date on which the underlying exposure was repurchased from the pool. | NO | YES |
| CCDL9 | Geographic Region — Obligor | The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | NO |
| CCDL10 | Geographic Region Classification | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. | YES | NO |
| CCDL11 | Employment Status | Employment status of the primary obligor: Employed — Private Sector (EMRS) Employed — Public Sector (EMBL) Employed — Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) | YES | NO |
| CCDL12 | Credit Impaired Obligor | Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. | NO | YES |
| CCDL13 | Customer Type | Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) | YES | NO |
| CCDL14 | Primary Income | Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| CCDL15 | Primary Income Type | Indicate what income in CCDL14 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) | YES | NO |
| CCDL16 | Primary Income Currency | Currency in which the primary obligor’s income or revenue is paid. | YES | NO |
| CCDL17 | Primary Income Verification | Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) | YES | NO |
| CCDL18 | Special Scheme | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. | YES | YES |
| CCDL19 | Origination Date | The date on which the account was opened. | YES | NO |
| CCDL20 | Origination Channel | Channel of Origination: Internet (WEBI) Branch (BRCH) Telesale (TLSL) Stand (STND) Post (POST) White Label (WLBL) Magazine (MGZN) Other (OTHR) | YES | YES |
| CCDL21 | Currency Denomination | The underlying exposure currency denomination. | NO | NO |
| CCDL22 | Current Principal Balance | Enter the total current amount owed by the obligor (including all fees and interest) on the account. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CCDL23 | Total Credit Limit | For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CCDL24 | Purchase Price | Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. | NO | YES |
| CCDL25 | Principal Grace Period End Date | If applicable as at the data cut-off date, indicate the principal grace period end date. | NO | YES |
| CCDL26 | Scheduled Principal Payment Frequency | Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| CCDL27 | Scheduled Interest Payment Frequency | Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| CCDL28 | Payment Due | The next minimum scheduled payment due from the obligor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CCDL29 | Current Interest Rate | Total weighted average annualised yield including all fees applicable at last billing date (i.e. this is billed, not cash yield). | NO | YES |
| CCDL30 | Current Interest Rate Index | The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | NO | YES |
| CCDL31 | Current Interest Rate Index Tenor | Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | NO | YES |
| CCDL32 | Number Of Payments Before Securitisation | Enter the number of payments made prior to the exposure being transferred to the securitisation. | YES | NO |
| CCDL33 | Date Of Restructuring | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. | YES | YES |
| CCDL34 | Date Last In Arrears | Date the account was last in arrears. | YES | YES |
| CCDL35 | Number Of Days In Arrears | Number of days the account is in arrears as of the data cut-off date. If the account is not in arrears enter 0. | NO | NO |
| CCDL36 | Arrears Balance | Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| CCDL37 | Account Status | Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. | NO | NO |
| CCDL38 | Reason for Default or Foreclosure | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) | YES | YES |
| CCDL39 | Default Amount | Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CCDL40 | Default Date | The date of default. | NO | YES |
| CCDL41 | Cumulative Recoveries | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| CCDL42 | Original Lender Name | Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
| CCDL43 | Original Lender Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. | YES | YES |
| CCDL44 | Original Lender Establishment Country | Country where the original lender is established. | YES | YES |
| CCDL45 | Originator Name | Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | NO |
| CCDL46 | Originator Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. | NO | NO |
| CCDL47 | Originator Establishment Country | Country where the underlying exposure originator is established. | NO | NO |
ANNEX VIII
UNDERLYING EXPOSURES INFORMATION — LEASING
| Field code | Field name | Content to report | ND1-ND4 allowed? | ND5 allowed? |
|---|---|---|---|---|
| Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section | Underlying exposures information section |
| LESL1 | Unique Identifier | The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. | NO | NO |
| LESL2 | Original Underlying Exposure Identifier | Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| LESL3 | New Underlying Exposure Identifier | If the original identifier in field LESL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL2. The reporting entity must not amend this unique identifier. | NO | NO |
| LESL4 | Original Obligor Identifier | Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
| LESL5 | New Obligor Identifier | If the original identifier in field LESL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in LESL4. The reporting entity must not amend this unique identifier. | NO | NO |
| LESL6 | Data Cut-Off Date | The data cut-off date for this data submission. | NO | NO |
| LESL7 | Pool Addition Date | The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. | NO | YES |
| LESL8 | Date Of Repurchase | Date on which the underlying exposure was repurchased from the pool. | NO | YES |
| LESL9 | Redemption Date | Date on which account redeemed or (for defaulted underlying exposures) the date on which the recovery process was completed. | NO | YES |
| LESL10 | Geographic Region — Obligor | The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | NO |
| LESL11 | Geographic Region Classification | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. | YES | NO |
| LESL12 | Credit Impaired Obligor | Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: (a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. | NO | YES |
| LESL13 | Obligor Basel III Segment | Obligor Basel III Segment: Corporate (CORP) Small and Medium Enterprise Treated as Corporate (SMEX) Retail (RETL) Other (OTHR) | YES | YES |
| LESL14 | Customer Type | Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) | YES | NO |
| LESL15 | NACE Industry Code | Lessee industry NACE Code, as set out in Regulation (EC) No 1893/2006. | YES | YES |
| LESL16 | Enterprise Size | Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC: Micro Enterprise (MICE) - employs fewer than 10 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 2 million Small Enterprise (SMAE) - employs fewer than 50 persons and whose annual turnover and/or annual balance sheet total does not exceed EUR 10 million Medium Enterprise (MEDE) - employs fewer than 250 persons and which has an annual turnover not exceeding EUR 50 million, and/or an annual balance sheet total not exceeding EUR 43 million Large Enterprise (LARE) – an enterprise that is neither a micro, small, or medium enterprise. Natural Person (NATP) Other (OTHR) | YES | YES |
| LESL17 | Revenue | Annual sales volume net of all discounts and sales taxes of the obligor in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL18 | Financial Statement Currency | The reporting currency of the financial statements. | YES | YES |
| LESL19 | Product Type | The classification of the underlying exposure, per lessor’s definitions: (Personal) Contract Purchase (PPUR) (Personal) Contract Hire (PHIR) Hire Purchase (HIRP) Lease Purchase (LEAP) Finance Lease (FNLS) Operating Lease (OPLS) Other (OTHR) | NO | YES |
| LESL20 | Syndicated | Is the underlying exposure syndicated? | YES | NO |
| LESL21 | Special Scheme | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. | YES | YES |
| LESL22 | Origination Date | Date of original lease advance. | YES | NO |
| LESL23 | Maturity Date | The date of maturity of the underlying exposure or expiry of the lease. | NO | YES |
| LESL24 | Original Term | Original contractual term (number of months) at the origination date. | YES | YES |
| LESL25 | Origination Channel | Origination channel of the underlying exposure: Office or Branch Network (BRAN) Broker (BROK) Internet (WEBI) Other (OTHR) | YES | YES |
| LESL26 | Currency Denomination | The underlying exposure currency denomination. | NO | NO |
| LESL27 | Original Principal Balance | Original Principal (or discounted) lease balance (inclusive of capitalised fees) at origination. This is referring to the balance of the lease at the origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL28 | Current Principal Balance | Obligor’s lease or discounted lease balance outstanding as of the data cut-off date. This includes any amounts that are secured against the asset. For example, if fees have been added to the balance and are part of the principal in the securitisation these are to be added. Exclude any interest arrears or penalty amounts. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL29 | Purchase Price | Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. | NO | YES |
| LESL30 | Securitised Residual Value | Residual value amount which has been securitised only. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL31 | Amortisation Type | Type of amortisation of the underlying exposure including principal and interest. French — i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX) German — i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (DEXX) Fixed amortisation schedule — i.e. Amortisation in which the principal amount repaid in each instalment is the same. (FIXE) Bullet — i.e. Amortisation in which the full principal amount is repaid in the last instalment. (BLLT) Other (OTHR) | YES | NO |
| LESL32 | Principal Grace Period End Date | If applicable as at the data cut-off date, indicate the principal grace period end date. | NO | YES |
| LESL33 | Scheduled Principal Payment Frequency | Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| LESL34 | Scheduled Interest Payment Frequency | Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
| LESL35 | Payment Due | This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL36 | Current Interest Rate | Total gross current interest rate or discount rate applicable to the underlying exposure. Rates calculated on a period-by-period basis must be annualised. | NO | YES |
| LESL37 | Current Interest Rate Index | The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | NO | YES |
| LESL38 | Current Interest Rate Index Tenor | Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | NO | YES |
| LESL39 | Current Interest Rate Margin | Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. | NO | YES |
| LESL40 | Interest Rate Reset Interval | Number of months between each interest rate reset date on the underlying exposure. | NO | YES |
| LESL41 | Interest Rate Cap | Maximum rate that the obligor must pay on a floating rate lease as required under the terms of the underlying exposure agreement. | NO | YES |
| LESL42 | Interest Rate Floor | Minimum rate that the obligor must pay on a floating rate lease as required under the terms of the lease agreement. | NO | YES |
| LESL43 | Number Of Payments Before Securitisation | Enter the number of payments made prior to the exposure being transferred to the securitisation. | YES | NO |
| LESL44 | Percentage Of Prepayments Allowed Per Year | Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10 %) before charges are incurred. | YES | YES |
| LESL45 | Prepayment Lock-Out End Date | The date after which the lender allows prepayment of the underlying exposure. | YES | YES |
| LESL46 | Prepayment Fee | Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a ‘break cost’ to make up interest payments up to the lease Payment Date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL47 | Prepayment Fee End Date | The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. | YES | YES |
| LESL48 | Prepayment Date | The latest date on which an unscheduled principal payment was received. | YES | YES |
| LESL49 | Cumulative Prepayments | Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL50 | Option To Buy Price | The amount the lessee has to pay at the end of the lease in order to take ownership of the asset, other than the payment referred to in LESL30. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL51 | Down Payment Amount | Amount of deposit/down payment on origination of the underlying exposure (this includes the value of traded-in equipment etc.). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL52 | Current Residual Value Of Asset | Most recent forecast residual value of the asset at the end of the lease term. If no update has been performed, enter the original estimated residual value. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL53 | Date Of Restructuring | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. | YES | YES |
| LESL54 | Date Last In Arrears | Date the obligor was last in arrears. | YES | YES |
| LESL55 | Arrears Balance | Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
| LESL56 | Number Of Days In Arrears | Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. | NO | NO |
| LESL57 | Account Status | Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. | NO | NO |
| LESL58 | Reason for Default or Foreclosure | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) | YES | YES |
| LESL59 | Default Amount | Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL60 | Default Date | The date of default. | NO | YES |
| LESL61 | Allocated Losses | The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL62 | Cumulative Recoveries | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL63 | Recovery Source | The source of the recoveries: Liquidation of Collateral (LCOL) Enforcement of Guarantees (EGAR) Additional Lending (ALEN) Cash Recoveries (CASR) Mixed (MIXD) Other (OTHR) | NO | YES |
| LESL64 | Deposit Amount | The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this is to be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field is to be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
| LESL65 | Geographic Region — Collateral | The geographic region (NUTS3 classification) where the asset is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | YES |
| LESL66 | Manufacturer | Name of the asset manufacturer. | YES | NO |
| LESL67 | Model | Name of the asset/model. | YES | NO |
| LESL68 | Year Of Manufacture/Construction | Year of manufacture. | YES | YES |
| LESL69 | New Or Used | Condition of asset at point of underlying exposure origination: New (NEWX) Used (USED) Demo (DEMO) Other (OTHR) | YES | NO |
| LESL70 | Original Residual Value Of Asset | The estimated residual value of the asset at the date of underlying exposure origination. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL71 | Collateral Type | The primary (in terms of value) type of asset securing the underlying exposure: Automobile (CARX) Industrial Vehicle (INDV) Commercial Truck (CMTR) Rail Vehicle (RALV) Nautical Commercial Vehicle (NACM) Nautical Leisure Vehicle (NALV) Aeroplane (AERO) Machine Tool (MCHT) Industrial Equipment (INDE) Office Equipment (OFEQ) Medical Equipment (MDEQ) Energy Related Equipment (ENEQ) Commercial Building (CBLD) Residential Building (RBLD) Industrial Building (IBLD) Other Vehicle (OTHV) Other Equipment (OTHE) Other Real Estate (OTRE) Other goods or inventory (OTGI) Security (SECU) Guarantee (GUAR) Other Financial Asset (OTFA) IT Equipment (ITEQ) Mixed Categories Due to Security Over All Assets of the Obligor (MIXD) Other (OTHR) | NO | NO |
| LESL72 | Original Valuation Amount | Valuation of asset at underlying exposure origination. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
| LESL73 | Original Valuation Method | The method of calculating the value of the asset at the time of underlying exposure origination: Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Other (OTHR) | YES | NO |
| LESL74 | Original Valuation Date | Date of asset valuation at origination. | YES | NO |
| LESL75 | Current Valuation Amount | Latest asset valuation. If no revaluation has occurred since origination, enter original valuation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | YES |
| LESL76 | Current Valuation Method | The method of calculating the most recent value of the asset. If no revaluation has occurred since origination, enter original valuation type: Full Appraisal (FAPR) Drive-by (DRVB) Automated Value Model (AUVM) Indexed (IDXD) Desktop (DKTP) Managing Agent or Estate Agent (MAEA) Purchase Price (PPRI) Haircut (HCUT) Other (OTHR) | YES | NO |
| LESL77 | Current Valuation Date | Date of latest asset valuation. If no revaluation has occurred since origination, enter original valuation date. | YES | YES |
| LESL78 | Number Of Leased Objects | The number of individual assets covered by this underlying exposure. | YES | NO |
| LESL79 | Original Lender Name | Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
| LESL80 | Original Lender Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. | YES | YES |
| LESL81 | Original Lender Establishment Country | Country where the original lender is established. | YES | YES |
| LESL82 | Originator Name | Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | NO |
| LESL83 | Originator Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. | NO | NO |
| LESL84 | Originator Establishment Country | Country where the underlying exposure originator is established. | NO | NO |
ANNEX IX
UNDERLYING EXPOSURES INFORMATION — ESOTERIC
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