ESMA Consumer Exposures Table
Table Fields
| Field | Type | Definition |
|---|---|---|
| ESMA Consumer.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 Consumer.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 Consumer.Exposures.New Underlying Exposure Identifier | ALPHANUM-1000 | If the original identifier in field CMRL2 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 CMRL2. The reporting entity shall not amend this unique identifier. |
| ESMA Consumer.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 Consumer.Exposures.New Obligor Identifier | ALPHANUM-1000 | If the original identifier in field CMRL4 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 CMRL4. The reporting entity shall not amend this unique identifier. |
| ESMA Consumer.Exposures.Data Cut-Off Date | DATEFORMAT | The data cut-off date for this data submission. |
| ESMA Consumer.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 Consumer.Exposures.Date Of Repurchase | DATEFORMAT | Date on which the underlying exposure was repurchased from the pool. |
| ESMA Consumer.Exposures.Redemption Date | DATEFORMAT | Date on which account redeemed or (for defaulted underlying exposures) the date that the recovery process was completed. |
| ESMA Consumer.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 Consumer.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 Consumer.Exposures.Employment Status | LIST | Employment status of the primary obligor
|
| ESMA Consumer.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 Consumer.Exposures.Customer Type | LIST | Customer type at origination
|
| ESMA Consumer.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 Consumer.Exposures.Primary Income Type | LIST | Indicate what income in CMRL15 is displayed
|
| ESMA Consumer.Exposures.Primary Income Currency | CURRENCYCODE_3 | Currency in which the primary obligor's income or revenue is paid. |
| ESMA Consumer.Exposures.Primary Income Verification | LIST | Primary Income Verification
|
| ESMA Consumer.Exposures.Secured By Salary / Pension Assignment | Y/N | Does the personal underlying exposure fall under the category of pension-backed underlying exposures / salary-backed underlying exposures (i.e. cessione del quinto)? |
| ESMA Consumer.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 Consumer.Exposures.Origination Date | DATEFORMAT | Date of original underlying exposure advance. |
| ESMA Consumer.Exposures.Maturity Date | DATEFORMAT | The date of maturity of the underlying exposure or expiry of the lease. |
| ESMA Consumer.Exposures.Original Term | INTEGER-9999 | Original contractual term (number of months) at the origination date. |
| ESMA Consumer.Exposures.Origination Channel | LIST | Channel of Origination
|
| ESMA Consumer.Exposures.Purpose | LIST | Loan Purpose
|
| ESMA Consumer.Exposures.Currency Denomination | CURRENCYCODE_3 | The underlying exposure currency denomination. |
| ESMA Consumer.Exposures.Original Principal Balance | MONETARY | Original underlying exposure principal balance (inclusive of capitalised fees) at origination. 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 Consumer.Exposures.Current Principal Balance | MONETARY | Amount of underlying exposure outstanding as of the data cut-off date. This shall include any amounts that are 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.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Consumer.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 Consumer.Exposures.Revolving End Date | DATEFORMAT | For underlying exposures with flexible re-draw / revolving characteristics – the date when the flexible features are expected to expire i.e. when the revolving period will end. |
| ESMA Consumer.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 Consumer.Exposures.Amortisation Type | LIST | Type of amortisation of the underlying exposure including principal and interest
|
| ESMA Consumer.Exposures.Principal Grace Period End Date | DATEFORMAT | If applicable as at the data cut-off date, indicate the principal grace period end date. |
| ESMA Consumer.Exposures.Scheduled Principal Payment Frequency | LIST | Frequency of principal payments due, i.e. period between payments
|
| ESMA Consumer.Exposures.Scheduled Interest Payment Frequency | LIST | Frequency of interest payments due, i.e. period between payments
|
| ESMA Consumer.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 Consumer.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 Consumer.Exposures.Current Interest Rate Index | LIST | The base reference interest index currently applicable (the reference rate off which the interest rate is set)
|
| ESMA Consumer.Exposures.Current Interest Rate Index Tenor | LIST | Tenor of the current interest rate index
|
| ESMA Consumer.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 Consumer.Exposures.Interest Rate Reset Interval | INTEGER-9999 | Number of months between each interest rate reset date on the underlying exposure. |
| ESMA Consumer.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 Consumer.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 Consumer.Exposures.Number Of Payments Before Securitisation | INTEGER-9999 | Enter the number of payments made prior to the exposure being transferred to the securitisation. |
| ESMA Consumer.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 Consumer.Exposures.Prepayment Lock-Out End Date | DATEFORMAT | The date after which the lender allows prepayment of the underlying exposure. |
| ESMA Consumer.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.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. |
| ESMA Consumer.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 Consumer.Exposures.Prepayment Date | DATEFORMAT | The latest date on which an unscheduled principal payment was received. |
| ESMA Consumer.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 Consumer.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 Consumer.Exposures.Date Last In Arrears | DATEFORMAT | Date the obligor was last in arrears. |
| ESMA Consumer.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 Consumer.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 Consumer.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 Consumer.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 Consumer.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 Consumer.Exposures.Default Date | DATEFORMAT | The date of default. |
| ESMA Consumer.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 Consumer.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 Consumer.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 Consumer.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 Consumer.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 Consumer.Exposures.Original Lender Establishment Country | COUNTRYCODE_2 | Country where the original lender is established. |
| ESMA Consumer.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 Consumer.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 Consumer.Exposures.Originator Establishment Country | COUNTRYCODE_2 | Country where the underlying exposure originator is established. |
| ESMA Consumer.Exposures.Energy Performance Certificate Value | LIST | The energy performance certificate value of the collateral at the time of origination
|
| ESMA Consumer.Exposures.Energy Performance Certificate Provider Name | ALPHANUM-100 | Enter in the legal name of the energy performance certificate provider. 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. |
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
