Collateral Basket Identifier

Field 2.96 | Matching Date: 2020-04-01 | Tolerance: None | Agent Lender Data Provision: Yes>

Status: Under Review, Last Updated: 03/07/2023

Field 2.96 | Matching Date: 2020-04-01 | Tolerance: None | Agent Lender Data Provision: Yes

Description:
If the collateral basket can be identified with an ISIN, the ISIN of the collateral basket. If the collateral basket cannot be identified with an ISIN, this field should be populated with 'NTAV'.

Best Practice:
Where Field 2.04 is populated with SLEB

For NEWT template:
If Business Use Case = Uncollateralised SLEB and Field2.72 = True
Then do not populate Field 2.96

If Business Use Case = Individually Collateralised SLEB (Cash Rebates) and Field 2.72 = false and Field 2.73 (NE) = False and type of collateral is cash
Then do not populate Field 2.96

If Business Use Case = SLEB against Net Exposure Collateral and Field 2.72 = FALSE and Field 2.73 (NE) = TRUE
Then populate with 'NTAV'

For CORR Template:
If Business Use Case = Uncollateralised SLEB and Field 2.72 = True
Then do not populate Field 2.96

If Business Use Case = Individually Collateralised SLEB (Cash Rebates) and Field 2.72 = FALSE and Field 2.73 (NE) = FALSE and type of collateral is CASH
Then do not populate Field 2.96

If Business Use Case = SLEB against Net Exposure Collateral and Field 2.72 = FALSE and Field 2.73 (NE) = TRUE
Then populate with 'NTAV' (as per NEWT)

For COLU Template:
If Business Use Case = Uncollateralised SLEB
Then not applicable as no COLUs are reported for Uncollateralised SLEBs

If Business Use Case = TB COLU for Individually Collateralised SLEB (Cash Rebates) and Field 2.73 = False type of collateral is cash
Then do not populate Field 2.96

If Business Use Case = NE COLU for SLEB against Net Exposure Collateral and Field 2.73 = TRUE
Then do not populate Field 2.96 (SFTR-116)