ESMA Residential Real Estate Collateral Table

From Open Risk Manual

Table Fields

Field Type Definition
ESMA Residential Real Estate.Collateral.Unique Identifier ALPHANUM-28 Report the same unique identifier here as the one entered into field RREL1.
ESMA Residential Real Estate.Collateral.Underlying Exposure Identifier ALPHANUM-1000 Unique identifier for each underlying exposure. This must match field RREL3.
ESMA Residential Real Estate.Collateral.Original Collateral Identifier ALPHANUM-1000 The original unique identifier assigned to the collateral. 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.Collateral.New Collateral Identifier ALPHANUM-1000 If the original identifier in field RREC2 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 RREC2. The reporting entity shall not amend this unique identifier.
ESMA Residential Real Estate.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 Residential Real Estate.Collateral.Geographic Region - Collateral NUTS The geographic region (NUTS3 classification) where the physical 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 Residential Real Estate.Collateral.Occupancy Type LIST Type of property occupancy


ESMA Residential Real Estate.Collateral.Lien INTEGER-9999 Highest lien position held by the originator in relation to the collateral.

If the collateral being reported is not property collateral, enter ND5.

ESMA Residential Real Estate.Collateral.Property Type LIST Property type


ESMA Residential Real Estate.Collateral.Energy Performance Certificate Value LIST The energy performance certificate value of the collateral at the time of origination


ESMA Residential Real Estate.Collateral.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.
ESMA Residential Real Estate.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 Residential Real Estate.Collateral.Current Valuation Amount MONETARY The most recent valuation of the collateral as assessed by an independent external or internal appraiser. If such assessment is not available, the current value of the collateral can be estimated using a real estate value index sufficiently granular with respect to geographical location and type of collateral; if such real estate value index is also not available, a real estate price index sufficiently granular with respect to geographical location and type of collateral can be used after application of a suitably chosen mark-down to account for the depreciation of the collateral.

If the collateral being reported is not property collateral, enter the most recent valuation of the collateral as assessed by an independent external or internal appraiser or, if not available, by the originator.

If the collateral being reported is a guarantee, enter the amount of underlying exposure guaranteed by this collateral item to the benefit of the originator.

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

ESMA Residential Real Estate.Collateral.Current Valuation Method LIST The method of calculating the most recent value of the collateral, as provided in RREC13


ESMA Residential Real Estate.Collateral.Current Valuation Date DATEFORMAT The date of the most recent valuation, as provided in RREC13.
ESMA Residential Real Estate.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.

If the collateral being reported is not property collateral, enter ND5.

ESMA Residential Real Estate.Collateral.Original Valuation Amount MONETARY The original valuation of the collateral used when the underlying exposure was originated (i.e. before securitisation).

Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

ESMA Residential Real Estate.Collateral.Original Valuation Method LIST The method of calculating the value of the collateral at the time of underlying exposure origination, as provided in RREC17


ESMA Residential Real Estate.Collateral.Original Valuation Date DATEFORMAT The date of original valuation of the collateral, as provided in RREC17.
ESMA Residential Real Estate.Collateral.Date Of Sale DATEFORMAT The date of sale of the foreclosed collateral.
ESMA Residential Real Estate.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 Residential Real Estate.Collateral.Collateral Currency CURRENCYCODE_3 This is the currency in which the valuation amount provided in RREC13 is denominated.
ESMA Residential Real Estate.Collateral.Guarantor Type LIST Guarantor Type


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