ESMA ABCP.Exposures.Geographic Region - Largest Exposure Concentration 2
From Open Risk Manual
Contents
Definition of ESMA ABCP.Exposures.Geographic Region - Largest Exposure Concentration 2
ESMA ABCP.Exposures.Geographic Region - Largest Exposure Concentration 2
- Member of Table: ESMA ABCP Exposures Table
- ESMA Field Index: IVAL8
Description
The geographic region where the second-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). 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'.
Field Characteristics
Format
The field type / format is: NUTS
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
