Security Issuer Relationship This dimension categorises information reported in relation to securities held, based on the reporting party's relationship of the issuing counterparty. Not Originated Report only where the counterparty is a securitisation and was not originated by the reporting party (i.e. where the reporting party is known as the originating party). The reporting party is determined to be the originating party with respect to a particular securitisation, where the reporting party: (i) directly or indirectly originates underlying exposures in the pool; (ii) is the managing entity of the securitisation; or (iii) provides a facility (other than derivatives) to an Asset Backed Commercial Paper (ABCP) securitisation. Originated Report only where the issuing counterparty is a securitisation and was originated by the reporting party (i.e. where the reporting party is known as the originating party). The reporting party is determined to be the originating party with respect to a particular securitisation, where the reporting party: (i) directly or indirectly originates underlying exposures in the pool; (ii) is the managing entity of the securitisation; or (iii) provides a facility (other than derivatives) to an Asset Backed Commercial Paper (ABCP) securitisation.