Index
Constraints
DPM Mapeba_tC_14.00 - C 14.00 (CR SEC Details)
| C 14.00 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| IDENTIFIER OF THE SECURITISATION | INTRA-GROUP, PRIVATE OR PUBLIC SECURITISATION? | ROLE OF THE INSTITUTION (ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR) | IDENTIFIER OF THE ORIGINATOR | SECURITISATION TYPE | ACCOUNTING TREATMENT: SECURITISED ASSETS ARE KEPT OR REMOVED FROM THE BALANCE SHEET? | SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements? | SIGNIFICANT RISK TRANSFER | SECURITISATION OR RE-SECURITISATION | STS SECURITISATION | SECURITISATION QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT? | TYPE OF EXCESS SPREAD | AMORTISATION SYSTEM | COLLATERALISATION OPTIONS | RETENTION | NON-ABCP PROGRAMMES | SECURITISED EXPOSURES | SECURITISATION STRUCTURE | |||||||||||||||||||||||||||||||||||||||||||||
| TYPE OF RETENTION APPLIED | % OF RETENTION AT REPORTING DATE | COMPLIANCE WITH THE RETENTION REQUIREMENT? | ORIGINATION DATE | DATE OF LATEST ISSUANCE | TOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATE | TOTAL AMOUNT | INSTITUTION'S SHARE (%) | TYPE | % of IRB IN APPROACH APPLIED | NUMBER OF EXPOSURES | EXPOSURES IN DEFAULT W (%) | COUNTRY | LGD (%) | EL (%) | UL (%) | EXPOSURE-WEIGHTED AVERAGE MATURITY OF ASSETS | (-) VALUE ADJUSTMENTS AND PROVISIONS | OWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) Kirb | % OF RETAIL EXPOSURES IN IRB POOLS | OWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) Ksa | MEMORANDUM ITEMS | ON-BALANCE SHEET ITEMS | OFF-BALANCE SHEET ITEMS AND DERIVATIVES | MATURITY | MEMORANDUM ITEMS | |||||||||||||||||||||||||||||||||||||
| CREDIT RISK ADJUSTMENTS DURING THE CURRENT PERIOD | SENIOR | MEZZANINE | FIRST LOSS | OVERCOLATERALISATION AND FUNDED RESERVE ACCOUNTS | SENIOR | MEZZANINE | FIRST LOSS | SYNTHETIC EXCESS SPREAD | FIRST FORESEEABLE TERMINATION DATE | ORIGINATOR'S CALL OPTIONS INCLUDED IN TRANSACTION | LEGAL FINAL MATURITY DATE | ATTACHMENT POINT OF RISK SOLD (%) | DETACHMENT POINT OF RISK SOLD (%) | RISK TRANSFER CLAIMED BY ORIGINATOR INSTITUTION (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
| AMOUNT | ATTACHMENT POINT (%) | CQS | AMOUNT | NUMBER OF TRANCHES | CQS OF THE MOST SUBORDINATED TRANCHE | AMOUNT | DETACHMENT POINT (%) | CQS | AMOUNT | OF WHICH: NON-REFUNDABLE PURCHASE PRICE DISCOUNT | AMOUNT | ATTACHMENT POINT (%) | AMOUNT | NUMBER OF TRANCHES | AMOUNT | DETACHMENT POINT (%) | ||||||||||||||||||||||||||||||||||||||||||||||
| 0020 | 0021 | 0110 | 0030 | 0040 | 0051 | 0060 | 0061 | 0070 | 0075 | 0446 | 0076 | 0077 | 0078 | 0080 | 0090 | 0100 | 0120 | 0121 | 0130 | 0140 | 0150 | 0160 | 0171 | 0180 | 0181 | 0190 | 0201 | 0202 | 0203 | 0204 | 0210 | 0221 | 0222 | 0223 | 0225 | 0230 | 0231 | 0232 | 0240 | 0241 | 0242 | 0250 | 0251 | 0252 | 0254 | 0255 | 0260 | 0265 | 0270 | 0275 | 0280 | 0285 | 0287 | 0290 | 0291 | 0300 | 0302 | 0303 | 0304 | |||
| eba_dim:SIC | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Securitisation internal code | 0010 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||