ESMA Corporate Collateral Table

From Open Risk Manual

Table Fields

Field Type Definition
ESMA Corporate.Collateral.Unique Identifier ALPHANUM-28 Report the same unique identifier here as the one entered into field CRPL1.
ESMA Corporate.Collateral.Underlying Exposure Identifier ALPHANUM-1000 Unique underlying exposure identifier. This must match the identifier in field CRPL3. The reporting entity shall not amend this unique identifier.
ESMA Corporate.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 Corporate.Collateral.New Collateral Identifier ALPHANUM-1000 If the original identifier in field CRPC3 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 field CRPC3. The reporting entity shall not amend this unique identifier.
ESMA Corporate.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 Corporate.Collateral.Security Type LIST The type of security


ESMA Corporate.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 Corporate.Collateral.Lien INTEGER-9999 Highest lien position held by the originator in relation to the collateral.
ESMA Corporate.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 Corporate.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 Corporate.Collateral.Current Valuation Method LIST The method of calculating the most recent value of the collateral, as provided in field CRPC10


ESMA Corporate.Collateral.Current Valuation Date DATEFORMAT The date of the most recent valuation of the collateral as provided in field CRPC10.
ESMA Corporate.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 Corporate.Collateral.Original Valuation Method LIST The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in field CRPC13


ESMA Corporate.Collateral.Original Valuation Date DATEFORMAT The date of the original valuation of the physical or financial collateral provided in field CRPC13.
ESMA Corporate.Collateral.Date Of Sale DATEFORMAT The date of sale of the collateral.
ESMA Corporate.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 Corporate.Collateral.Collateral Currency CURRENCYCODE_3 This is the currency in which the valuation amount provided in CRPC10 is denominated.
ESMA Corporate.Collateral.Guarantor Country COUNTRYCODE_2 The jurisdiction where the guarantor is established.
ESMA Corporate.Collateral.Guarantor ESA Subsector ESA The ESA 2010 classification of the guarantor according to EU Regulation No 549/2013 ('ESA 2010'). This entry must be provided at the sub-sector level. Use one of the values available in Table 2 of Annex 1.

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