ESMA Commercial Real Estate.Exposures.Full Or Partial Termination Event Of Swap For Current Period
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Contents
Definition of ESMA Commercial Real Estate.Exposures.Full Or Partial Termination Event Of Swap For Current Period
ESMA Commercial Real Estate.Exposures.Full Or Partial Termination Event Of Swap For Current Period
- Member of Table: ESMA Commercial Real Estate Exposures Table
- ESMA Field Index: CREL166
Description
If underlying exposure swap has been terminated between the previous data cut-off date and the data cut-off date of the current report submission, identify reason. In the event of multiple swaps, enter in the most appropriate value
Field Characteristics
Format
The field type / format is: LIST
Eligible Values
The following choices are available:
- Swap Terminated due to Ratings Downgrade of Underlying Exposure Swap Provider (RTDW)
- Swap Terminated due to Payment Default to Underlying Exposure Swap Provider (PYMD)
- Swap Terminated due to Other Type of Default by Underlying Exposure Swap Counterparty (CNTD)
- Swap Terminated due to Full or Partial Prepayment by Obligor (PRPY)
- Swap Terminated due to Other Type of Default by Obligor (OBGD)
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
