166x Filetype XLSX File size 0.38 MB Source: www.bankofengland.co.uk
Bank of England Loan Level Data: Reporting Template for Auto Loan Portfolios (Version 1, December 2012) Guidance Notes: - Where lists are used, issuers should try where possible to adhere to the designations provided but may add terms to the list provided they are defined in the reporting glossary - Data should be published on 'optional' fields to the extent the Originator holds and/or uses such information and its provision would not breach any Data Protection legislation - Where fields are tagged as 'dynamic', related data should be as of the most recent pool cut-off date - Where fields are tagged as 'static', related data is expected to be recorded as at origination. However, to the extent updated information for these fields is available, such data should be recorded in the template - Characterisation of fields as static or dynamic should be considered as a guide only. If updated information is available on the static fields these fields should be updated - Data on redeemed and repurchased loans should be included for one reporting period following redemption. Data on defaulted assets should continually be provided - Comply or explain principles apply in relation to definitions. Issuers should seek to adhere with the definitions published in the spreadsheet or those considered to be standard market practice. A glossary of definitions should be provided by the Issuer. - Where data for fields has not been collected, the related field should be left blank - There are a number of references to ECB definitions which are yet to be published. In the event the ECB's definitions are not available by the time of publication of data, issuers should clearly outline the definitions they have utilised. Field number Priority TAG Field Name Category Data Type Field Definition & Criteria Date type/format Maximum Jurisdictions Individuals / Length Corporates AA1 Mandatory dynamic Pool Cut-off Date Core Date Pool or Portfolio cut-off date. All dates take YYYY-MM-DD DD-MM-YYYY 10 All format AA2 Mandatory Static Pool Identifier Core Text/Numeric Pool or Portfolio identifier / name of transaction. Text/Numeric 50 All Lender that advanced the original loan. Where original AA3 Mandatory Static Originator Core Text originator is not known, for example in case of mergers, name Text 50 All of Seller to be provided. AA4 Mandatory dynamic Originator Rating Core Text/Numeric Rating Agency Rating of the Originator Text/Numeric 50 All AA5 Mandatory dynamic Servicer Identifier Core Text/Numeric Unique identifier per servicer to flag which entity is servicing Text/Numeric 50 All the loan Rating of the Servicer from the Rating Agency which rated the AA6 Mandatory dynamic Servicer Rating Core Text/Numeric deal. If that particular Rating Agency did not also rate the Text/Numeric 10 All deal, then use an alternative rating if available. If no ratings available, enter ND for no data. AA7 Mandatory Static Loan Currency Core List The loan currency denomination. See Taxonomy for relevant List 2 All Denomination choices. AA8 Blank AA9 Blank AA10 Blank AA11 Blank AA12 Blank AA13 Blank AA14 Blank Unique identifier for the loan. The loan ID should not change AA15 Mandatory Static Loan Identifier Core Text/Numeric through the life of the transaction. If the original loan ID Text/Numeric 50 All cannot be maintained in this field, enter the original ID followed by the new ID, comma delimited. AA16 Mandatory Static Corporate Identifier Core Text/Numeric Unique identifier for the corporate sponsor of the loan. If the Text/Numeric 50 All Corporate borrower is an individual enter ND for no data. AA17 Blank AA18 Blank AA19 Blank Type of Customer: AA20 Mandatory Static Customer Type Loan level information List Individual (1) List 1 All Corporate (2) Other (3) Bank of England Loan Level Data: Reporting Template for Auto Loan Portfolios Page 1 of 6 Field number Priority TAG Field Name Category Data Type Field Definition & Criteria Date type/format Maximum Jurisdictions Individuals / Length Corporates AA21 Optional Static Borrower Credit Quality Loan level information Text Originator own definition of borrower credit quality or external Text 50 All definition provided by credit bureau or other institution Employment status of the primary applicant: Employed or full loan is guaranteed (1) Employed with partial support (company subsidy) (2) Protected life-time employment (Civil/government servant) (3) Borrower's Employment Unemployed (4) AA22 Mandatory Static Status Loan level information List Self-employed (5) List 2 All Individuals No employment, borrower is legal entity (6) Student (7) Pensioner (8) Other (9) No Data (ND) Primary borrower underwritten annual income. If income not AA23 Mandatory Static Primary Income Loan level information Numeric part of the underwriting decision or the borrower is a 9(11).99 50 All Individuals corporate, enter ND. Primary Income The income currency denomination. See Taxonomy for AA24 Mandatory Static Currency Loan level information List relevant choices. If income not part of the underwriting List 2 All Individuals decision or the borrower is a corporate, enter ND. Income verification for primary income: Self-certified no checks (1) Income Verification for Self-certified with affordability confirmation (2) AA25 Mandatory Static Primary Income Loan level information List Verified (3) List 2 All Individuals Non-Verified Income / Fast Track (4) Other (5) No Data (ND) Revenue of the corporate customer, per the most recent AA26 Mandatory dynamic Revenue Loan level information Numeric audited financial statements. If data is not available enter ND 9(11).99 14 All Corporate for no data. Earnings Before Interest, Tax, Depreciation and Amortisation AA27 Mandatory dynamic EBITDA Loan level information Numeric of the corporate customer, per the most recent audited 9(11).99 14 All Corporate financial statements. If data is not available enter ND for no data. AA28 Mandatory dynamic Date of the most recent Loan level information Date Date of the most recent audited financial statements. If data DD-MM-YYYY 10 All Corporate Financial Statements is not available enter ND for no data. AA29 Mandatory dynamic Financial Statement Loan level information List The reporting currency of the financial statements. If data is List 2 All Corporate Currency not available enter ND for no data. AA30 Mandatory dynamic Geographic Region Loan level information List The region where the borrower is located. NUTS2 region List 50 All coding to be used. See Taxonomy for relevant choices. AA31 Mandatory Static Origination Date Loan level information Date Date of original loan advance. DD-MM-YYYY 10 All AA32 Mandatory dynamic Date of Loan Maturity Loan level information Date Date of loan maturity. DD-MM-YYYY 10 All AA33 Mandatory Static Loan Term Loan level information Numeric Original contractual term (number of months). 9(11).99 14 All Bank of England Loan Level Data: Reporting Template for Auto Loan Portfolios Page 2 of 6 Field number Priority TAG Field Name Category Data Type Field Definition & Criteria Date type/format Maximum Jurisdictions Individuals / Length Corporates AA34 Mandatory Static Original Principal Loan level information Numeric Borrower's original loan balance (inclusive of fees). 9(11).99 14 All Balance Borrower's loan outstanding as the of pool cut off date. This should include any amounts that are secured against the AA35 Mandatory dynamic Current Principal Loan level information Numeric vehicle. For example if fees have been added to the loan 9(11).99 14 All Outstanding Balance balance and are part of the principal in the transaction these should be added. Excluding any interest arrears or penalty amounts. AA36 Mandatory dynamic Scheduled Payment Due Loan level information Numeric The next contractual scheduled payment due (the payment 9(11).99 14 All due if there are no other payment arrangements in force). Scheduled Payment Frequency: Weekly (1) Fortnightly (2) Scheduled Payment Monthly (3) AA37 Mandatory dynamic Frequency Loan level information List Quarterly (4) List 2 All Semi Annually (5) Annually (6) Other (7) No Data (ND) AA38 Mandatory Static Downpayment Amount Loan level information Numeric Amount of deposit/downpayment on origination of loan (this 9(11).99 14 All should include the value of traded-in vehicles etc.) AA39 Mandatory Static Original Loan to Value Loan level information Numeric The LTV of the vehicle at origination. Rounded to the nearest 9(11).99 14 All 5 percent. Product Type: Hire Purchase (1) Balloon (2) AA40 Mandatory dynamic Product Type Loan level information List Loan (3) List 2 All Personal Contract Purchase (4) Other (5) No Data (ND) AA41 Mandatory Static Balloon Payment Loan level information Numeric The balloon payment amount 9(11).99 14 All Amount Interest Rate Type: AA42 Mandatory dynamic Interest Rate Type Loan level information List Fixed Rate (1) List 1 All Floating Rate (2) Other (3) Annual Percentage Rate (APR). The yearly cost of the loan, AA43 Mandatory dynamic Annual Percentage Rate Loan level information Numeric including interest, insurance and the origination fee, 9(11).99 14 All expressed as a percentage. Rounded to the nearest half a percent. For APR calculation see taxonomy. AA44 Mandatory dynamic Current Interest Rate Loan level information Numeric Current interest rate (%) of the loan. Rounded to the nearest 9(11).99 14 All half a percent. AA45 Mandatory Static Car Manufacturer Loan level information Text Name of the vehicle manufacturer Text 50 All AA46 Optional Static Car Model Loan level information Text Name of the car model Text 50 All AA47 Optional Static Engine Size Loan level information Numeric Engine size in Litres 9(11).99 14 All AA48 Optional Static Year of Registration Loan level information Date Year the car was registered DD-MM-YYYY 10 All Bank of England Loan Level Data: Reporting Template for Auto Loan Portfolios Page 3 of 6 Field number Priority TAG Field Name Category Data Type Field Definition & Criteria Date type/format Maximum Jurisdictions Individuals / Length Corporates Condition it went into the pool: New (New cars are those with zero or delivery mileage) (1) AA49 Mandatory Static New or Used Car Loan level information List Used (Cars with a prior owner) (2) List 1 All Demo (3) Other (4) No Data (ND) AA50 Mandatory Static Original List Price of Loan level information Numeric List price of the vehicle at origination. For a used car, enter 9(11).99 14 All Car the trade value or the sale price of the used car. AA51 Mandatory dynamic Residual Value Loan level information Numeric Residual value at end of contract, as at pool cut off date. If 9(11).99 14 All data not available enter ND for no data. Origination channel: Dealer (1) Broker (2) AA52 Mandatory Static Origination Channel Loan level information List Direct (3) List 2 All Indirect (4) Other (5) No Data (ND) Current status of account: Performing (1) Arrears (2) Default or Foreclosure (3) AA53 Mandatory dynamic Account Status Loan level information List Redeemed (4) List 2 All In advance (5) Repurchased by Seller (6) Other (7) No Data (ND) AA54 Mandatory dynamic Payments in Arrears Loan level information Numeric Number of scheduled payments in Arrears. (Enter 0 for loans 9(11).99 14 All not in arrears) Current balance of arrears. Arrears defined as: Total payments due to date AA55 Mandatory dynamic Arrears Balance Loan level information Numeric LESS Total payments received to date 9(11).99 14 All LESS any amounts capitalised. This should not include any fees applied to the account. Payment method used Direct Debit (1) Cash (2) AA56 Mandatory dynamic Payment method Loan level information List Monthly bank transfer (not direct debit) (3) List 2 All Cheque (4) Other (5) No Data (ND) AA57 Blank AA58 Blank AA59 Blank AA60 Blank AA61 Blank AA62 Blank AA63 Blank AA64 Blank AA65 Mandatory Static Date of Default Performance information Date The date of default or foreclosure. If no data available refer to DD-MM-YYYY 10 All Taxonomy for inputs. AA66 Mandatory Static Sale Price Performance information Numeric Price achieved on sale of vehicle in case of foreclosure. If no 9(11).99 14 All data available enter ND for no data. Total loss net of fees, accrued interest etc. after application of AA67 Mandatory Static Loss on Sale Performance information Numeric sale proceeds (excluding prepayment charge if subordinate to 9(11).99 14 All principal recoveries). Show any gain on sale as a negative number. If no data available refer to Taxonomy for inputs. AA68 Mandatory dynamic Cumulative Recoveries Performance information Numeric Cumulative recoveries – only relevant for cases with losses. 9(11).99 14 All (If not in default/foreclosure enter ND for no data). AA69 Mandatory dynamic Gross Default Amount Performance information Numeric Gross Default Amount. (If not in default/foreclosure enter ND 9(11).99 14 All for no data). Bank of England Loan Level Data: Reporting Template for Auto Loan Portfolios Page 4 of 6
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