ESMA Commercial Real Estate.Exposures.Structure
From Open Risk Manual
Contents
Definition of ESMA Commercial Real Estate.Exposures.Structure
ESMA Commercial Real Estate.Exposures.Structure
- Member of Table: ESMA Commercial Real Estate Exposures Table
- ESMA Field Index: CREL31
Description
Underlying Exposure Structure
Field Characteristics
Format
The field type / format is: LIST
Eligible Values
The following choices are available:
- Whole loan - not split into subordinated debt items/notes (LOAN)
- Participated mortgage underlying exposure with pari passu debt outside the issuance vehicle (PMLP)
- Participated mortgage underlying exposure with subordinate debt outside the issuance vehicle (PMLS)
- A Loan; as part of an A/B participation structure (AABP)
- B Loan; as part of an A/B participation structure (BABP)
- A Loan; as part of an A/B/C participation structure (AABC)
- B Loan; as part of an A/B/C participation structure (BABC)
- C Loan; as part of an A/B/C participation structure (CABC)
- Structural mezzanine financing (MZZD)
- Subordinate debt with separate loan documentation outside the issuance vehicle (SOBD)
No Data Options
- The field can 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