Part 2 LIST OF FIELDS FOR THE RATING DATA FILE

LEI code of the credit rating agency responsible for the rating, i.e. in case of:

• a rating issued in the Union, the registered credit rating agency that has issued the rating,

• an endorsed rating, the registered credit rating agency that endorsed the rating,

• a rating issued by a certified credit rating agency, the certified credit rating agency,

• a rating issued in a third country but not endorsed by a registered credit rating agency, the third country credit rating agency that issued the rating.

LEI code of the credit rating agency that issued the rating, that is to say in case of:

• a rating issued in the Union, the registered credit rating agency,

• an endorsed rating, the third country credit rating agency that has issued the endorsed rating,

• a rating issued by a certified credit rating agency, the certified entity,

• a rating issued in a third country but not endorsed by a registered credit rating agency, the third country credit rating agency that issued the rating.

C — if the rating is applicable to corporate ratings

S — if the rating is applicable to sovereign ratings

T — if the rating is applicable to structured finance ratings

O — if the rating is applicable to other financial instruments.

Mandatory.

Applicable for ‘Rating type’ = ‘O’.

ISR — the rating refers to an entity or issuer of debt

INT — the rating refers to a debt issuance/financial instrument.

L — if the rating is a long-term rating

S — if the rating is a short-term rating.

ISO 3166-1 code.

The code ‘ZZ’ shall be used to identify the category ‘international’.

Mandatory.

Applicable for ‘Rating type’ = ‘C’ or ‘S’

LC — in case of a local currency rating

FC — in case of a foreign currency rating.

Mandatory.

Applicable only if the rated entity is eligible for acquiring a LEI code.

Optional.

If applicable.

Optional.

If applicable.

Optional.

Applicable only for entities that represent financial institutions (‘Industry’ = ‘FI’ or ‘IN’).

Mandatory.

Applicable if the rated entity/debt issuer is a subsidiary of another rated entity.

Mandatory.

Applicable if the rated entity is a subsidiary of another rated entity.

Mandatory.

Applicable only for ‘Country’ is part of the Union and for ‘Rating type’ = ‘S’ and ‘Sector’ = ‘SM’

Mandatory.

Applicable for ‘Rated object’ = ‘INT’ and if the rated instruments has an ISIN allocated.

Mandatory.

Applicable for ‘Rated object’ = ‘INT’.

Optional.

Applicable for ‘Rating type’ = ‘C’ or ‘S’ and ‘Rated object’ = ‘INT’.

Mandatory.

Applicable for ‘Rating type’ = ‘C’ and for ‘Rated object’ = ‘ISR’

Mandatory.

Applicable for ‘Rating type’ = ‘C’ or ‘S’ and ‘Rated object’ = ‘ISR’ and ‘Issuer rating type’ = ‘DT’ or ‘Rated object’ = ‘INT’ if applies.

Mandatory.

Applicable for ‘Rated object’ = ‘INT’.

Mandatory.

Applicable for ‘Rated object’ = ‘INT’.

If perpetual: 9999-01-01.

Mandatory.

Applicable for ‘Rated object’ = ‘INT’.

Mandatory.

Applicable for ‘Rated object’ = ‘INT’.

Mandatory.

Applicable for ‘Rating type’ = ‘C’.

FI — for financial institution rating including banks, brokers and dealers

IN — for insurance institution rating

CO — for corporate institution rating that is not included in ‘FI’ or ‘IN’

Mandatory.

Applicable for ‘Rating type’ = ‘S’.

SV — for State rating

SM — for regional or local authority rating

IF — for international financial institution rating

SO — for supranational organisations rating other than ‘IF’

PE — for public entities rating.

Mandatory.

Applicable for ‘Rating type’ = ‘T’.

ABS — for ABS rating

RMBS — for RMBS rating

CMBS — for CMBS rating

CDO — for CDO rating

ABCP — for ABCP rating

OTH — for other.

Mandatory.

Applicable for ‘Rating type’ = ‘T’.

CCS — if ABS: credit card receivable backed securities

ALB — if ABS: auto loan backed securities

CNS — if ABS: consumer loan backed security

SME — if ABS: small and medium-sized enterprises loan backed securities

LES — if ABS: leases to individual or business backed security

HEL — if RMBS: home equity loans

PRR — if RMBS: prime RMBS, NPR — if RMBS: non-prime RMBS

CFH — if CDO: cash flow and hybrid CDOs/CLOs

SDO — if CDO: synthetic CDOs/CLOs

MVO — if CDO: market value CDOs

SIV — if OTH: structured investment vehicles

ILS — if OTH: insurance-linked securities

DPC — if OTH: derivative product companies

SCB — if OTH: structured covered bonds

OTH — other.

Mandatory.

Applicable for ‘Rating-type’ = ‘T’ and ‘Sub-asset’ = ‘OTH’.

Mandatory.

Applicable for ‘Rating type’ = ‘C’ and ‘Rated object’ = ‘INT’.

BND —bonds

CBR — covered bonds as referred to in Article 52(4) of Directive 2009/65/EC of the European Parliament and of the Council and that meet the eligibility requirements set out in Article 129 of Regulation (EU) No 575/2013

OCB — other types of covered bonds, for which the credit rating agency has used specific covered bonds methodologies, models or key rating assumptions for issuing the credit rating and which are not included in point (b) of Article 5(2) of this Regulation

OTH — other types of corporate issues which are not included in points (a), (b) and (c) of Article 5(2) of this Regulation..

Mandatory.

Applicable for ‘Corporate issues classifications’ = ‘OTH’.

Mandatory.

Applicable for ‘Rating type’ = ‘T’.

Optional.

Applicable for ‘Rating type’ = ‘T’ or ‘Rating type = ‘C’ and ‘Rated object’ = ‘INT’.

Optional.

Applicable for ‘Rated object’ = ‘INT’.

Mandatory.

Applicable for ‘Rating type’ = ‘T’.

In case of multiple originators that cannot be individually identified, ‘MULTIPLE’ should be reported.

Mandatory.

Applicable for ‘Rating type’ = ‘T’ and ‘Originator Internal Identifier ’ is not ‘MULTIPLE’.

Optional.

Applicable for ‘Rating type’ = ‘T’ and ‘Originator Internal Identifier ’ is not ‘MULTIPLE’.

Mandatory.

Applicable for ‘Rating type’ = ‘T’ and ‘Originator internal identifier ’ is not ‘MULTIPLE’.

Mandatory.

Applicable for ‘Action type’ = ‘NEW’ in Table 2 of Part 2

Y — yes

N — no

Mandatory.

Applicable for ‘Preceding preliminary rating’ = ‘Y’

Mandatory.

Applicable for ‘Rating type’ = ‘T’.

S — standard complexity

C — additional complexity

Mandatory.

Applicable for ‘Rating type’ = ‘T’.

S — stand-alone transaction

M — master trust transaction

NXI — the rating is not exclusively produced for and disclosed to investors for a fee

EXI — the rating is exclusively produced for and disclosed to investors for a fee

Y — yes

N — no

The date and time of communication of the action to the rated entity.

It shall be expressed as Coordinated Universal Time (UTC). Should be reported only for the ratings issued in the Union.

Mandatory.

Applicable for ‘Location of the rating issuance ’ = ‘I’.

Identifies the date when the action is decided.

It shall be the date of preliminary approval (such as by the rating committee) of the action where this is then communicated to the rated entity before final approval.

Should be reported only for the ratings issued in the Union.

Mandatory.

Applicable for ‘Location of the rating issuance ’ = ‘I’.

OR — in case of outstanding rating (only for first time reporting)

PR — in case of preliminary rating

NW — in case the rating is issued for the first time

UP — in case the rating is upgraded

DG — in case the rating is downgraded

AF — in case the rating is affirmed

DF — in case a rated issuer or instrument is assigned to or removed from a default status and the default is not linked with another rating action

SP — in case the rating is suspended

WD — in case the rating is withdrawn

OT — in case the rating is placed to or removed from the outlook/trend status

WR — in case the rating is placed to or removed from the watch/review status

Mandatory.

Applicable for ‘Action type’ = ‘OT’,’WR’, ‘DF’, ‘SP’ or ‘OR’

P — status is placed

M — status is maintained

R — status is removed

Mandatory.

Applicable for ‘Action type’ = ‘OT’ and ‘OR’

POS — in case of a positive outlook

NEG — in case of a negative outlook

EVO — in case of an evolving or developing outlook

STA — in case of a stable outlook

Mandatory.

Applicable for ‘Action type’ = ‘WR’ and ‘OR’

POW — in case of a positive watch/review

NEW — in case of a negative watch/review

EVW — in case of an evolving or developing watch/review

UNW — in case of a watch/review with uncertain direction

Mandatory.

Applicable for ‘Action type’ = ‘WR’ and ‘OR’ and ‘Location of the rating issuance ’ = ‘I’.

1 — where the watch/review status is due to changes in methodologies, models or key rating assumptions

2 — where the watch/review status is due to economic, financial or credit reasons

3 — where the watch or review status is due to other reasons (e.g. departure of analysts, occurrence of conflicts of interests)

Mandatory.

Applicable for ‘Action Type’ = ‘WD’

1 — in case of incorrect or insufficient information on issuer/issue

2 — in case of bankruptcy of the rated entity or debt restructuring

3 — in case of reorganisation of rated entity (including the merger or acquisition of the rated entity)

4 — in case of the end of maturity of the debt obligation, or in case the debt is redeemed, called, prefunded, cancelled

5 — in case of automatic invalidity of rating due to business model of CRA (such as expiry of ratings valid for a predetermined period)

6 — in case of rating withdrawal due to other reasons

7 — in case the rating is affected by one of the points specified in Annex I, Section B, Point 3 of the Regulation (EC) No 1060/2009

8 — in case of client’s request

Mandatory.

Applicable for ‘Withdrawal reason’ = 6

Mandatory.

Applicable for ‘Action type’ = ‘AF’, ‘DG’, ‘UP’ or ‘OR’

Y — yes

N — no

Mandatory.

Applicable for ‘Action type’ = ‘SP’

Mandatory.

Applicable for ‘Action type’ = ‘NW’ or ‘UP’ or ‘AF’ or ‘DG’ or ‘PR’ or ‘OR’

Mandatory.

Applicable for ‘Action type’ = ‘NW’ or ‘UP’ or ‘AF’ or ‘DG’ or ‘PR’ or ‘OR’

I — issued in the Union

E — endorsed

T — issued in a third country by a certified CRA

O — other (not endorsed)

N — not available (only valid before 1.1.2011).

Mandatory.

Applicable for ‘Location of the rating issuance ’ = ‘I’.

Mandatory.

Applicable for ‘Location of the rating issuance ’ = ‘I’.

S — if the rating is solicited,

U — if the rating is unsolicited without participation

P — if the rating is unsolicited with participation.

Mandatory.

Applicable for ‘Type of rating for ERP’ = ‘NXI’.

Y — yes

N — no.

Mandatory.

Applicable for ‘Press release’ = ‘Y’.

Mandatory.

Applicable for ‘Press release’ = ‘Y’.

Mandatory.

Applicable for press releases that relate to more than one rating action.

Mandatory.

Applicable for ‘Rating type’ = ‘S’ and ‘Sector’ = ‘SV’ or ‘SM’ or ‘IF’

Y — yes

N — no

Mandatory.

Applicable for ‘Sovereign Research Report’ = ‘Y’

Mandatory.

Applicable for ‘Sovereign Research Report’ = ‘Y’