ESMA Esoteric Assets Collateral Table
From Open Risk Manual
Table Fields
| Field | Type | Definition |
|---|---|---|
| ESMA Esoteric Assets.Collateral.Unique Identifier | ALPHANUM-28 | Report the same unique identifier here as the one entered into field ESTL1. |
| ESMA Esoteric Assets.Collateral.Underlying Exposure Identifier | ALPHANUM-1000 | Unique underlying exposure identifier. This must match the identifier in field ESTL3. The reporting entity shall not amend this unique identifier. |
| ESMA Esoteric Assets.Collateral.Original Collateral Identifier | ALPHANUM-1000 | The original unique identifier assigned to the collateral or guarantee. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity shall not amend this unique identifier. |
| ESMA Esoteric Assets.Collateral.New Collateral Identifier | ALPHANUM-1000 | If the original identifier in field ESTC3 cannot be maintained in this field enter the new identifier here. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. If there has been no change in the identifier, enter the same identifier as in ESTC3. The reporting entity shall not amend this unique identifier. |
| ESMA Esoteric Assets.Collateral.Geographic Region - Collateral | NUTS | The geographic region (NUTS3 classification) where the collateral is located. 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'. |
| ESMA Esoteric Assets.Collateral.Security Type | LIST | The type of security
|
| ESMA Esoteric Assets.Collateral.Charge Type | LIST | Type of security over the collateral. Where there is a guarantee, this field refers to any security for any collateral that is supporting that guarantee. “No charge but an irrevocable power of attorney or similar” refers to when the originator or original lender, as applicable, is irrevocably and unconditionally authorised to unilaterally create a charge over the collateral at any time in the future, without the need for any further approval from the obligor or guarantor
|
| ESMA Esoteric Assets.Collateral.Lien | INTEGER-9999 | Highest lien position held by the originator in relation to the collateral. |
| ESMA Esoteric Assets.Collateral.Collateral Type | LIST | The primary (in terms of value) type of asset securing the debt. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee
|
| ESMA Esoteric Assets.Collateral.Current Valuation Amount | MONETARY | The most recent valuation of the collateral. Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Esoteric Assets.Collateral.Current Valuation Method | LIST | The method of calculating the most recent value of the collateral, as provided in field ESTC10
|
| ESMA Esoteric Assets.Collateral.Current Valuation Date | DATEFORMAT | The date of the most recent valuation of the collateral as provided in field ESTC10. |
| ESMA Esoteric Assets.Collateral.Current Loan-To-Value | PERCENTAGE | Current loan to Value ratio (LTV). For non-first lien loans this shall be the combined or total LTV. Where the current loan balance is negative, enter 0. |
| ESMA Esoteric Assets.Collateral.Original Valuation Amount | MONETARY | The original valuation of the collateral as of the initial underlying exposure origination date.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Esoteric Assets.Collateral.Original Valuation Method | LIST | The method of calculating the value of the collateral provided in field ESTC14 at the time of underlying exposure origination
|
| ESMA Esoteric Assets.Collateral.Original Valuation Date | DATEFORMAT | The date of the original valuation of the physical or financial collateral provided in field ESTC14. |
| ESMA Esoteric Assets.Collateral.Original Loan-To-Value | PERCENTAGE | Originator’s original underwritten loan To Value ratio (LTV). For non-first lien loans this shall be the combined or total LTV. |
| ESMA Esoteric Assets.Collateral.Date Of Sale | DATEFORMAT | The date of sale of the collateral. |
| ESMA Esoteric Assets.Collateral.Sale Price | MONETARY | Price achieved on sale of collateral in case of foreclosure.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Esoteric Assets.Collateral.Collateral Currency | CURRENCYCODE_3 | This is the currency in which the valuation amount provided in ESTC10 is denominated. |
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
