ANNEX VI

Updated 22/12/2024

Metadata

In force

Initial Legal Act

Amendments

Related documents

BaFin (DE) (0)

Central Bank of Ireland (IE) (0)

ESMA (0)

EIOPA (0)

EBA (0)

European Central Bank (0)

DG FISMA (0)

Search within this legal act

CRAR Tool Delegated Regulation 2015/3

ANNEX VI

Loan Level Data — Reporting template for structured finance instruments backed by credit card loans

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, e.g. Master Issuer plc, or SPV 2012-1 plc.
Servicer Name	Static	Text/Numeric	Name of the entity servicing the account.
Backup Servicer Name	Dynamic	Text/Numeric	Name of the backup servicer.
Seller	Static	Text/Numeric	Name of Seller.
Type of Transaction	Static	List	Standalone, Master Trust — Capitalist, Master Trust — Socialist or Other.
Loan Level Information
Account Identifier	Static	Text/Numeric	Unique identifier for a particular account in the pool. It must be encrypted to ensure data protection.
Originator	Static	Text/Numeric	Lender that originated the account. If unknown, please enter Seller.
Borrower Identifier	Static	Text/Numeric	Unique identifier for a particular borrower; must be encrypted to ensure data protection. This may be the same as the Account Identifier.
Currency Denomination Of Receivable	Static	List	The currency in which the receivable is denominated.
Pool Addition Date	Static	YYYY-MM	Date that the account entered the pool.
Borrower’s Employment Status	Static	List	Employment status of the primary applicant.
Primary Income Currency	Static	List	Primary income currency denomination.
Income Verification For Primary Income	Static	List	Income verification for primary income.
Geographic Region	Dynamic	List	The region where the borrower is located.
Employee	Static	Y/N	Is the borrower an employee of the originator or seller?
Account Opening Date	Static	YYYY-MM	The date that the account was opened.
Total Current Balance	Dynamic	9(11).99	What is the total current amount owed by the borrower (including all fees and interest) on the account?
Total Credit Limit	Dynamic	9(11).99	What is the credit limit of the borrower on the account?
Scheduled Payment Frequency	Dynamic	List	What is the minimum frequency with which the borrower are obliged to make payments if they have a balance outstanding.
Next Minimum Contractual Payment	Dynamic	9(11).99	The next minimum scheduled payment due from the borrower.
Current Blended Yield	Dynamic	9(3).99	Total weighted average yield including all fees applicable at last billing date (i.e. this is billed, not cash yield) (%).
Current Interest Rate Basis	Dynamic	List	Current interest rate basis.
Account Status	Dynamic	List	Current status of account.
Arrears Balance	Dynamic	9(11).99	Current balance of arrears, defined as the sum of minimum contractual payments due but unpaid by the borrower.
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 card.
Number Of Days In Arrears	Dynamic	Numeric	Number of days the account is in arrears as of the pool cut-off date.
Payment Method	Dynamic	List	Usual method of payment (can be based upon last payment received).
Date Of Charge Off	Dynamic	YYYY-MM	The date of default.
Original Charge Off Amount	Dynamic	9(11).99	The total balance on the account at the date the account was charged-off.
Cumulative Recoveries	Dynamic	9(11).99	Cumulative recoveries — only relevant for accounts that have charged-off. For accounts that have not been charged-off, enter 0.

POOL AND BOND INFO:

Field Name	Static/Dynamic	Data Type	Field Definition and Criteria
Collateral Level Data (To be completed for all structures)
Gross Charge Offs In The Period	Dynamic	9(11).99	Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per transaction definition, or alternatively per lender’s usual practice.
Recoveries In The period	Dynamic	9(11).99	Gross recoveries received during the period.
Delinquencies 30-59 Days %	Dynamic	9(3).99	Based upon total balance of receivables, not number of accounts (%).
Delinquencies 60-89 Days %	Dynamic	9(3).99	Based upon total balance of receivables, not number of accounts (%).
Delinquencies 90-119 Days %	Dynamic	9(3).99	Based upon total balance of receivables, not number of accounts (%).
Delinquencies 120-149 Days %	Dynamic	9(3).99	Based upon total balance of receivables, not number of accounts (%).
Delinquencies 150-179 Days %	Dynamic	9(3).99	Based upon total balance of receivables, not number of accounts (%).
Delinquencies 180+ Days %	Dynamic	9(3).99	Based upon total balance of receivables, not number of accounts (%).
Dilutions	Dynamic	9(11).99	Total reductions in principal receivables during the period, i.e. inclusive of fraud claims.
Revenue Collections In The Period	Dynamic	9(11).99	Collections treated as revenue in the period.
Principal Collections In The Period	Dynamic	9(11).99	Collections treated as principal in the period.
Any Trigger Occurrence	Dynamic	Y/N	Has any trigger event occurred, that is still outstanding? e.g. any pay-out event, any trigger based upon the originator’s rating, status or value of delinquencies, yield, dilutions, defaults etc.
SPV Size - Value	Dynamic	9(11).99	Face value of all receivables (principal and charges) in which the trust or SPV has a beneficial interest at the cut-off date.
SPV Size - Number Of Accounts	Dynamic	9(11).99	Number of accounts in which the trust or SPV has a beneficial interest at the cut-off date.
SPV Size - Value - Principal Only	Dynamic	9(11).99	Face value of all receivables (principal only) in which the trust or SPV had a beneficial interest at the cut-off date.
Note Balance	Dynamic	9(11).99	Face value of all asset-backed notes, collateralised by the receivables in the trust or SPV.
Transferor Interest %	Dynamic	9(3).99	The actual transferor’s interest in the trust, expressed as a percentage.
Excess Spread Amount	Dynamic	9(11).99	The amount remaining after note interest and topping up of any reserve account.
Report Date	Dynamic	YYYY-MM-DD	The date on which the transaction report was issued.
Series Level Information (For master trusts only)
Series Name	Static	Text/Numeric	Name of series, if part of a master trust.
Investor Interest For This Series At End Of Period %	Dynamic	9(3).9(5)	The investor’s interest of this series in the trust, expressed as a percentage.
Revenue Allocated To This Series	Dynamic	9(11).99	Revenue amounts allocated to this series from the trust.
Excess Spread Amount	Dynamic	9(11).99	The amount remaining after the period’s collections have been fully applied to cover the issuer’s obligations per the revenue waterfall in the transaction documentation.
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 email address.

BOND INFO BY TRANCHE:

Field Name	Static/Dynamic	Data Type	Field Definition and Criteria
Tranche Level Information (For this series only)
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, e.g. 2012 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 or final terms 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 this bond was issued.
Interest Payment Frequency	Static	List	The frequency with which interest is due to be paid on this specific tranche.
Series name	Static	Text/Numeric	Name of series, if part of a master trust. If standalone, use Pool Identifier.

Recitals Article 1 - Scope Article 2 - Reporting entity Article 3 - Information to be reported Article 4 - Underlying assets Article 5 - Frequency of reporting Article 6 - Reporting procedures Article 7 - Reporting between the date of entry into force and the date of application Article 8 - Entry into force ANNEX I ANNEX II ANNEX III ANNEX IV ANNEX V ANNEX VI ANNEX VII ANNEX VIII

Metadata

Related documents

Table of contents