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picture1_Loan Level Data Template Auto Loans


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File: Loan Level Data Template Auto Loans
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 ...

icon picture XLSX Filetype Excel XLSX | Posted on 18 Aug 2022 | 3 years ago
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     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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...Bank of england loan level data reporting template for auto portfolios version december guidance notes where lists are used issuers should try possible to adhere the designations provided but may add terms list they defined in glossary be published on optional fields extent originator holds andor uses such information and its provision would not breach any protection legislation tagged as dynamic related most recent pool cutoff date static is expected recorded at origination however updated these available characterisation or considered a guide only if redeemed repurchased loans included one period following redemption defaulted assets continually comply explain principles apply relation definitions seek with spreadsheet those standard market practice by issuer has been collected field left blank there number references ecb which yet event s time publication clearly outline have utilised priority tag name category type definition criteria typeformat maximum jurisdictions individuals le...

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