ESMA Residential Real Estate Exposures Table
Table Fields
| Field | Type | Definition |
|---|---|---|
| ESMA Residential Real Estate.Exposures.Unique Identifier | ALPHANUM-28 | The unique identifier assigned by the reporting entity according to Article 11(1) of the Commission Delegated Regulation (EU) …/… [include full reference to the disclosure RTS]. |
| ESMA Residential Real Estate.Exposures.Original Underlying Exposure Identifier | ALPHANUM-1000 | Unique underlying exposure identifier. 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 Residential Real Estate.Exposures.New Underlying Exposure Identifier | ALPHANUM-1000 | If the original identifier in field RREL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL2. The reporting entity shall not amend this unique identifier. |
| ESMA Residential Real Estate.Exposures.Original Obligor Identifier | ALPHANUM-1000 | Original unique obligor identifier. 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 Residential Real Estate.Exposures.New Obligor Identifier | ALPHANUM-1000 | If the original identifier in field RREL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in RREL4. The reporting entity shall not amend this unique identifier. |
| ESMA Residential Real Estate.Exposures.Data Cut-Off Date | DATEFORMAT | The data cut-off date for this data submission. |
| ESMA Residential Real Estate.Exposures.Pool Addition Date | DATEFORMAT | The date that the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. |
| ESMA Residential Real Estate.Exposures.Date Of Repurchase | DATEFORMAT | Date on which the underlying exposure was repurchased from the pool. |
| ESMA Residential Real Estate.Exposures.Redemption Date | DATEFORMAT | Date on which account redeemed or (for defaulted underlying exposures) the date that the recovery process was completed. |
| ESMA Residential Real Estate.Exposures.Resident | Y/N | Is the primary obligor a resident of the country in which the collateral and underlying exposure reside? |
| ESMA Residential Real Estate.Exposures.Geographic Region - Obligor | NUTS | The geographic region (NUTS3 classification) where the obligor 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 Residential Real Estate.Exposures.Geographic Region Classification | YEAR | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. |
| ESMA Residential Real Estate.Exposures.Employment Status | LIST | Employment status of the primary obligor
|
| ESMA Residential Real Estate.Exposures.Credit Impaired Obligor | Y/N | Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge:
(a) has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: (i) a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and (ii) the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; (b) was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. |
| ESMA Residential Real Estate.Exposures.Customer Type | LIST | Customer type at origination
|
| ESMA Residential Real Estate.Exposures.Primary Income | MONETARY | Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter in that obligor’s annual revenue.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Primary Income Type | LIST | Indicate what income in RREL16 is displayed
|
| ESMA Residential Real Estate.Exposures.Primary Income Currency | CURRENCYCODE_3 | Currency in which the primary obligor's income or revenue is paid. |
| ESMA Residential Real Estate.Exposures.Primary Income Verification | LIST | Primary Income Verification
|
| ESMA Residential Real Estate.Exposures.Secondary Income | MONETARY | Secondary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the secondary obligory is a legal person/entity, enter in that obligor's annual revenue. When there are more than two obligors in this underlying exposure, indicate total annual combined income across all obligors in this field.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Secondary Income Verification | LIST | Income verification for secondary income
|
| ESMA Residential Real Estate.Exposures.Special Scheme | ALPHANUM-10000 | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. |
| ESMA Residential Real Estate.Exposures.Origination Date | DATEFORMAT | Date of original underlying exposure advance. |
| ESMA Residential Real Estate.Exposures.Maturity Date | DATEFORMAT | The date of maturity of the underlying exposure or expiry of the lease. |
| ESMA Residential Real Estate.Exposures.Original Term | INTEGER-9999 | Original contractual term (number of months) at the origination date. |
| ESMA Residential Real Estate.Exposures.Origination Channel | LIST | Origination channel of the underlying exposure
|
| ESMA Residential Real Estate.Exposures.Purpose | LIST | The reason for the obligor taking out the loan
|
| ESMA Residential Real Estate.Exposures.Currency Denomination | CURRENCYCODE_3 | The underlying exposure currency denomination. |
| ESMA Residential Real Estate.Exposures.Original Principal Balance | MONETARY | Original underlying exposure balance (inclusive of fees).
This is referring to the balance of the underlying exposure at the underlying exposure origination date, not the date of the underlying exposure’s sale to the SSPE or the closing date of the securitisation. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Current Principal Balance | MONETARY | Amount of underlying exposure outstanding as of the data cut-off date. This shall include any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these shall be added. It shall exclude any interest arrears or penalty amounts.
Current balance shall include the principal arrears. However, savings amount shall be deducted if a subparticipation exists. (i.e. underlying exposure balance = underlying exposure +/- subparticipation; +/- 0 if no subparticipation). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Prior Principal Balances | MONETARY | Total balances ranking prior to this underlying exposure (including those held with other lenders). If there are no prior balances, enter 0.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Pari Passu Underlying Exposures | MONETARY | Total value of underlying exposures to this obligor ranking pari passu with this underlying exposure (regardless of whether or not they are included in this pool). If there are no balances ranking pari passu, enter 0.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Total Credit Limit | MONETARY | For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding.
This field shall only be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Purchase Price | PERCENTAGE | Enter in the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter in 100 if no discounting was applied. |
| ESMA Residential Real Estate.Exposures.Amortisation Type | LIST | Type of amortisation of the underlying exposure including principal and interest
|
| ESMA Residential Real Estate.Exposures.Principal Grace Period End Date | DATEFORMAT | If applicable as at the data cut-off date, indicate the principal grace period end date. |
| ESMA Residential Real Estate.Exposures.Scheduled Principal Payment Frequency | LIST | Frequency of principal payments due, i.e. period between payments
|
| ESMA Residential Real Estate.Exposures.Scheduled Interest Payment Frequency | LIST | Frequency of interest payments due, i.e. period between payments
|
| ESMA Residential Real Estate.Exposures.Payment Due | MONETARY | This is the next contractual payment due by the obligor according to the payment frequency of the underlying exposure.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Debt To Income Ratio | PERCENTAGE | Debt defined as the amount of underlying exposure outstanding as of data cut-off date, this shall include any amounts that are secured by the mortgage and will be classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these shall be added. Excluding any interest arrears or penalty amounts.
Income defined as combined income, sum of primary and secondary income fields (field numbers RREL16 and RREL20) and any other income. |
| ESMA Residential Real Estate.Exposures.Balloon Amount | MONETARY | Total amount of (securitised) principal repayment to be paid at the maturity date of the underlying exposure.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Interest Rate Type | LIST | Interest rate type
|
| ESMA Residential Real Estate.Exposures.Current Interest Rate | PERCENTAGE | Gross rate per annum used to calculate the current period scheduled interest on the securitised underlying exposure. Rates calculated on a period-by-period basis must be annualised. |
| ESMA Residential Real Estate.Exposures.Current Interest Rate Index | LIST | The base reference interest index currently applicable (the reference rate off which the interest rate is set)
|
| ESMA Residential Real Estate.Exposures.Current Interest Rate Index Tenor | LIST | Tenor of the current interest rate index
|
| ESMA Residential Real Estate.Exposures.Current Interest Rate Margin | PERCENTAGE | Current interest rate margin of the floating-rate underlying exposure over (or under, in which case input as a negative) the index rate. |
| ESMA Residential Real Estate.Exposures.Interest Rate Reset Interval | INTEGER-9999 | Number of months between each interest rate reset date on the underlying exposure. |
| ESMA Residential Real Estate.Exposures.Interest Rate Cap | PERCENTAGE | Maximum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. |
| ESMA Residential Real Estate.Exposures.Interest Rate Floor | PERCENTAGE | Minimum rate that the obligor must pay on a floating rate underlying exposure as required under the terms of the underlying exposure agreement. |
| ESMA Residential Real Estate.Exposures.Revision Margin 1 | PERCENTAGE | The margin for the underlying exposure at the 1st revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date that the index is reset periodically (e.g. resetting 1M EURIBOR each month).
The full revised margin must be entered in this field, not the change in the margin. |
| ESMA Residential Real Estate.Exposures.Interest Revision Date 1 | DATEFORMAT | Date interest rate next changes (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). |
| ESMA Residential Real Estate.Exposures.Revision Margin 2 | PERCENTAGE | The margin for the underlying exposure at the 2nd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date that the index is reset periodically (e.g. resetting 1M EURIBOR each month).
The full revised margin must be entered in this field, not the change in the margin. |
| ESMA Residential Real Estate.Exposures.Interest Revision Date 2 | DATEFORMAT | Date of 2nd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). |
| ESMA Residential Real Estate.Exposures.Revision Margin 3 | PERCENTAGE | The margin for the underlying exposure at the 3rd revision date. This refers only to contractual changes in the margin (e.g. from +50bps to +100bps) or the underlying index (e.g. from 3M EUIBOR to 1M EURIBOR) used for the interest calculation. This field does not refer to the date that the index is reset periodically (e.g. resetting 1M EURIBOR each month).
The full revised margin must be entered in this field, not the change in the margin. |
| ESMA Residential Real Estate.Exposures.Interest Revision Date 3 | DATEFORMAT | Date of 3rd interest rate change (e.g. discount margin changes, fixed period ends, underlying exposure re-fixed etc. this is not the next LIBOR/EURIBOR/index reset date). |
| ESMA Residential Real Estate.Exposures.Revised Interest Rate Index | LIST | Next interest rate index
|
| ESMA Residential Real Estate.Exposures.Revised Interest Rate Index Tenor | LIST | Tenor of the next interest rate index
|
| ESMA Residential Real Estate.Exposures.Number Of Payments Before Securitisation | INTEGER-9999 | Enter the number of payments made prior to the exposure being transferred to the securitisation. |
| ESMA Residential Real Estate.Exposures.Percentage Of Prepayments Allowed Per Year | PERCENTAGE | Percentage amount of pre-payments allowed under the product per year. This is for underlying exposures that allow a certain threshold of pre-payments (i.e. 10%) before charges are incurred. |
| ESMA Residential Real Estate.Exposures.Prepayment Lock-Out End Date | DATEFORMAT | The date after which the lender allows prepayment of the underlying exposure. |
| ESMA Residential Real Estate.Exposures.Prepayment Fee | MONETARY | Amount collected from the obligor as the fee/penalty due for making prepayments as required under the terms of the underlying exposure agreement. This is not intended to include any amounts paid as a "break cost" to make up interest payments up to the underlying exposure Payment Date. This includes amounts collected that have not been securitised.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Prepayment Fee End Date | DATEFORMAT | The date after which the lender allows prepayment of the underlying exposure without requirement for a prepayment fee to be paid. |
| ESMA Residential Real Estate.Exposures.Prepayment Date | DATEFORMAT | The latest date on which an unscheduled principal payment was received. |
| ESMA Residential Real Estate.Exposures.Cumulative Prepayments | MONETARY | Total prepayments collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Date Of Restructuring | DATEFORMAT | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.
In the event of multiple dates, all dates must be provided according to the XML schema. |
| ESMA Residential Real Estate.Exposures.Date Last In Arrears | DATEFORMAT | Date the obligor was last in arrears. |
| ESMA Residential Real Estate.Exposures.Arrears Balance | MONETARY | Current balance of arrears, which is defined as:
Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Number Of Days In Arrears | INTEGER-9999 | Number of days this underlying exposure is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. |
| ESMA Residential Real Estate.Exposures.Account Status | LIST | Current status of the underlying exposure that has been securitised
Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring under forbearance. |
| ESMA Residential Real Estate.Exposures.Reason for Default or Foreclosure | LIST | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason
|
| ESMA Residential Real Estate.Exposures.Default Amount | MONETARY | Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Default Date | DATEFORMAT | The date of default. |
| ESMA Residential Real Estate.Exposures.Allocated Losses | MONETARY | The allocated losses to date, net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect most recent situation as at the data cut-off date, i.e. as recoveries are collected and the work out process progresses.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Cumulative Recoveries | MONETARY | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Litigation | Y/N | Flag to indicate litigation proceedings underway (if account has recovered and is no longer being actively litigated this shall be re-set to N). |
| ESMA Residential Real Estate.Exposures.Recourse | Y/N | Is there recourse (full or limited) to the obligor's assets beyond the proceeds of any collateral for this underlying exposure? |
| ESMA Residential Real Estate.Exposures.Deposit Amount | MONETARY | The sum of all obligor amounts held by the originator or seller that are potentially off-settable against the underlying exposure balance, excluding the benefit of any national deposit compensation scheme. To prevent double-counting, this shall be capped at the lower of (1) the deposit amount, and (2) the maximum potential off-settable amount at the obligor-level (i.e. not underlying exposure-level) within the pool.
Use the same currency denomination as that used for this underlying exposure. If an obligor has more than one underlying exposure outstanding in the pool, then this field shall be completed for each underlying exposure, and it is up to the discretion of the reporting entity to decide to allocate the deposit amount across each of the underlying exposure, subject to the above-mentioned cap and so long as the total entries for this field across the multiple underlying exposures adds up to the accurate amount. For example, if Obligor A has deposit balance of €100, and two underlying exposures outstanding in the pool of: underlying exposure 1 €60 and underlying exposure 2 €75. This field could be completed as either underlying exposure 1 - €60 and underlying exposure 2 - €40, or underlying exposure 1 - €25 and underlying exposure 2 €75 (i.e. the relative entries for this field in each underlying exposure is capped at €60 for underlying exposure 1 and at €75 for underlying exposure 2 and the sum of the values across underlying exposure 1 and underlying exposure 2 must equal €100). Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Residential Real Estate.Exposures.Insurance Or Investment Provider | ALPHANUM-100 | Name of the insurance or investment provider (i.e. for life insurance or investment underlying exposures). |
| ESMA Residential Real Estate.Exposures.Original Lender Name | ALPHANUM-100 | Give the full legal name of the original lender. Where a Legal Entity Identifier (LEI) is available in the Global Legal Entity Foundation (GLEIF) database, the name entered shall match the name associated with the LEI. |
| ESMA Residential Real Estate.Exposures.Original Lender Legal Entity Identifier | LEI | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender.
Where no Legal Entity Identifier is available, enter ND5. |
| ESMA Residential Real Estate.Exposures.Original Lender Establishment Country | COUNTRYCODE_2 | Country where the original lender is established. |
| ESMA Residential Real Estate.Exposures.Originator Name | ALPHANUM-100 | Give the full legal name of the underlying exposure originator. Where a Legal Entity Identifier (LEI) is available in the Global Legal Entity Foundation (GLEIF) database, the name entered shall match the name associated with the LEI. |
| ESMA Residential Real Estate.Exposures.Originator Legal Entity Identifier | LEI | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. |
| ESMA Residential Real Estate.Exposures.Originator Establishment Country | COUNTRYCODE_2 | Country where the underlying exposure originator is established. |
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
