ESMA Commercial Real Estate.Collateral.Current Allocated Underlying Exposure Percentage
From Open Risk Manual
Contents
Definition of ESMA Commercial Real Estate.Collateral.Current Allocated Underlying Exposure Percentage
ESMA Commercial Real Estate.Collateral.Current Allocated Underlying Exposure Percentage
- Member of Table: ESMA Commercial Real Estate Collateral Table
- ESMA Field Index: CREC21
Description
Allocated underlying exposure % attributable to the collateral at the underlying exposure payment date. Where there is more than one collateral item securing the underlying exposure, the sum of all percentages shall equal 100%. This may be set out in the underlying exposure agreement, otherwise assign by valuation (Net Operating Income).
Field Characteristics
Format
The field type / format is: PERCENTAGE
No Data Options
- The field cannot 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
