ESMA ABCP.Exposures.Underlying Exposure Type

From Open Risk Manual

Definition of ESMA ABCP.Exposures.Underlying Exposure Type

ESMA ABCP.Exposures.Underlying Exposure Type

  • Member of Table: ESMA ABCP Exposures Table
  • ESMA Field Index: IVAL5


Description

Select the type of underlying exposure that exists in this transaction


Field Characteristics

Format

The field type / format is: LIST

Eligible Values

The following choices are available:

  • Trade Receivables (TREC)
  • Automobile Loans or Leases (ALOL)
  • Consumer loans (CONL)
  • Equipment Leases (EQPL)
  • Floorplan financed (FLRF)
  • Insurance Premia (INSU)
  • Credit-Card Receivables (CCRR)
  • Residential Mortgages (RMRT)
  • Commercial Mortgages (CMRT)
  • Small and Medium Enterprise Loans (SMEL)
  • Non Small and Medium Enterprise Corporate Loans (NSML)
  • Future Flow (FUTR)
  • Leverage Fund (LVRG)
  • Collateralised Bond Obligation (CBOB)
  • Collateralised Loan Obligation (CLOB)


No Data Options

  • The field cannot be empty under data options ND1-ND4
  • The field cannot 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