ANNEX V
Loan Level Data — Reporting template for structured finance instruments backed by loans to consumers
ASSETS:
|
Field Name |
Static/Dynamic |
Data Type |
Field Definition and Criteria |
|
Deal-Specific Information |
|||
|
Pool Cut-off Date |
Dynamic |
YYYY-MM-DD |
Pool or Portfolio cut-off date. This is the date at which the underlying asset data within the report is referenced. |
|
Pool Identifier |
Static |
Text/Numeric |
Pool or Portfolio identifier/name of transaction. |
|
Servicer Name |
Dynamic |
Text/Numeric |
Unique identifier per servicer to flag which entity is servicing the loan. |
|
Backup Servicer Name |
Dynamic |
Text |
Name of the Backup Servicer. |
|
Loan Level Information |
|||
|
Loan Identifier |
Static |
Text/Numeric |
Unique identifier for a particular loan in the pool. |
|
Originator |
Static |
Text |
Lender that advanced the original loan. |
|
Borrower Identifier |
Static |
Text/Numeric |
Unique identifier for a borrower. This must be encrypted (i.e. not the actual identification number) to ensure anonymity of the borrower. |
|
Loan Currency Denomination |
Static |
List |
Loan currency denomination. |
|
Total Credit Limit |
Dynamic |
9(11).99 |
For loans with flexible re-draw/revolving characteristics — the maximum loan amount that could potentially be outstanding. |
|
Revolving End Date - Loan |
Dynamic |
YYYY-MM |
For loans with flexible re-draw/revolving characteristics — the date when the flexible features are expected to expire, i.e. when the revolving period will end. |
|
Borrower's Employment Status |
Static |
List |
Employment status of the primary applicant. |
|
Primary Income |
Static |
9(11).99 |
Primary borrower underwritten gross annual income (not rent). Should be rounded to the nearest 1 000 units. |
|
Primary Income Currency |
Static |
List |
The income currency denomination. |
|
Income Verification for Primary Income |
Static |
List |
Income verification for primary income. |
|
Geographic Region |
Static |
List |
The region where the borrower is located. |
|
Origination Date |
Static |
YYYY-MM |
Date of original loan advance. |
|
Expected Loan Maturity |
Dynamic |
YYYY-MM |
The expected date of maturity of the loan. |
|
Original Loan Term |
Static |
Numeric |
Original contractual term (number of months). |
|
Pool Addition Date |
Static |
YYYY-MM |
The date that the loan was transferred to the SPV. |
|
Original Principal Balance |
Static |
9(11).99 |
Original loan principal balance (inclusive of capitalised fees) at origination. |
|
Current Principal Outstanding Balance |
Dynamic |
9(11).99 |
The loan principal balance outstanding as of the pool cut-off date. Exclude any interest arrears or penalty amounts. |
|
Scheduled Payment Due |
Dynamic |
9(11).99 |
The next contractual scheduled payment due (the payment due if there are no other payment arrangements in force). |
|
Scheduled Payment Frequency |
Dynamic |
List |
Payment frequency. |
|
Repayment Method |
Dynamic |
List |
Type of principal repayment. |
|
Interest Rate Reset Interval |
Static |
9(2).99 |
Number of months between each interest rate reset date. |
|
Current Interest Rate |
Dynamic |
9(4).9(8) |
Total current interest rate (%) applicable to the loan. Do not include the % symbol. |
|
Current Interest Rate Basis |
Dynamic |
List |
Current interest rate basis. |
|
Current Interest Rate Margin |
Dynamic |
9(4).9(5) |
Current interest rate (%) margin of the loan. For fixed-rate loans, this is the same as Current Interest Rate. |
|
Number of Borrowers |
Dynamic |
Numeric |
Number of borrowers to the loan. |
|
Percentage of Prepayments allowed |
Dynamic |
9(3).99 |
Maximum percentage of the outstanding balance allowed annually as a prepayment without incurring a penalty. Do not include the % symbol. |
|
Early Repayment Charges |
Dynamic |
9(3).99 |
Percentage of the outstanding balance which is payable as a charge if the prepayment limit is exceeded. Do not include the % symbol. |
|
Customer Type |
Static |
List |
Customer type at origination. |
|
Payment Method |
Dynamic |
List |
Usual method of payment (can be based upon last payment received). |
|
Date Removed from the Pool |
Dynamic |
YYYY-MM |
Date that the loan was removed from the pool, e.g. on repurchase, redemption, prepayment or end of recovery process. |
|
Employee |
Static |
Y/N |
Is the borrower an employee of the originator? |
|
Interest Cap Rate |
Dynamic |
9(4).9(8) |
If there is a cap to the interest rate that can be charged on this account, enter this cap here. |
|
Interest Floor Rate |
Dynamic |
9(4).9(8) |
If there is a floor to the interest rate that can be charged on this account, enter this floor here. |
|
Performance Information |
|||
|
Arrears Balance |
Dynamic |
9(11).99 |
Current balance of arrears, defined as the sum of minimum contractual payments due but unpaid by the borrower. |
|
Number of Months in Arrears |
Dynamic |
9(5).99 |
Number of months the loan is in arrears as of the pool cut-off date. |
|
Default Date |
Dynamic |
YYYY-MM |
The date of default. |
|
Gross Default Amount |
Dynamic |
9(11).99 |
Gross default amount on this account. |
|
Cumulative Recoveries |
Dynamic |
9(11).99 |
Cumulative recoveries on this account, net of costs. |
|
Redemption Date |
Dynamic |
YYYY-MM |
Date on which account redeemed or the date that the recovery process was completed for defaulted loans. |
|
Account Status |
Dynamic |
List |
Current status of account. |
|
Arrears Balance Capitalised |
Dynamic |
9(11).99 |
Sum of arrears capitalised to date. |
|
Date of Most Recent Arrears Capitalisation |
Dynamic |
YYYY-MM |
Most recent date that arrears were capitalised on this account. |
BOND INFO:
|
Field Name |
Dynamic/Static |
Data Type |
Field Definition and Criteria |
||||
|
Security or Bond Level Information |
|||||||
|
Report Date |
Dynamic |
YYYY-MM-DD |
The date on which the transaction report was issued, i.e. the submission date of the completed loan-level data template to the data repository. |
||||
|
Issuer |
Static |
Text |
Name of issuer and issue series, if applicable. |
||||
|
All Reserve Accounts at Target Balance |
Dynamic |
Y/N |
Are all reserve accounts (cash reserve, commingling reserve, set-off reserve etc.) at their required levels? |
||||
|
Drawings under Liquidity Facility |
Dynamic |
Y/N |
Has the liquidity facility been used to cover shortfalls in the period ending on the last interest payment date? |
||||
|
Trigger Measurements/Ratios |
Dynamic |
Y/N |
Has any trigger event occurred? |
||||
|
Annualised Constant Prepayment Rate |
Dynamic |
9(3).99 |
The annualised Constant Prepayment Rate (CPR) of the underlying receivables based upon the most recent periodic CPR. Periodic CPR is equal to the total unscheduled principal received in the most recent period divided by the start of period principal balance. This is then annualised as follows:
|
||||
|
Total Receivables Sold to SPV |
Dynamic |
9(11).99 |
Sum of principal amount of receivables sold to SPV (i.e. at closing and during the replenishment period if applicable) to date. |
||||
|
Cumulative Gross Defaults – Pool |
Dynamic |
9(11).99 |
Sum of all gross defaults since closing, in currency amount. |
||||
|
Cumulative Recoveries - Pool |
Dynamic |
9(11).99 |
Sum of all recoveries in the pool since closing, net of costs, in currency amount. |
||||
|
Revolving Period End Date |
Dynamic |
YYYY-MM |
The date that the transaction revolving period is expected to end, or actually ended. |
||||
|
Transaction Report Contact Information |
|||||||
|
Point Contact |
Static |
Text/Numeric |
Name of the department and the point person(s) of the information sources. |
||||
|
Contact Information |
Static |
Text/Numeric |
Telephone number and e-mail address. |
||||
BOND INFO BY TRANCHE:
|
Field Name |
Static/Dynamic |
Data Type |
Field Definition and Criteria |
|
Tranche Level Information |
|||
|
Bond Class Name |
Static |
Text/Numeric |
The designation (typically a letter and/or number) given to a tranche of bonds which exhibit the same rights, priorities and characteristics as defined in the prospectus, i.e. Series 1 Class A1a etc. |
|
International Securities Identification Number |
Static |
Text/Numeric |
The international security identification code or codes, or if no ISIN then any other unique securities code such as a CUSIP, assigned to this tranche by an exchange or other entity. If more than one code, enter comma-delimited. |
|
Interest Payment Date |
Dynamic |
YYYY-MM-DD |
The first occurring date, after the pool cut-off date being reported, upon which interest payments are scheduled to be distributed to bondholders of this tranche. |
|
Principal Payment Date |
Dynamic |
YYYY-MM-DD |
The first occurring date, after the pool cut-off date being reported, upon which principal payments are scheduled to be distributed to bondholders of this tranche. |
|
Bond Currency |
Static |
List |
The denomination of this tranche. |
|
Reference Rate |
Static |
List |
The base reference interest index as defined in the prospectus applicable to this specific tranche. |
|
Legal Maturity |
Static |
YYYY-MM-DD |
The date by which this specific tranche must be fully repaid in order not to be in default. |
|
Bond Issue Date |
Static |
YYYY-MM-DD |
Date the bonds were issued. |
|
Interest Payment Frequency |
Static |
List |
The frequency with which interest is due to be paid on this tranche. |