ESMA ABCP.Exposures.Defaulted Or Credit-Impaired Exposures At Securitisation
From Open Risk Manual
Contents
Definition of ESMA ABCP.Exposures.Defaulted Or Credit-Impaired Exposures At Securitisation
ESMA ABCP.Exposures.Defaulted Or Credit-Impaired Exposures At Securitisation
- Member of Table: ESMA ABCP Exposures Table
- ESMA Field Index: IVAL28
Description
Pursuant to Article 24(9) of the Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that, at the time of securitisation, were either defaulted exposures or exposures to a credit-impaired debtor or guarantor in the meaning set out in that same Article.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
Field Characteristics
Format
The field type / format is: MONETARY
No Data Options
- The field can be empty under data options ND1-ND4
- The field can be empty under data option ND5
No Data Options Legend
Option | Explanation |
---|---|
ND1 | Data not collected as not required by the lending or underwriting criteria |
ND2 | Data collected on underlying exposure application but not loaded into the originator’s reporting system |
ND3 | Data collected on underlying exposure application but loaded onto a separate system from the originator’s reporting system |
ND4 | Data collected but will only be available from YYYY-MM-DD (YYYY-MM-DD shall be completed) |
ND5 | Not applicable |
Disclaimer
- This text is generated automatically. Do not edit manually!
- This information is provided as is. Refer to the ESMA Securitisation Template for pointers to definitive instructions