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Comments from Stakeholder FINREP/COREP/Others AnaCredit ESMA Templates - Non-ABCP ESMA Templates - Resi ESMA Templates - CORP ESMA Templates - ABCP ESMA Templates - Auto ESMA Templates - Credit Card ESMA Templates - Consumer ESMA Templates - Leas ESMA Templates - CMBS
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Index Data Categories Borrower Type Field Description Field Type Importance Dynamic / Static Country specCifoicn f(iWdeonrtkia inli Progress) Reference Index Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description Index Section Field Name Description
R C S U A L O
1.000 Portfolio Applicable to all Cut-off Date Reporting date of the data extract Date Critical Dynamic 1 1 1 1 1 1 1 DI6 Securitisation information section Data Cut-Off Date The data cut-off date for this data submissAR1 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submissAS1 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submissBE3 Underlying exposures section (compleData Cut-Off Date The data cut-off date for this data submissAA1 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submissAT1 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submissAN1 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submissAL1 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submissAC2 Loan/lease-level information section Data Cut-Off Date the data cut-off date for this data submission. This is the date at which the data within the report is referenced.
1.001 Portfolio Applicable to all Portfolio Identifier Institution's internal identifier for the Portfolio Text Critical Static 1 1 1 1 1 1 1
2.000 Counterparty Group Applicable to all Counterparty Group Identifier Institution's internal identifier for the Counterparty Group. Where Counterparty Group is de Text Critical Static 1 1 1 1 "Borrower Group" will be further defined in instructions and i10.7
2.001 Counterparty Group Applicable to all Name of Counterparty Group Name used to refer to the Counterparty Group Text Moderate Static 1 1 1 1 1
2.002 Counterparty Group Applicable to all Industry Segment of Counterparty Group Industry in which the Counterparty Group mainly operates Choice Critical Static 1 1 1 1 NACe codes
2.003 Counterparty Group Applicable to all Name of Sponsor Name used to refer to the main decision maker / key individual in relation to the CounterpaText Moderate Static 1 1 1 1 1
2.004 Counterparty Group Applicable to all Type of Sponsor Type of entity the sponsor is i.e. Listed Corporate, Unlisted Corporate, Listed Fund, Unlis Choice Important Static 1 1 1 1
2.005 Counterparty Group Applicable to all Description of Sponsor Description and related narrative on the Sponsor, e.g. the Sponsor is a high net worth ind Text Moderate Static 1 1 1 1
2.006 Counterparty Group Applicable to all Cross Default in Counterparty Group The indicator as to whether Contractual breach of any loans in the Counterparty Group wouCldh oice Critical Static 1 1 1 1 Default: as defined in Article 178 of Regulation (EU) No 575/2013 (CRR) a
2.007 Counterparty Group Applicable to all Description of Cross Default Description of cross default when "Partial" is selected in field "Cross Default in Borrower G Text Critical Static 1 1 1 1
2.008 Counterparty Group Applicable to all Cross Collateralisation in Counterparty Group Indicator as to whether all / some of the loans in the Counterparty Group are secured by allC hoice Critical Static 1 1 1 1 AC34 Loan/lease-level information section Cross-Collateralised Loan Indicate if this is a cross collateralised loan (Example: loans 1 and 44 are cross collateralised as are loans 4 and 47).
2.009 Counterparty Group Applicable to all Description of Cross Collateralisation Description of cross collateralisation when "Partial" is selected in field "Cross Collateralisa Text Critical Static 1 1 1 1
3.000 Counterparty Applicable to all Counterparty Identifier Unique internal identifier for the Counterparty. One or multiple Counterparties can be part Text Critical Static 1 1 1 1 1 1 1 9.3 AR4 Loan/lease-level information section Borrower Identifier AS4 Loan/lease-level information section Borrower Identifier AA4 Loan/lease-level information section Borrower Identifier AT5 Loan/lease-level information section Borrower Identifier AN4 Loan/lease-level information section Borrower Identifier AL4 Loan/lease-level information section Borrower Identifier AC4 Loan/lease-level information section Borrower Identifier
Unique identifier (ID) per borrower (not showing the real name) - to enable borrowers with multiple loans in the pool to be idenUtinfiieqdu e(e id.ge.n ftuifritehre (rI Dad) vpaenr cebos rr/o sewecor (nndo lti eshns owairneg sh thoew rne aals nsaempea)r a- tteo e enntaribels)e .b Tohrris owmeurss tw niotht chmualntigpele o lovearn ts hien ltihfee o pf otohle t ose bcue riditeisanttiifoiend. T(eh.eg .i dfuernthtiefire ra dmvaustnc bees d/ iseffecorenntd f rlioemns a anry e eshxtoewrnna la is desentpifaicaratteio ne nnturimes)be. rT, hinis o mrduestr tnoo et nchsuarneg aen oovneymr thitey loiffe t hoef tbhoer rseowceurr.itisUatnioiqnu. eT hidee indteifnietrif i(eIDr m) puestr bboer droifwfeerre n(nt ofrto shmo awniy nge xttheer nreaal li dneanmtifeica) - titoon e nnuamblbe ebro, irnro owrdeers r wtoi tehn msuurlteip alen olonaymns itiy n othf eth peo bool rtroo wbee ri.denUtinfiieqdu e( eid.ge.n futifritehre (rI Dad) vapenr cbeosr r/o sewecor (nndo lti eshnso warineg sh thoew rne aals nseampea)r a-t teo eenntaribels)e .b Tohrriso wmeursts wniotht chmualntigpele o lvoearn s thien ltihfee opfo thole t ose bceu riditeisnattiifoienUd. nT(eihq.eug .ei d fiuedrnethtnieftiiref irea mrd va(uIDstn)ce bpees rd /b isefofercorreownntde f rrl ioe(mnnos ta anshry eo ewshxtinoegwrn ntah lea is dreeseantlp ifnaicaaramttieeo )ne - nn ttouri emes)bnae. brT, lheini s boomrrdrueosrwt tenoro s et nwchsuitahrn emg aeun lotoivepnlymer tlohitaey n los iffe itn ho etfh tbeho epr roseoowlcu etorr. ibtisae itdioenn.t iTfiehUde n(ideiqe.ugn.et i ffiuideretrh nmetiruf ieastrd vb(IaeDn d)ce ipffes err /el esenst secofronem dto lai eennny s aebaxlretee l reshnsaseol widenes nawts ifitiscahe mptiaournlat itnpeule em nlebtaerisere,s) is n. ionTr hdthis eerm ptouo soetln ntsuoo tbr eche aiadnneognnetyi fmoieveidty .r Tothhf eits h leishf ebo oourfr ldtoh wnee osetr .chcuarintgisae tdiounri.n Tg htUeh neidi qleifuneet i ofiifde etrh nmet ifuseiestrcu b(IreDi td)isa ipffeetiror ebnno ttrr rfaronowsame ctra (ninoy onte. xshteorwnainl gid tehnet irfeicaalt inoanm neu)m - btoe re, nina borled ebro troro ewnesurs rew iatnh omnuymltipitly e olof athnes bino rtrhoew peor.ol to be identified (e.g. further advances / second liens are shown as separate entries). This must not change over the life of the securitisation. The identifier must be different from any external identification number, in order to ensure anonymity of the borrower where necessary to comply with data protection laws.
If more than one borrower list the Borrower ID's comma delimited with primary borrower (in terms of income and, if that is notI fp mreoseren tt,h aang eo)n feir sbt.orrower list the Borrower ID's comma delimited with primary borrower (in terms of income and, if that is not present, age) first. If more than one borrower list the Borrower ID's comma delimited with primary borrower (in terms of income and, if that is notI fp mreosreen tth, aagne o)n feir stbo. rrower list the Borrower ID's comma delimited with primary borrower (in terms of income and, if that is not preseIf mnto, raeg teh)a fnir sotn. e borrower list the Borrower ID's comma delimited with primary borrower (in terms of income and, if that is not preseIf mnto, raeg teh)a fnir sotn. e Lessee list the Lessee ID's comma delimited with primary Lessee first. If more than one borrower list the Borrower ID's comma delimited with primary borrower (in terms of income and, if that is not present, age) first.
3.001 Counterparty Applicable to all Name of Counterparty Name used to refer to the Counterparty Text Moderate Static 1 1 1 1 1 1 1 1 10.8 AS58 Loan/lease-level information section Large Enterprise Name If the obligor is classified as a large enterprise (i.e. not an SME) according to the 'Enterprise Size' field, enter the name of the obligor as reported in its audited financial statements. The identifier must be different from any external identification number, in order to ensure anonymity of the lessee.
3.002 Counterparty Applicable to all Counterparty Group Identifier Institution's internal identifier for the Counterparty Group. Where Counterparty Group is de Text Critical Static 1 1 1 1 1 1 1 "Borrower Group" will be further defined in instructions and i10.7
3.003 Counterparty Applicable to all Counterparty Role Type of the Counterparty i.e. Guarantor, Borrower, Tenant Choice Critical Static 1 1 1 1 1 1 1
3.004 Counterparty Applicable to all Legal Type of Counterparty Type of the Counterparty i.e. Private Individual, Listed Corporate, Unlisted Corporate and Choice Critical Static 1 1 1 1 1 1 1 10.14 AR6 Loan/lease-level information section Borrower Type The type of borrower AS10 Loan/lease-level information section Obligor Legal Form / Business Type Public Company (1) AA54 Loan/lease-level information section Customer Type Legal form of customer: AT12 Loan/lease-level information section Borrower Type The type of borrower
3.005 Counterparty Applicable to all Number of Joint Counterparties Number of joint Counterparties who jointly own parts of the Loan. Number Critical Static 1 1 1 1 1 1 1 Individual (1) Limited Company (2) Public Company (1) Individual (1)
Commercial (2) Partnership (3) Limited Company (2) Commercial (2)
3.006 Counterparty Private Individual Date of Birth Date of birth of the Private Individual Counterparty Date Moderate Static 1 1 1 1 1 Société Civile Immobilière (3) Individual (4) Partnership (3)
3.007 Counterparty Private Individual Personal Identity Number Unique external identifier assigned to the Private Individual Counterparty Text Moderate Static 1 1 1 1 1 Government Entity (5) Individual (4)
3.008 Counterparty Private Individual Type of Personal Identity Number Type of the personal identity number entered in field "Personal Identity Number", e.g. N Choice Moderate Static 1 1 1 1 Other (6) Government Entity (5)
Other (6)
3.009 Counterparty Private Individual Nationality of Counterparty Main nationality of the Private Individual Counterparty Choice Moderate Dynamic 2 1 1 1 1
3.010 Counterparty Private Individual Address of Residence Street address where the Private Individual Counterparty lives, including flat / house numb Text Moderate Static 1 1 1 1 1 10.9
3.011 Counterparty Private Individual City of Residence City where the Private Individual Counterparty lives Choice Critical Static 1 1 1 1 10.10
3.012 Counterparty Private Individual Geographic Region of Residence Province / Region where the Private Individual Counterparty lives Choice Important Static 1 1 1 1 NUTS-3 2013 Classification 10.12 AR55 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classification) where the obligor is located. AA17 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classificatAi T18 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classificatAi N19 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classification) where the obligor is located. AC76 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classification) where the borrower is located as at underwriting.
3.013 Counterparty Private Individual Geographic Region Classification NUTS3 classification used for the field "Geographic Region of Residence", i.e. NUTS3 20 Choice Important Static 1 1 1 1 AR57 Loan/lease-level information section Geographic Region Classification Select the NUTS3 classification used for the Geographic Region fields: AA18 Loan/lease-level information section Geographic Region Classification Select the NUTS3 classification used for thAeT 1G9eogLroaapnh/ilc eaRseeg-iloenve fil einldfo: rmation section Geographic Region Classification Select the NUTS3 classification used for tAheN 2G0eographic Region field:
3.014 Counterparty Private Individual Postcode of Residence Postcode where the Private Individual Counterparty lives Text Moderate Static 2 1 1 1 1 10.11 NUTS3 2013 (1) NUTS3 2013 (1) NUTS3 2013 (1)
NUTS3 2010 (2) NUTS3 2010 (2) NUTS3 2010 (2)
3.015 Counterparty Private Individual Country of Residence Country where the Private Individual Counterparty resides Choice Moderate Static 1 1 1 1 10.13 NUTS3 2006 (3) NUTS3 2006 (3) NUTS3 2006 (3)
NUTS3 2003 (4) NUTS3 2003 (4) NUTS3 2003 (4)
3.016 Counterparty Private Individual Annual Income Total annual income of the Private Individual Counterparty Number Moderate Dynamic 1 1 1 1 AR9 Loan/lease-level information section Primary Income Primary borrower underwritten annual income. BE45 Underlying exposures section (complePrimary Income Weighted average, using the current balaAnA13 Loan/lease-level information section Primary Income Primary borrower underwritten annual incoAmT1e5. Loan/lease-level information section Primary Income Most recently recorded gross annual incoAmN16 Loan/lease-level information section Primary Income Primary borrower underwritten annual income. Should be rounded to the nearest 1000 units.
Other (5) Other (5) Other (5)
Should be rounded to the nearest 1000 units
3.017 Counterparty Private Individual Currency of Annual Income Currency that the annual income of the Private Individual Counterparty is expressed in Choice Moderate Dynamic 1 1 1 1 ISO 4217 Currency Codes AR11 Loan/lease-level information section Primary Income Currency The income currency denomination. AA14 Loan/lease-level information section Primary Income Currency The income currency denomination. AN17 Loan/lease-level information section Primary Income Currency The income currency denomination.
3.018 Counterparty Private Individual Income Self-Certified Indicator as to whether the Private Individual Counterparty has self-certified their annual i Boolean Important Dynamic 1 1 1 1
3.019 Counterparty Private Individual Employment Status Employment status of the Private Individual Counterparty i.e. Employed, Employed with parChoice Moderate Dynamic 1 1 1 1 AR7 Loan/lease-level information section Borrower's Employment Status BE44 Underlying exposures section (compleEmployment Status The total value of exposures of this type AA12 Loan/lease-level information section Borrower's Employment Status AT13 Loan/lease-level information section Borrower's Employment Status AN15 Loan/lease-level information section Borrower's Employment Status
Employment status of the primary applicant: Employment status of the primary applicant: Employment status of the primary applicant: Employment status of the primary applicant:
3.020 Counterparty Private Individual Occupation Type Main occupation of the Private Individual Counterparty, where (a), (b), (c) or (d) is selected Choice Moderate Dynamic 1 1 1 1 ISCO-08 Employed or full loan is guaranteed (1) Employed or full loan / lease is guaranteed (1) Employed (1) Employed or full loan is guaranteed (1)
Employed with partial support (company subsidy) (2) Employed with partial support (company subsidy) (2) Protected life-time employment (civil/government servant) (2) Employed with partial support (company subsidy) (2)
3.021 Counterparty Private Individual Occupation Description Description of the occupation of the Private Individual Counterparty, providing more detail Text Moderate Dynamic 1 1 1 1 Protected life-time employment (Civil/government servant) (3) Protected life-time employment (Civil/government servant) (3) Unemployed (3) Protected life-time employment (Civil/government servant) (3)
Unemployed (4) Unemployed (4) Self-employed (4) Unemployed (4)
3.022 Counterparty Private Individual Date of Verification for Personal Details Date that the personal details of the Private Individual Counterparty, i.e. nationality, resi Date Moderate Dynamic 1 1 1 1 AR10 Loan/lease-level information section Income Verification For Primary Incom AA16 Loan/lease-level information section Income Verification For Primary Incom AT17 Loan/lease-level information section Income Verification For Primary Incom AN18 Loan/lease-level information section Income Verification For Primary Incom
Income verification for primary income: Income verification for primary income: Income verification for primary income: Income verification for primary income:
Self-employed (5) Self-employed (5) No employment, borrower is legal entity (5) Self-employed (5)
3.023 Counterparty Applicable to all Internal Credit Rating at Origination Internal credit rating issued to the Counterparty applicable at the point in time when the Text Moderate Static 1 1 1 1 1 1 1 Internal scoring as referred to for table C08 in Part 2 of Annex II to Imp Self-certified no checks (1) Self-certified no checks (1) Bureau data (1) Self-certified no checks (1)
No employment, borrower is legal entity (6) No employment, borrower is legal entity (6) Student (6) No employment, borrower is legal entity (6)
Self-certified with affordability confirmation (2) Self-certified with affordability confirmation (2) Verified (2) Self-certified with affordability confirmation (2)
3.024 Counterparty Corporate External Credit Rating at Origination External credit rating issued to the Corporate Counterparty applicable at the point in tim Text Important Static 1 1 1 Student (7) Student (7) Pensioner (7) Student (7)
Verified (3) Verified (3) Partially verified (3) Verified (3)
Pensioner (8) Pensioner (8) Existing Customer, status not required (8) Pensioner (8)
3.025 Counterparty Corporate Source of External Credit Rating at Origination From which agency the external credit rating at the point in time when the Counterparty Text Important Static 1 1 1 Non-Verified Income / Fast Track (4) Non-Verified Income / Fast Track (4) Self-certified with affordability confirmation (4) Non-Verified Income / Fast Track (4)
Other (9) Other (9) Initial credit limit did not require this data (9) Other (9)
3.025 Counterparty Private Individual External Credit Scoring at Origination External credit scoring issued to the Private Individual Counterparty at loan origination and Text Important Static 1 1 1 1 Other (5) Credit Bureau Information / Scoring (5) Self-certified no checks (5) Credit Bureau Information / Scoring (5)
Other (10)
Other (6) Income was not required (6) Other (6)
3.026 Counterparty Private Individual Source of External Credit Scoring at Origination From which agency the external credit scoring at the point in time when the Counterparty Text Important Static 1 1 1 1 Other (7)
3.027 Counterparty Applicable to all Current Internal Credit Rating Internal credit rating issued to the Counterparty at the NPL Portfolio Cut-Off Date and ple Text Moderate Dynamic 1 1 1 1 1 1 1 Internal scoring as referred to for table C08 in Part 2 of Annex II to Imp
3.028 Counterparty Corporate Current External Credit Rating External credit rating issued to the Corporate Counterparty at NPL Portfolio Cut-Off Date Text Moderate Dynamic 1 1 1
3.029 Counterparty Corporate Source of Current External Credit Rating Agency which provided the external credit rating at cut-off date Text Moderate Dynamic 1 1 1
3.029 Counterparty Private Individual Current External Credit Scoring External credit scoring issued to the Private Individual Counterparty at cut-off date and choText Important Dynamic 1 1 1 1
3.030 Counterparty Private Individual Source of Current External Credit Scoring From which agency the external credit scoring at NPL Portfolio Cut-Off Date was obtained Text Important Dynamic 1 1 1 1
3.031 Counterparty Corporate Date of Incorporation Date that the Corporate Counterparty was incorporated as a company, partnership or fund,D aate Important Static 1 1 1 1
3.032 Counterparty Corporate Registration number Company registration number of the Corporate Counterparty according to the country speciTfiecxt Important Static 1 1 1 1 1
3.033 Counterparty Corporate Legal Entity Identifier Global standard 20-character corporate identifier of the Corporate Counterparty Choice Important Static 1 1 1 1 1 ISO 17442 10.3
3.034 Counterparty Corporate Address of Registered Location Address where the Corporate Counterparty is registered, including flat / house number Text Important Static 1 1 1 1 1
3.035 Counterparty Corporate City of Registered Location City where the Corporate Counterparty is registered Choice Critical Static 1 1 1 1
3.036 Counterparty Corporate Geographic Region of Registered Location Province or Region where the Corporate Counterparty is registered Choice Critical Static 1 1 1 1 NUTS-3 2013 Classification AS5 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classification) where the obligor is located. AL6 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classificatAi C76 Loan/lease-level information section Geographic Region The geographic region (NUTS3 classification) where the borrower is located as at underwriting.
3.037 Counterparty Corporate Geographic Region Classification NUTS3 classification used for the field "Geographic Region of Registered Location", i.e. Choice Critical Static 1 1 1 1 AS6 AL7 Loan/lease-level information section Geographic Region Classification AC77
Select the NUTS3 classification used for the Geographic Region fields:
3.038 Counterparty Corporate Postcode of Registered Location Postcode where the Corporate Counterparty is registered Text Moderate Static 2 1 1 1 1 NUTS3 2013 (1)
NUTS3 2010 (2)
3.039 Counterparty Corporate Country of Registered Location Country where the Corporate Counterparty is registered Choice Critical Static 1 1 1 1 NUTS3 2006 (3)
3.040 Counterparty Corporate Basis of Financial Statements Financial reporting practice the Corporate Counterparty has adopted i.e. IFRS, National GAChoice Critical Dynamic 1 1 1 1 10.24 NUTS3 2003 (4)
3.041 Counterparty Corporate Financial Statements Type Indicator as to whether the financial statements have been prepared at the Consolidated oCr hoice Critical Dynamic 1 1 1 1 Other (5)
3.042 Counterparty Corporate Date of Financial Statements Date of the latest available Financial Statements Date Critical Dynamic 1 1 1 1 10.20
3.043 Counterparty Corporate Currency of Financial Statements Currency that the latest available financial statements are expressed in Choice Critical Static 1 1 1 1 ISO 4217 Currency Codes AS62 Loan/lease-level information section Financial Statement Currency The reporting currency of the financial statements. See “Currency Codes” in taxonomy for relevant choices. AL52 Loan/lease-level information section Financial Statement Currency The reporting currency of the financial statements.
3.044 Counterparty Corporate Enterprise Size Classification of enterprises by size for the Corporate Counterparty i.e. Microenterprise, S Choice Moderate Dynamic 1 1 1 1 Annex to Commission Recommendation 2003/361/EC 10.19 AS57 Loan/lease-level information section Enterprise Size AL49 Loan/lease-level information section Enterprise Size AC78 Loan/lease-level information section Enterprise Size
Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC. Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC. Classification of enterprises by size, in accordance with the Annex to Commission Recommendation 2003/361/EC.
Microenterprise – i.e. Enterprise qualifying as a microenterprise (1) Microenterprise – i.e. Enterprise qualifying as a microenterprise (1) Microenterprise - i.e. Enterprise qualifying as a microenterprise (1)
3.045 Counterparty Corporate Industry Segment Industry in which the Corporate Counterparty mainly operates Choice Critical Static 1 1 1 1 NACe code 10.16 AS25 Loan/lease-level information section Nace Industry Code Borrower industry NACE Code. AL22 Loan/lease-level information section Nace Industry Code Lessee industry NACE Code.
Small enterprise – i.e. Enterprise qualifying as a small enterprise (2) Small enterprise – i.e. Enterprise qualifying as a small enterprise (2) Small enterprise - i.e. Enterprise qualifying as a small enterprise (2)
3.046 Counterparty Corporate Business Description Description of the business operations of the Corporate Counterparty, providing more detailText Important Static 1 1 1 1 Medium enterprise – i.e. Enterprise qualifying as an SME, but not as a small enterprise or as a microenterprise (3) Medium enterprise – i.e. Enterprise qualifying as an SME, but not as a small enterprise or as a microenterprise (3) Medium enterprise - i.e. Enterprise qualifying as an SME, but not as a small enterprise or as a microenterprise (3)
3.047 Counterparty Corporate Fixed Assets Amount of fixed assets held by the Corporate Counterparty as per the latest available fina Number Critical Dynamic 1 1 1 1 Large enterprise – i.e. Enterprise not qualifying as a micro, small or medium-sized enterprise (4) Large enterprise – i.e. Enterprise not qualifying as a micro, small or medium-sized enterprise (4) Large enterprise - i.e. Enterprise not qualifying as a micro, small or medium-sized enterprise (4)
3.048 Counterparty Corporate Current Assets Amount of current assets held by the Corporate Counterparty, excluding cash and cash equNiuvmber Critical Dynamic 1 1 1 1 Natural person (5) Natural person (5) Natural person (5)
Other (6) Other (6) Other (6)
3.049 Counterparty Corporate Cash and Cash Equivalent Items Amount of cash and cash equivalent items held by the Corporate Counterparty as per the Nl umber Critical Dynamic 1 1 1 1
3.050 Counterparty Corporate Total Assets Amount of total assets held by the Corporate Counterparty as per the latest available finanNumber Critical Dynamic 1 1 1 1 10.22
3.051 Counterparty Corporate Net Assets Amount of net assets held by the Corporate Counterparty as per the latest available financNumber Critical Dynamic 1 1 1 1
3.052 Counterparty Corporate Total Liabilities Amount of total liabilities held by the Corporate Counterparty on the balance sheet as defi Number Critical Dynamic 1 1 1 1
3.053 Counterparty Corporate Total Debt Amount of total debt held by the Corporate Counterparty as per the latest available financiNumber Critical Dynamic 1 1 1 1
3.054 Counterparty Corporate Market Capitalisation Market capitalisation of a listed Corporate Counterparty Number Moderate Dynamic 1 1 1 1
3.055 Counterparty Corporate Annual Revenue Amount of annual revenue held by the Corporate Counterparty as per the latest available fNumber Important Dynamic 1 1 1 1 10.23 AS60 Loan/lease-level information section Turnover Of Obligor Annual sales volume net of all discounts and sales taxes of the counterparty in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013. AL50 Loan/lease-level information section Turnover Of Lessee Annual sales volume net of all discounts and sales taxes of the counterparty in accordance with Recommendation 2003/361/EC. Equivalent to the concept of ‘total annual sales’ in Article 153(4) of Regulation (EU) No 575/2013.
3.056 Counterparty Corporate Annual EBIT Amount of annual EBIT held by the Corporate Counterparty as per the latest available finaNumber Important Dynamic 1 1 1 1
3.057 Counterparty Corporate Financials Audited Indicator as to whether the financial statements have been audited or not by the Corporat Boolean Critical Dynamic 1 1 1 1
3.058 Counterparty Corporate Number of FTE Number of full-time employees (or equivalent) working for the Corporate Counterparty as at Nt umber Moderate Dynamic 1 1 1 1 AS61 Loan/lease-level information section Number Of Employees Number of Employees. AL51 Loan/lease-level information section Number Of Employees Number of Employees.
3.059 Counterparty Applicable to all Date of Last Contact Date of last direct contact with the Counterparty Date Critical Dynamic 1 1 1 1 1 1 1 Less than or equal to 10 (1) Less than or equal to 10 (1)
Greater than 10 but less than or equal to 50 (2) Greater than 10 but less than or equal to 50 (2)
3.060 Counterparty Applicable to all Cross Default for Counterparty Indicator as to whether contractual breach of any loans held by the Counterparty would trigChoice Critical Static 1 1 1 1 1 1 1 Default: as defined in Article 178 of Regulation (EU) No 575/2013 (CRR) a Greater than 50 but less than or equal to 250 (3) Greater than 50 but less than or equal to 250 (3)
3.061 Counterparty Applicable to all Description of Cross Default Description of cross default when "Partial" is selected in field "Cross Default for CounterparText Critical Static 1 1 1 1 1 1 1 Greater than 250 (4) Greater than 250 (4)
3.062 Counterparty Applicable to all Cross Collateralisation for Counterparty Indicator as to whether all / some of the loans held by the Counterparty are secured by all Choice Critical Static 1 1 1 1 1 1 All ‘No Data’ options may be used in this field AC34 Loan/lease-level information section Cross-Collateralised Loan Indicate if this is a cross collateralised loan (Example: loans 1 and 44 are cross collateralised as are loans 4 and 47).
All 'No Data' options may be used in this field
3.063 Counterparty Applicable to all Description of Cross Collateralisation Description of cross collateralisation when "Partial" is selected in field "Cross Collateralisat Text Critical Static 1 1 1 1 1 1
3.064 Counterparty Applicable to all Related Party Indicator as to whether the Counterparty is a related party to the Institution, e.g. CounterpaBoolean Critical Static 1 1 1 1 1 1 1 AR18 Loan/lease-level information section Employee Is the borrower an employee of the originAS14 Loan/lease-level information section Originator Affiliate? Is the borrower an affiliate of the originat BE43 Underlying exposures section (compleOriginator Affiliate? The total value of exposures of this type wAA83 Loan/lease-level information section Originator Affiliate? Is the borrower an employee of the originator? For corporate obligors, is the borrower an affiliate of the originator? AN45 Loan/lease-level information section Employee Is the borrower an employee of the originAL15 Loan/lease-level information section Originator Affiliate? Is the borrower an affiliate of the originator?
3.065 Counterparty Applicable to all Description of Related Party Further comments / details on the nature of the relation between the institution and the rel Text Important Static 1 1 1 1 1 1 1
3.066 Counterparty Applicable to all Other Products with Institution Other products that the Counterparty holds with the Institution that are not included in the Text Moderate Static 1 1 1 1
3.067 Counterparty Corporate Contingent Obligations Indicator as to whether the Corporate Counterparty has contingent obligations which will beBoolean Important Static 1 1 1 1
3.068 Counterparty Corporate Description of Contingent Obligations Description of contingent obligations when "Yes" is selected in field "Contingent Obligation Text Important Static 1 1 1 1
3.069 Counterparty Applicable to all Deposit Balance with Institution Deposit amount the Counterparty holds with the Institution as defined by annex II, Part t Number Critical Dynamic 1 1 1 1 1 1 1 Annex II, Part 2 of the ECB BSI Regulation AR16 Loan/lease-level information section Deposit Amount The sum of all borrower amounts held by AthSe2 o6rigiLnoaatonr/ loera sesel-lleerve thl aint faorrem paotitoenn tseialctly ioonff-seDettpaobsilet aAgmaoinustn tthe loan balance, exclTuhdien gsu thme obfe anlel bfito rorfo awney r naamtioounnatls dheeplodsi bty co thme poernigsainatiotonr scor hseemlleer. tThoa tp arereve pnot tednotuiabllley -cooffu-snetitntagb, lteh ias gsahinostul dth bee l ocaanp pbeadla antce th,e e lxclowuedr inogf ( t1h)e t hbee ndeefpito osif ta anmy onuantito, naanl dd (e2p)o tsihet cmAomaAxi6pm8enusamLo tpiaoonnte/ lschenatiaseel mo-leeff-ve. seTlo ti tnpafrboelrevem aanmtti oodnou unsetb alctet- iocothneu nbDtoienrprgoo,w sitheti rAs -lmeshveoouul n(ldti. eb.e ( ncoatp lpoeadn -alet vethel) lwoiwthTeihrn e ot hfsu e(1 mp) o tohofel . a dlel bpoorsriot wamero aumnto, uanntds (h2e)l dth bey mthaexi omriugmin aptootre onrt iseal olleffr- sethattta abrlee apmoteounntiat lalyt tohfef- sbeotrtraobwlee ar-gleaveinstl ( it.hee. (lnooatn l ooar nle-laeseve lb) awlaitnhcein ,t heexc plouodli.n g the benefit of any national dAeNp4o4sit compLeonasan/lteioanse s-chleeveml ein. fToorm paretiveonn set dctouiobnle-Dcoepunotsiint gA,m thoisu nsthould be capped at theT lhoew suer mof o(1f )a tllh beo drreopwoesirt aammoouunntts , ahnedld ( b2y ) tAthhLee2 mo3raigxiinmautomLr o oparo nsete/lenllateiaser l toh-laeff-tve sealr teitna pfboolretme anamttiiaoolnuly nseot factf-tse iothnteta bBboloerrr roaowgwaeeirnr st(Dn eothpt eolo silaotna A nom rb olaeulaansent ce) l,e evexcl lwuditihnigTn httheh eesu bpmeono eol.ff ita oll fb aonrry onwaetiro anmalo duenpts osihte lcod bmy ptehnesa ortiioginn asctohre omr ese. Ulleser t hthaet asarem peo cutenrrtieanllcyy o dffe-senotmtainbalet ioanga ains stth teh ree lceeaiseva,b leex bclauldainnceg t.h Teo b perneevefitn ot fd aonuy blnea-cotiounnatli ndge,p tohsiis t scohomuplde nbsae catiopnp sechd aetm thee. Tloow perer veof n(1t d) othueb ldee-copousintt ianmg,o tuhnis t, shanodu (ld2 )b teh eca mpapxiedm autm th peo ltoewnteiar lo of ff(-1se) tthtaeb dlee paomsiotu anmt aotu nthte, abnodr r(o2w) ethr e(n mota lxiomanu)m le pveolt ewnittihailn o tfhf-ese ptotaobl l(ew ahmicho uisn tb aatse thde ubpoorrno twheer h (ingohte lre aosef th)e le Cveulr rweintht iPnr itnhcei ppaolo Ol. utstanding Balance (AN26) and the Total Credit Limit (AN11)).
3.070 Counterparty Applicable to all Currency of Deposit Currency that the deposit held with the Institution is expressed in Choice Critical Static 1 1 1 1 1 1 1 ISO 4217 Currency Codes Use the same currency denomination as that used for this loan. Use the same currency denomination as that used for this loan. Use the same currency denomination as the receivable balance. Use the same currency denomination as the receivable balance. Use the same currency denomination as the receivable balance.
If a borrower has more than one loan outstanding in the pool, then AR50 should be completed for each loan/, and it is up to thIef ad ibscorrerotiwone ro hf athse m doartea tphraonvi odneer tloo adne cioudtest taon adlilnogc ainte t hthee p doeopl,o tsihet na mthois unfiet aldcr sohss ouleda bche coof mthpel eloteadn ,f osur bejaechct tloo athne, aanbdo veit is-m uepn ttoio tnheed d caiscrp eatniodn so of ltohneg d aas tat hper otovitdael re ntotr idees cifodre AtoR 5al0lo acacrtoess theth dee mpousiltitp alem loouann/tl eaacseross s aedadcs hu opf ttoh eth loe aanccu, surbatjeect a mtoo tuhnet .a Fboorv ee-xammenpItfli eoa,n bief odBr rocaorwrpoe war nehdra Ass ohm aloosnr edg e tahpsao nsth itoe bn taeol talaonla ceenn/ ltoerfaie €ses 1f0 oo0ru ,At staSna4dn4 dt waincrog oloinss a nthts eheo p umotsoutlla, tntiphdleeinn lg oA aiAnn 5/tlh9ee ash sepoos uollad od bfd: es L couoapmn t op1 l te€ht6ee0 da acfoncurd re Laaotchea na lmo2a o€nu7/nl5et.a. AFseRo,r5 a0en xacod miut lpids le bu,e pif cotBo omtrhrpeol ewdtieescrd A rae s htiaoes nit hdoeef rpt hoLeosi adt nab ta1al a-p n€rco6evi0 do aefn r€d 1t o0L o0d,ae anci n2dde - t tw€o4 oa0 ll,lo ooacrn aLs teoo autnhtest 1 ad -ne €pd2ion5sig at innad mt hLoeou apnnot o a2lcr o€of7:ss 5L o(eia.eanch. 1A Ro€5f6 t00h eais nlcaoda Lpnops/aelnde a 2ase t€ €7s,65 0.su AfobSrj4 eL4cto a coton u t1lhdI efa b anae dbb cooaovert rm€o-7pwm5leee rftnoe hrtdia o Las nos emadeno i catr2he ea ptrhn aLadno ntdah o neson 1se ul o-lmo n€a g6no 0a f o As aunRtthstd5e a0L tn oaodacrtiannlo g 2ess ni-n t€ Lrti4hoeea0s , n pfo oo1rr o aLAl,noA tdah5 neL9 no1a a A-crn N€ o224s 52s m astuhnhstedo umeLlqdouua ltbaniepl l 2€eco 1 €l0om70a5p)n .l(/eil.eteea.d sA efSosr4 a 4ed aids chs ca uloppa ptnoe/d ,t h aaent d€a c6itcu0 is froaurtp eL toaoam tnho e1u ndatinsc.I fdF a roae rtbt i€eooxr7nra 5oom wffo petrhlr eeL h, o daiafas nBtam o2 rpo arorrnoewdvi teh dtrhae Aenr hotsuoan ms ede dloeciefapd AseoeS si t4oot 4uba taaslllocrtaacnnoacessdtein Lotghof e i€an 1 dnt 0he1p0e , oa pasinodnto d alL ,mt owthaooenu n ln2e At a maAsecru5sts 9o ss osheuqtoeustauaalchld n€ db 1oie0nf g0tcoh) i.enm ltpohlaeen tpe, odsuo flob ojre fe:ct aL echtoa setlheea 1 sea €b,6o a0ven ad-n midt e iLs netuiaopsn teeo d2 t hca€e7 p5d .iasc AnAdre 5sot9io conlo onufgl dt ha bes e dt hcoaeta mt opptraloel tvieedndet rari estos e fidothereci Ard NLe4e t2ao se aacl lr1oo css - a€te6th0 te ha emn ddu elLtpipeoalesise tl oa a2mn -o/ l€ue4an0set ,a os crra oLdseds as seeuap ch1 t o- o €tfh2 the5 e aa cculnoda nLrs/aetaleese aasem 2o s,€u7 nsu5t. (bFij.eoecr. tAe txaAo 5tm9he pis lae cb, aoifpve Bpoe-mrdr eoanwt te€io6r n0Ae fdho arcas L dep eaapsenods 1 soit ab nalodlan angt ce a€s 7 o5tfh f€eo 1rt0 oL0tea,al aseennd t2r it weason d folo trah AneAs su5o9um tas ocrtaf onAssdAin5 tg9h eian cm trhouess lt ippoLleoe lla eoseaf:se L1os aaanndd d1 Ls €eu6ap0se tao n2 t dhm eLu oastaccu ne q2ru a€at7el 5 €a.1 mA0No0)u4.n2t .co Fuolrd e bxae mcopmlep, lief tBeod raros weeitrh Ae rh Laos adne 1p o-si €t6 b0a alanndce Lo oafn € 21 0- 0€,4 a0n, do rtw Loo alena 1se -s €o2u5t stanadn dLionagn i n2 t€h7e5 p (oi.oel .o Af:N L4e2a sis eca 1 p€p6e0d a antd € L6e0a fseor L2 o€a7n5 .1 A aAn5d9 a cot €u7l5d fboer Lcoomanp l2e taendd a ts hee isthuemr Loef aAseN4 12 -a cr€6o0ss anLdo aLne a1se an 2d -L €o4a0n, 2o rm Luestase eq 1u a- l€ €2150 a0n).d Lease 2 €75 (i.e. AA59 is capped at €60 for Lease 1 and at €75 for Lease 2 and the sum of AA59 acros s Lease 1 and Lease 2 must equal €100).
3.071 Counterparty Applicable to all Eligibility for Deposit to Offset Indicator as to whether the deposit held with the Institution can be used to pay down the l Boolean Critical Static 1 1 1 1 1 1 1
3.072 Counterparty Private Individual Counterparty deceased Indicator as to whether the Private Individual Counterparty has passed away Boolean Critical Dynamic Yes 1 1 1 1
3.073 Counterparty Applicable to all Legal status The type of legal status of the Counterparty Choice Critical Dynamic 1 1 1 1 1 1 1
3.074 Counterparty Applicable to all Legal Procedure Type Type of the insolvency process the Counterparty is currently in. Choice fields are provided Choice Critical Dynamic Yes 1 1 1 1 1 1 1 The field is partially similar to Annex A and Annex B of Counci10l r.e1g7ulation (EC) No 1346/2000 (http://eur-lex.europa.eu/legal-content/EN/ALL/?uri=CELEX:32000R1346)
3.075 Counterparty Applicable to all Current Status of the Legal Procedure Status of the legal proceeding (choice fields indicate country specifics features) Choice Critical Dynamic Yes 1 1 1 1 1 1 1
3.076 Counterparty Applicable to all Description of Current Status of Legal Procedure Description of the current status of legal procedure. Text Critical Dynamic Yes 1 1 1 1 1 1 1
3.077 Counterparty Applicable to all Date of Entering Into Current Legal Process Date that the Counterparty entered into their current legal status Date Critical Static Yes 1 1 1 1 1 1 1 10.18
3.078 Counterparty Applicable to all Insolvency Practitioner Appointed Indicator as to whether an insolvency practitioner has been appointed Boolean Critical Dynamic Yes 1 1 1 1 1 1 1
3.079 Counterparty Applicable to all Date of Appointment Date that the insolvency practitioner was appointed Date Critical Dynamic Yes 1 1 1 1 1 1 1
3.080 Counterparty Applicable to all Name of Insolvency Practitioner Name of the insolvency practitioner Text Important Static Yes 1 1 1 1 1 1 1 1
3.081 Counterparty Private Individual Number of Current Judgements Number of outstanding Court Enforcement Orders at the NPL Portfolio Cut-Off Date againstN umber Critical Dynamic Yes 1 1 1 1
3.082 Counterparty Private Individual Number of Discharged Judgements Number of discharged Court Enforcement Orders against the Private Individual CounterparNumber Critical Dynamic Yes 1 1 1 1
3.083 Counterparty Applicable to all Date of Internal Demand Issuance Date that a demand notice was sent by the Institution itself Date Important Dynamic Yes 1 1 1 1 1 1 1
3.084 Counterparty Applicable to all Date of External Demand Issuance Date that a demand notice was sent by solicitors who act on behalf of the Institution Date Critical Dynamic Yes 1 1 1 1 1 1 1
3.085 Counterparty Applicable to all Date when Reservation of Rights Letter Was Issued Date that the Reservation of Rights Letter was issued by the Institution Date Critical Dynamic Yes 1 1 1 1 1 1 1
3.086 Counterparty Applicable to all Jurisdiction of Court Location of the court where the case is being heard Choice Critical Static Yes 1 1 1 1 1 1 1
3.087 Counterparty Applicable to all Indicator of Counterparty Cooperation Indicator as to whether the Corporate or Private Individual Counterparty is cooperative or nBoolean Important Dynamic Yes 1 1 1 1 1 1 1
3.088 Counterparty Applicable to all Date of Obtaining Order for Possession Date that the Order for Possession is granted by the court Date Critical Dynamic Yes 1 1 1 1 1 1 1
3.089 Counterparty Applicable to all Eviction Date Date that the Counterparty is evicted Date Important Dynamic Yes 1 1 1 1 1 1 1
3.090 Counterparty Applicable to all Sheriff / Bailiff Acquisition Date Date that sheriff / bailiff is acquired by the court Date Important Dynamic Yes 1 1 1 1 1 1 1
3.091 Counterparty Applicable to all Legal Fees Accrued Total amount of legal fees accrued at the NPL Portfolio Cut-Off Date Number Important Dynamic Yes 1 1 1 1 1 1 1
3.092 Counterparty Applicable to all Comments on Other Litigation Related Process Further comments / details if there is other litigation processes in place Text Critical Static Yes 1 1 1 1 1 1 1
4.000 Relationship (Borrower - Loan) Applicable to all Contract Identifier Institutions internal identifier for the Loan Agreement Text Critical Static 1 1 1 1 1 1 1
4.001 Relationship (Borrower - Loan) Applicable to all Instrument Identifier Institutions internal identifier for the Loan part Text Critical Static 1 1 1 1 1 1 1
4.002 Relationship (Borrower - Loan) Applicable to all Counterparty Identifier unique internal identifier for the Counterparty Text Critical Static 1 1 1 1 1 1 1
5.000 Relationship (Tenant - Lease) Applicable to all Lease Identifier Institutions internal identifier for the Lessee Text Critical Static 1 1 1 1 1 1 1
5.001 Relationship (Tenant - Lease) Applicable to all Counterparty Identifier unique internal identifier for the Counterparty Text Critical Static 1 1 1 1 1 1 1
6.000 Relationship (Guarantor - Guarantee) Applicable to all Protection Identifier Institutions internal identifier for the Non-Property Collateral Text Critical Static 1 1 1 1 1 1 1
6.001 Relationship (Guarantor - Guarantee) Applicable to all Counterparty Identifier unique internal identifier for the Counterparty Text Critical Static 1 1 1 1 1 1 1
7.000 Loan Applicable to all Contract identifier Institution internal identifier for the Loan Agreement Text Critical Static 1 1 1 1 1 1 1 Loan: as defined in Part 1 in Annex V to Implementing Reg1.4 AR3 Loan/lease-level information section Loan/Lease Identifier Unique identifier (ID) for each loan/lease. ATShi3s ID Lshoaonul/dle naoset c-lehavenlg ien ftohrrmouagtiho nth see lctifeio onf tLhoea sen/cuLeraitseisa Itidoenn. tIiff iethre original loan/leUaseniq uIDe caidennntoifti ebre ( ImDa) ifnotra ienaecdh inlo athni/s lefiaeseld. e Tnhteis r ItDhe s ohroiugildna nl oIDt ch foallnogwee dth broy utghhe tnheew li fIeD o, fco thme mseacu deriltimisaitteiodn. If the original loan/lease ID cannot be maintained in this field eAnAte3r theL ooraigni/nleaal seID- lfeovellolw inefdo rbmy athtioen n esewct IDion, coLmomana/ Ldeealisemi tIeddentifier Unique identifier (ID) for each loan/lease. ATTh4is ID Lsohoaunl/dle naoset ch-leavengl ien ftohrrmouagtiho nth see lctifeio onf tAhccoe seucuntr Iitdisaenttioifine.r If the original loan/leUanseiq IuDe caidennntoiftie bre f omr aeianchtai naeccod inu ntht iis n ftiheeld p eAonoNtel3 wr thhiceh o mrigLuinostaa bln eI/Dl ed afiofsefellor-ewlenevetd f lr boiny mfot htrheme an aeticowtnu IaDsel ,a ctcoccoiomnumnLato ndauenmli/mLbeietaer sedto eIdnesuntriefie arnonymity of the bUonrriqouwee ird. entifier (ID) for each loan/lease. ATLhi3s ID shouLlod anno/tle cahsean-gleeve thl rionufogrhm tahteio lnif ese octf tiohen seLocuanri/tiLsaeatiseon .I dIfe thnetif ioerriginal loan/lease UIDn icaqunen iodte bneti fmiera (inIDta)i nfoerd e ianch th ils oafine/ldle eansete.r AT tChhie5s oIDri gshinaolu LIlDoda nfnoo/ltlle ochawseaend-g lbeey ve tthhl rieon ufnogerhmw t ahIDteio , lncoif ese moctfm tiohae nd seeLliomcuaitnrei/tidLsaeatiseon .I dIfe tnhetif ioerriginal loan/lease UIDn icaqunen iodte bneti fmiera (inIDta)i nfoerd e ianch th ils oafine/ldle aensete. rT thhies oIDri gshinaolu IlDd nfooltl ochweandg bey tthhreo ungehw t hIDe , lcifeo mofm thae d seelimcuitreitidsation. If the original loan/lease ID cannot be maintained in this field enter the original ID followed by the new ID, comma delimited
7.001 Loan Applicable to all Instrument Identifier Institution internal identifier for the Loan part Text Critical Static 1 1 1 1 1 1 1 Treat multiple loans/leases as additional line items. The identifier must be different from any external identification number, in Torredaetr mtou eltinpsule rleo aanns/onleymaseity s oasf t ahded bitoiorrnoawl elinr.e items. The identifier must be different from any external identification number, in order to ensure anonymity of the borrower. Treat multiple loans/leases as additional line items. The identifier must be different from any external identification number, in Torredaetr m tou eltinpsleu rcae ardns onayms aidtyd iotifo tnhael blinoerr oitwemers. . Treat multiple loans/leases as additional line items. The identifier must be different from any external identification number, in ordeTrr etoa et mnsuultriep laen loonaymns/litey aosef ts haes baodrrdoitwioenr.al line items. The identifier must be different from any external identification number, in ordeTrr etoa et mnsuultriep laen loonaymns/litey aosef ts haes baodrrdoiwtioenr.al line items. The identifier must be different from any external identification number, in order to ensure anonymity of the borrower.
This field must be completed for all loans/leases i.e. active and non-active. This field must be completed for all loans/leases i.e. active and non-active. This field must be completed for all loans/leases i.e. active and non-active. This field must be completed for all loans/leases i.e. active and non-active. This field must be completed for all loans/leases i.e. active and non-active. This field must be completed for all loans/leases i.e. active and non-active.
7.002 Loan Applicable to all Channel of Origination Channel through which the Loan was originated, i.e. Branch, Internet and Broker Choice Important Static 1 1 1 1 1 1 1 AR22 Loan/lease-level information section Origination Channel Origination channel of the loan: AS16 Loan/lease-level information section Origination Channel This is the origination channel of the loan BE9 Underlying exposures section (compleOrigination Channel Amount (in terms of current balance) of exAA53 Loan/lease-level information section Origination Channel Origination channel: AT40 Loan/lease-level information section Origination Channel Channel of origination: AN42 Loan/lease-level information section Origination Channel Channel of Origination: AL41 Loan/lease-level information section Origination Channel Office network (1)
7.003 Loan Applicable to all Details of Origination Channel Description of the origination channel when "Broker" or "Other" is selected in field "ChanneTl ext Moderate Static 1 1 1 1 1 1 1 Office / branch network (1) Office network (1) Auto dealer (1) Internet (1) Internet (1) Broker (2)
Central / Direct (2) Broker (2) Broker (2) Branch (2) Branch (2) Internet (3)
7.004 Loan Applicable to all Date of Origination Date that the Loan originated as per the Loan Agreement Date Critical Static 1 1 1 1 1 1 1 1.23 AR19 Loan/lease-level information section Loan/Lease Origination Date Date of original loan/lease advance. AS27 Loan/lease-level information section Loan/Lease Origination Date Date of original loan/lease advance. AA22 Loan/lease-level information section Loan/Lease Origination Date Date of original loan/lease advance. AN24 Loan/lease-level information section Loan/Lease Origination Date Date of original loan/lease advance. AL25 Loan/lease-level information section Loan/Lease Origination Date Date of original loan/lease advance. AC13 Loan/lease-level information section Whole Loan Origination Date Date of original loan advance.
Broker (3) Internet (3) Direct (3) Telesales (3) Telesales (3) Other (4)
7.005 Loan Applicable to all Country of Origination Country where the Loan was originated Choice Critical Static 1 1 1 1 1 1 1 Internet (4) Other (4) Indirect (4) Stands (4) Stands (4)
7.006 Loan Applicable to all Governing Law of Loan Agreement Governing law is the law of the country in which the Loan Agreement was entered into. ThiChoice Critical Static 1 1 1 1 1 1 1 Package (5) Other (5) Post (5) Post (5)
Third party channel but underwriting performed 100% by the Originator (6) White label (6) White label (6)
7.007 Loan Applicable to all Asset Class Asset class of the Loan, i.e. Resi, CRE, SME/Corp, etc. Choice Critical Static 1 1 1 1 1 1 1 DI3 Securitisation information section Underlying Exposure Type Enter in the type of underlying exposures of the securitisation. If multiple types from the list below are present, enter in 'Mixed' (with the exception of securitisations whose underlying exposures consist exclusively of a combination of consumer loans and auto loans/leases--for these securitisations the value corresponding to 'Consumer loans' must be entered): Magazine (7) Magazine (7)
7.008 Loan Applicable to all Loan Purpose ultimate financing purpose of the Loan, e.g. Residential real estate purchase for own use, Choice Critical Static 1 1 1 1 1 1 1 1.20 Auto loans/leases (1) AR23 Loan/lease-level information section Purpose AS17 Loan/lease-level information section Purpose BE10 Underlying exposures section (complePurpose Other (8) AN34 Loan/lease-level information section Purpose Auto dealer (8) AC20 Loan/lease-level information section Purpose
Consumer loans (2) What was the reason for the borrower taking out the loan? Loan purpose: For residential mortgage loans, enter The total value (in terms of current balance as at the data cut-off date) of loans whose purpose was either a residential property equity release, debt consolidation, remortgaging with equity release, or funding the borrower's business. Loan Purpose: Loan purpose:
Other (9)
Purchase (1) Overdraft / working capital (1) Tuition Fees (1) Acquisition for investment (1)
7.009 Loan Applicable to all Product Type Product type of the Loan, e.g. Loan and Overdraft Choice Critical Static 1 1 1 1 1 1 1 1.5 Commercial mortgages (3) AS15 Loan/lease-level information section Asset Type Loan (1) BE4 Underlying exposures section (compleExposure Type Select the type of exposure that exists in tAhiAs 3t4ranLsaocatnio/lne.a Isef th-leervee al irnef omrmulatitpiolen e sexpctoisuonres,Pr othdis uctse Tctypioen of the template must beP coromdupctle tTeypd feo:r each exposure type. AL38 Loan/lease-level information section Product Type The classification of the lease, per lessor's definitions:
Remortgage (2) New plant & equipment investment (2) For commercial mortgage loans, enter The total value (in terms of current balance as at the data cut-off date) of loans whose purpose was an acquisition for liquidation. Living Expenses (2) Acquisition for liquidation (2)
7.010 Loan Applicable to all Amortisation Type Description of the Amortisation type of the loan as per the latest Loan Agreement e.g. Full Choice Critical Static 1 1 1 1 1 1 1 1.7 Credit-card receivables (4) AR32 Loan/lease-level information section Repayment Type AS36 Loan/lease-level information section Amortisation Type Guarantee (2) BE51 Underlying exposures section (compleAmortisation Type Trade Receivables (1) AA15 Loan/lease-level information section Amortisation Type (Personal) Contract Purchase (1) AN32 Loan/lease-level information section Amortisation Type AL36 Loan/lease-level information section Amortisation Type (Personal) Contract Purchase (1) AC44 Loan/lease-level information section Whole Loan Amortisation Type
Principal payment type: Current type of amortisation, including principal and interest. The total value of exposures of this type where the amortisation is either bullet, balloon, or some other arrangement besides FCruernrchen,t Gtyeprem oafn a, moro rat ifsaixetiod na,m inocrltuisadintigo np rsinchciepdaul laen. dF oinr ttehree spt.urposes of this field: Current type of amortisation, including principal and interest. Current type of amortisation, including principal and interest. Type of amortisation of the whole loan including principal and interest.
Renovation (3) New information technology investment (3) Medical (3) Refinancing (3)
Leases (5) Promissory Notes (3) Auto Loans/Leases (2) (Personal) Contract Hire (2) (Personal) Contract Hire (2)
Annuity (1) French – i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (1) - French Amortisation is defined as amortisation in which the total amount — principal plus interest — repaid in each instalmeFnrte is ncthh e- sai.em. Aem; ortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (1) French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (1) French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (1) French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (1)
7.011 Loan Applicable to all Description of Bespoke Repayment Description of the bespoke repayment profile when "Bespoke Repayment" is selected in fieText Critical Static 1 1 1 1 1 1 1 Equity release (4) Refurbishment of existing plant, equipment, or technology (4) For consumer loans, enter The total value (in terms of current balance as at the data cut-off date) of loans whose purpose was either tuition fees, living expenses, medical, travel, iome improvements, or debt consolidation. Home Improvements (4) Construction (4)
Residential mortgages (6) Participation Rights (4) Consumer Loans (3) Hire Purchase (3) Hire Purchase (3)
Linear (2) German – i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including c- aGpeitraml aamn Aormtisaorttiisaont iaonnd is in dteerfienste.d (a2s ) amortisation in which the first instalment is interest-only and the remaining instalments aGree cormnasnta -n it.,e i.n Acmluodirntigsa catiopnit ainl awmhiochrti satheti ofinrs at ninds itnatlemreestnt; is interest-only and the remaining instalments are constant, including capital amortisation and interest. (2) German - i.e. Amortisation in which the first instalment is interest-only and the remaining instalments are constant, including capitaGl earmmoarnti sa- i.teio. nA manodr tiinstaetrieonst .i n( 2w)hich the first instalment is interest-only and the remaining instalments are constant, including capitaGl earmmoarnti sa- i.teio. nA manodr tiinstaetrioenst i.n ( 2w)hich the first instalment is interest-only and the remaining instalments are constant, including capital amortisation and interest. (2)
Construction (5) Merger & Acquisition (5) Appliance/Furniture (5) Redevelopment (5)
7.012 Loan Applicable to all Final Bullet Repayment Total amount of principal repayment to be paid at the maturity date of the loan Number Critical Static 1 1 1 1 1 1 1 SME loans (7) Overdraft (5) Equipment Leases (4) Lease Purchase (4) Lease Purchase (4)
Increasing instalments (3) Fixed amortisation schedule – i.e. Amortisation in which the principal amount repaid in each instalment is the same. (3) - Fixed Amortisation Schedule is defined as amortisation in which the principal amount repaid in each instalment is the same;Fixed amortisation schedule - i.e. Amortisation in which the principal amount repaid in each instalment is the same. (3) Fixed amortisation schedule - i.e. Amortisation in which the principal amount repaid in each instalment is the same. (3) Fixed amortisation schedule - i.e. Amortisation in which the principal amount repaid in each instalment is the same. (3) Fixed amortisation schedule - i.e. Amortisation in which the principal amount repaid in each instalment is the same. (3)
Debt consolidation (6) Other expansionary purpose (6) Travel (6) Other (6)
Mixed (8) Letter of Credit (6) Floorplan financed (5) Finance Lease (5) Finance Lease (5)
7.013 Loan Applicable to all Original Maturity Date Original contractual maturity date of the Loan Date Critical Static 1 1 1 1 1 1 1 Fixed instalments (changing maturity) with structural protection (4) Bullet – i.e. Amortisation in which the full principal amount is repaid in the last instalment. (4) - Bullet Amortisation is defined as amortisation in which the full principal amount is repaid in the last instalment; Bullet - i.e. Amortisation in which the full principal amount is repaid in the last instalment. (4) Bullet - i.e. Amortisation in which the full principal amount is repaid in the last instalment. (4) Bullet - i.e. Amortisation in which the full principal amount is repaid in the last instalment. (4) Bullet - i.e. Amortisation in which the full principal amount is repaid in the last instalment. (4)
Other (7) Other (7) Debt Consolidation (7)
Other (9) Working Capital Facility (7) Insurance Premiums (6) Operating Lease (6) Operating Lease (6)
Fixed instalments (changing maturity) without structural protection (5) Balloon (i.e. partial principal repayments followed by a larger final principal amount) (5) - Balloon Amortisation is defined as amortisation consisting of partial principal repayments followed by a larger final principal aBmalolouonnt; (ai.ned. partial principal repayments followed by a larger final principal amount) (5) Other - i.e. Other amortisation type not included in any of the categories listed above. (5) Balloon (i.e. partial principal repayments followed by a larger final principal amount) (5) Other - i.e. Other amortisation type not included in any of the categories listed above. (5)
Remortgage with Equity Release (8) New Car (8)
7.014 Loan Applicable to all Current Maturity Date Contractual maturity date of the Loan as at NPL Portfolio Cut-Off Date Date Critical Dynamic 1 1 1 1 1 1 1 1.16 AR20 Loan/lease-level information section Loan/Lease Maturity Date The expected date of maturity of the loanA S28 Loan/lease-level information section Loan/Lease Maturity Date The expected date of maturity of the loan or expiry of the lease. AA23 Loan/lease-level information section Loan/Lease Maturity Date The expected date of maturity of the loan or expiry of the lease. AN25 Loan/lease-level information section Loan/Lease Maturity Date The expected date of maturity of the loanA L26 Loan/lease-level information section Loan/Lease Maturity Date The expected date of maturity of the loanA C17 Loan/lease-level information section Loan/Lease Maturity Date The expected date of maturity of the loan or expiry of the lease.
Other (8) Credit Card Receivables (7) Other (7) Other (7)
Bullet (i.e. interest only until maturity) (6) Other – i.e. Other amortisation type not included in any of the categories listed above. (6) - Other Amortisation is defined as any other amortisation type not captured by any of the categories listed above. Other - i.e. Other amortisation type not included in any of the categories listed above. (6) Other - i.e. Other amortisation type not included in any of the categories listed above. (6)
To fund their business (9) Residential Mortgages (8) Loan - Amortising (8) Used Car (9)
7.015 Loan Applicable to all Loan Currency Currency which the Loan is expressed in as per latest Loan Agreement Choice Critical Static 1 1 1 1 1 1 1 ISO 4217 Currency Codes 1.8 AR27 Loan/lease-level information section Loan/Lease Currency Denomination The loan or lease currency denominationAS29 Loan/lease-level information section Loan/Lease Currency Denomination The loan or lease currency denomination. AA5 Loan/lease-level information section Loan/Lease Currency Denomination The loan or lease currency denominationAT6 Loan/lease-level information section Loan/Lease Currency Denomination The loan or lease currency denominationAN6 Loan/lease-level information section Loan/Lease Currency Denomination The loan or lease currency denominationAL5 Loan/lease-level information section Loan/Lease Currency Denomination The loan or lease currency denominationAC12 Loan/lease-level information section Whole Loan Currency Loan currency denomination.
Savings mortgage (7)
Combination Mortgage (10) Commercial Mortgages (9) Loan - Balloon (9) Other Vehicle (10)
Bullet with life insurance (8)
7.016 Loan Applicable to all Origination Amount Loan amount advanced to the Borrower / drawn down by the Borrower at the origination daNumber Critical Static 1 1 1 1 1 1 1 AR28 Loan/lease-level information section Original Principal Balance Original loan balance (inclusive of fees). AS30 Loan/lease-level information section Original Principal Balance Original total loan balance. AA26 Loan/lease-level information section Original Principal Balance Borrower's loan principal balance or discounted lease balance (inclusive of capitalised fees) at origination. AN28 Loan/lease-level information section Original Principal Balance Original loan principal balance (inclusive oAL29 Loan/lease-level information section Original Principal Balance Original Principal (or discounted) lease baAl C150 Loan/lease-level information section Whole Loan Principal Balance At OrigWhole loan balance at origination representing 100% full facility i.e. securitised and unsecuritised / owned and un-owned amount (in loan currency).
Investment Mortgage (11) SME loans/leases (10) Equipment (11)
Bullet with investment or endowment policy (9)
This is referring to the balance of the loan at the loan origination date, not the date of the loan’s sale to the SPV or the closing date of this RMBS. Can be rounded to the nearest 1000 units of currency
Right to Buy (12) Property (12)
7.017 Loan Applicable to all Principal Balance Current amount of outstanding principal as recognised on the balance sheet at Cut-Off DaNumber Critical Dynamic 1 1 1 1 1 1 1 Principal: as referred to for table F7 in Part 2 of Annex V 2.13 AR29 Loan/lease-level information section Current Principal Balance Amount of loan outstanding as of the dataA cuS3t-1off Ldaotaen, /Tlehais sesh-leoveuldl ininfclorumdaet iaonny seamctoiounnts Ctuhraret natr eP rseincciupraeld B bay latnhcee m ortgage anAd mwoilul bnet ocfl alosseand o aus tstparinndciinpgal ains tohfe t hsee cudarittBaisaE5tion. UFnodr eerxalyinmgp elexp ifo fesuers ehs asevect bioene n(co admdpeldeC tou rtrheen tl oParnin bciaplaaln Bcea laanndce a re part of theT hperi ntocitpaal val inlu tehe o sef ocuutstritaisandtiionng tphreinscie pshalo buAldA b2e7 adLdoeadn. /Ilet ashseou-leldve elxcl inufodrem aantioy nin setercteiston arrCeuarrrse onrt Pperinnacilpty aal mBaoluanntces. Borrower's loan or discounted lease balance outstanding as of the data cut-off date. This should include any amounts that are secured against the vehicle. For examApN29 Loan/lease-level information section Current Principal Balance The loan principal balance outstanding asAL30 Loan/lease-level information section Current Principal Balance Principal (or discounted) lease balance oAC151 Loan/lease-level information section Actual Principal Balance (Whole LoanA) ctual Principal Balance of the whole loan at the Securitisation Date as identified in the Offering Circular.
Hybrid (10) non-SME corporate loans/leases (11)
Government Sponsored Loan (13) Other (13)
7.018 Loan Applicable to all Accrued Interest Balance (On book) Current amount of outstanding interest as recognised on the balance sheet at the NPL PorNt umber Critical Dynamic 1 1 1 1 1 1 1 Accrued interest: as referred to in Part 1 of Annex V to Implementing Reg Current balance should include the principal arrears. However, savings amount should be deducted if a subparticipation exists. (i.e. loan balance = loan -/- subparticipation (0) if no subparticipation ). Future Flow (12)
Part & Part (11)
7.019 Loan Applicable to all Other Balances Current amount of other outstanding amounts, e.g. other charges, commissions, fees etc., Number Critical Dynamic 1 1 1 1 1 1 1 Offset mortgage (12) Leverage Fund (13)
Initially interest only before switching to repayment (13) CBO & CLO (14)
7.020 Loan Applicable to all Total Balance Total unpaid balance, i.e. Principal Balance + Accrued Interest Balance (On book) + Other Number Critical Dynamic 1 1 1 1 1 1 1 Balance: as referred to in Part 1 of Annex V to Implementing Regulation Other (14) Other (15)
7.021 Loan Applicable to all Accrued Interest Balance (Off book) Amount of interest that has been accrued but not capitalised to the Loan, as not recogni Number Critical Dynamic 1 1 1 1 1 1 1 These are accrued interest which would be any accrued not on the book as
7.022 Loan Applicable to all Legal Balance Total claim amount, i.e. Total Balance + Accrued Interest Balance (Off book) Number Critical Dynamic 1 1 1 1 1 1 1 AT26 Loan/lease-level information section Total Current Balance What is the total current amount owed by the borrower (including all fees and interest) on the account?
7.023 Loan Applicable to all Carrying Amount Carrying amount means the amount to be reported on the asset side of the balance sheet Ni umber Important Dynamic 1 1 1 1 1 1 1 Carrying Amount: as defined in Part 1 in Annex V to Imple 3.18
7.024 Loan Applicable to all Write-off Amount Cumulative amount of principal and accrued interest that the Institution has written-off Number Important Dynamic 1 1 1 1 1 1 1 Write-off: as defined for table F4 in Part 2 of Annex V to 3.7
7.025 Loan Applicable to all Provision Amount Cumulated provision amount, including impairments and negative changes in fair value dueN tumber Important Dynamic 1 1 1 1 1 1 1 3.8
Accumulated impairment: as defined for table F4 in Part 2 of Annex V to Implementing Regulation (EU) No 680/2014
(Accumulated) negative changes in fair value due to credit risk: as defined for table F4 in Part 2 of Annex V to Implementing Regulation (EU) No 680/2014 and as referred to in the definition of gross carrying amount in in Part 1 of Annex V to Implementing Regulation (EU) No 680/2014
7.026 Loan Applicable to all Accounting stages of Asset Quality Accounting stages of asset quality, i.e. IFRS Stage 1, IFRS Stage 2, IFRS Stage 3 (impai Choice Important Dynamic 1 1 1 1 1 1 1 Impairment stage: as defined in IFRS 9.5.5 3.9
7.027 Loan Applicable to all Loan Commitment Total available credit extended as at the NPL Portfolio Cut-Off Date Number Critical Dynamic 1 1 1 1 1 1 1 Loan commitment: as defined in Part 2 in Annex V to Imple 1.17 AR39 Loan/lease-level information section Maximum Principal Balance For loans with flexible re-draw facilities AS35 Loan/lease-level information section Maximum Principal Balance For loans with flexible re-draw facilities or where the maximum loan amount hasn’t been withdrawn in full – the maximum loan amount that could potentially be outstanding. AT27 Loan/lease-level information section Total Credit Limit What is the credit limit of the borrower o AN7 Loan/lease-level information section Total Credit Limit For loans with flexible re-draw / revolving characteristics – the maximum loan amount that could potentially be outstanding. AC159 Loan/lease-level information section Committed Undrawn Facility Loan BalThe total whole loan (senior debt) remaining facility/ Undrawn balance at the end of the period. The total whole loan (senior debt) remaining facility at the end of the Interest Payment Date that the borrower can still draw upon.
7.028 Loan Applicable to all Original Interest Rate Original total interest rate of the Loan as states in the Loan Agreement and as applicable Percentage Moderate Static 1 1 1 1 1 1 1 This field should only be populated for loans that have flexible or further drawing characteristics. AC122 Loan/lease-level information section Original (Whole) Loan Interest Rate Loan all-in interest rate at loan origination date. If multiple tranches with different interest rates then apply a weighted average rate using the original balances at the loan origination date.
This does is not intended to capture instances where the obligor may renegotiate an increased loan balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding.
7.029 Loan Applicable to all Original Interest Rate Type Original interest rate type as states in the Loan Agreement and as applicable as of Loan orCighoice Moderate Static 1 1 1 1 1 1 1
7.030 Loan Applicable to all Description of Original Interest Rate Type Description of original interest rate type when "Mixed" is selected in field "Original Interest Text Moderate Static 1 1 1 1 1 1 1
7.031 Loan Applicable to all Original Interest Base Rate Original base rate of the Loan when "Variable" is selected in field "Original Interest Rate T Percentage Moderate Static 1 1 1 1 1 1 1
7.032 Loan Applicable to all Original Interest Margin Original margin above the base rate at loan origination Percentage Moderate Static 1 1 1 1 1 1 1 1.14 AR44 Loan/lease-level information section Current Interest Rate Margin AS48 Loan/lease-level information section Current Interest Rate Margin AA41 Loan/lease-level information section Current Interest Rate Margin AN40 Loan/lease-level information section Current Interest Rate Margin Current interest rate (%) margin of the loaAL45 Loan/lease-level information section Current Interest Rate Margin Current interest rate margin of the lease. AC126 Loan/lease-level information section Current Margin Rate (Whole Loan) Margin used to determine the current whole loan interest rate. The margin being used to calculate the interest paid on the (Whole) Loan Payment Date in Field AC225.
Current interest rate margin (%, for fixed rate loans this is the same as the current interest rate, for floating rate loans this is thCeu mrreanrgt iinn toeveresr t( orar teun mdearr gifi nin (paus t aa s pear cneengtaatgivee )% t,h efo rin fdixeexd r raatete. loans this is the same as the current interest rate, for floating rate loans this is the margin over or under if input as a negative) the index rate. Current interest rate (%) margin of the loan or lease. For fixed-rate loans, this is the same as Current Interest or Discount Rate. For floating rate loans this is the margin over (or under, in which case input as a negative) the index rate.
7.033 Loan Applicable to all Original Interest Rate Reference Original interest rate base / reference of the Loan when "Variable" is selected in field "Orig Choice Moderate Static 1 1 1 1 1 1 1
7.034 Loan Applicable to all Current Interest Rate is the current total interest rate of the loan as stated in the Loan Agreement on and applic Percentage Critical Dynamic 1 1 1 1 1 1 1 2.5 AR43 Loan/lease-level information section Current Interest Rate AS43 Loan/lease-level information section Current Interest Rate BE52 Underlying exposures section (compleCurrent Interest Rate Weighted average, using the current balaAnAc39 Loan/lease-level information section Current Interest Or Discount Rate AN38 Loan/lease-level information section Current Interest Rate AL43 Loan/lease-level information section Current Interest Rate Or Discount RatTotal current interest rate (%) or discount AC127 Loan/lease-level information section Current Interest Rate (Whole Loan) The total interest rate being used to calculate the interest paid on the (Whole) Loan Payment Date in Field AC225 (sum of Field AC236 and AC237 for floating loans).
Current interest rate (%). Current interest rate (%) Total current interest or discount rate (%) applicable to the loan or lease (may be rounded to the nearest half a per cent). Total current interest rate (%) applicable to the loan.
7.035 Loan Applicable to all Current Interest Rate Type is the current interest rate type as per Loan Agreement and applicable at the NPL Portfolio CChoice Critical Dynamic 1 1 1 1 1 1 1 1.15 AR41 Loan/lease-level information section Interest Rate Type Interest rate type: AS46 Loan/lease-level information section Interest Rate Type Interest Rate Type. AC106 Loan/lease-level information section Interest Rate Type Type of interest rate applied to the loan:
7.036 Loan Applicable to all Description of Current Interest Rate Type Description of current interest rate type when "Mixed" is selected in field "Current Interest Text Critical Dynamic 1 1 1 1 1 1 1 Floating rate loan (for life) (1) Floating rate loan (for life) (1) Fixed (1)
Floating rate loan linked to one rate which will revert to another rate in the future (2) Floating rate loan linked to one index that will revert to another index in the future (2) Floating (2)
7.037 Loan Applicable to all Current Interest Base Rate Current base rate of the Loan as at NPL Portfolio Cut-Off Date when "Variable" is selected Pi ercentage Critical Dynamic 1 1 1 1 1 1 1 Fixed rate loan (for life) (3) Fixed rate loan (for life) (3) Step (3)
Fixed with future periodic resets (4) Fixed with future periodic resets (4) Mixed/Fixed Floating (4)
7.038 Loan Applicable to all Current Interest Margin is the current margin above the base rate as stated in the Loan Agreement and applicable Percentage Critical Dynamic 1 1 1 1 1 1 1 1.14 AR44 Loan/lease-level information section Current Interest Rate Margin Current interest rate margin (%, for fixed rAatSe4 l8oanLso tahnis/l eis atsehe- lesaveml ein afos rmthaet icuonr rseenctt iiontnereCstu rrraetnet, Ifnotre frleostat iRnga trea tMe alorgainns this is thCeu mrreanrgt iinn toeveresr t( orar teun mdearr gifi nin (paus t aa s pear cneengtaatgivee )% t,h efo rin fdixeexd r raatete. loans this is the same as the current interest rate, for floating rate loans this is the margin over or under iAf iAn4pu1t aLs oaa nn/elegaasetiv-ele) vethel ininfdoermx aratioten. section Current Interest Rate Margin Current interest rate (%) margin of the loan or lease. For fixed-rate loans, this is the same as Current Interest or Discount Rate. For floating rate loans this is the marginA Nove40r (or unLdoear,n i/nle wasehich-le cveasl ien finoprmuat atios na senectgiaotniveC) uthrree inntd Ienx terraetste. Rate Margin Current interest rate (%) margin of the loaAL45 Loan/lease-level information section Current Interest Rate Margin Current interest rate margin of the lease. AC126 Loan/lease-level information section Current Margin Rate (Whole Loan) Margin used to determine the current whole loan interest rate. The margin being used to calculate the interest paid on the (Whole) Loan Payment Date in Field AC225.
Fixed rate loan with compulsory future switch to floating (5) Fixed rate loan with compulsory future switch to floating (5) Other (5)
7.039 Loan Applicable to all Current Interest Rate Reference Current interest rate base or reference of the loan as stated in the Loan Agreement and apCphl oice Critical Dynamic 1 1 1 1 1 1 1 1.22 AR42 Loan/lease-level information section Current Interest Rate Index AS47 Loan/lease-level information section Current Interest Rate Index AA40 Loan/lease-level information section Current Interest Rate Index AN39 Loan/lease-level information section Current Interest Rate Index AL44 Loan/lease-level information section Current Interest Rate Index AC108 Loan/lease-level information section Current Interest Rate Index
Current interest rate index (the reference rate off which the mortgage interest rate is set): Current interest rate index (the reference rate off which the mortgage interest rate is set): Current interest rate index: Current interest rate index: Current interest rate index: Current interest rate index (the reference rate off which the mortgage interest rate is set):
Capped (6) Capped (6)
7.040 Loan Applicable to all Start Date of Interest Only Period Date that the interest repayment only period starts according to the most recent Loan Agr Date Critical Dynamic 1 1 1 1 1 1 1 1 month GBP LIBOR (1) 1 month GBP LIBOR (1) 1 month GBP LIBOR (1) 1 month GBP LIBOR (1) 1 month GBP LIBOR (1) 1 month GBP LIBOR (1)
Discount (7) Discount (7)
1 month EURIBOR (2) 1 month EURIBOR (2) 1 month EURIBOR (2) 1 month EURIBOR (2) 1 month EURIBOR (2) 1 month EURIBOR (2)
7.041 Loan Applicable to all End Date of Interest Only Period Date that the interest repayment only period ends according to the current Loan AgreemenDt ate Critical Dynamic 1 1 1 1 1 1 1 1.10 Floating rate loan with floor (8) Switch Optionality (8)
3 month GBP LIBOR (3) 3 month GBP LIBOR (3) 3 month GBP LIBOR (3) 3 month GBP LIBOR (3) 3 month GBP LIBOR (3) 3 month GBP LIBOR (3)
Modular (9) Borrower Swapped (9)
7.042 Loan Applicable to all Start Date of Current Fixed Interest Period Date that the current fixed interest period started according to the Loan Agreement and apDpate Critical Dynamic 1 1 1 1 1 1 1 3 month EURIBOR (4) 3 month EURIBOR (4) 3 month EURIBOR (4) 3 month EURIBOR (4) 3 month EURIBOR (4) 3 month EURIBOR (4)
Other (10) Other (10)
7.043 Loan Applicable to all End Date of Current Fixed Interest Period Date that the current fixed interest period ends according to the Loan Agreement and appliDate Critical Dynamic 1 1 1 1 1 1 1 6 month GBP LIBOR (5) 6 month GBP LIBOR (5) 6 month GBP LIBOR (5) 6 month GBP LIBOR (5) 6 month GBP LIBOR (5) 6 month GBP LIBOR (5)
Modular (11)
6 month EURIBOR (6) 6 month EURIBOR (6) 6 month EURIBOR (6) 6 month EURIBOR (6) 6 month EURIBOR (6) 6 month EURIBOR (6)
7.044 Loan Applicable to all Type of Reversion Interest Rate Type of reversion interest rate after the fixed interest period according to the Loan AgreemeTnext Moderate Dynamic 1 1 1 1 1 1 1 Floating rate loan with floor (12)
12 month GBP LIBOR (7) 12 month GBP LIBOR (7) 12 month GBP LIBOR (7) 12 month GBP LIBOR (7) 12 month GBP LIBOR (7) 12 month GBP LIBOR (7)
7.045 Loan Applicable to all Current Reversion Interest Rate Current level of reversion interest rate according to the Loan Agreement and applicable as Patercentage Critical Dynamic 1 1 1 1 1 1 1 12 month EURIBOR (8) 12 month EURIBOR (8) 12 month EURIBOR (8) 12 month EURIBOR (8) 12 month EURIBOR (8) 12 month EURIBOR (8)
BoE Base Rate (9) BoE Base Rate (9) BoE Base Rate (9) BoE Base Rate (9) BoE Base Rate (9) BoE Base Rate (9)
7.046 Loan Applicable to all Interest Cap Rate Maximum interest rate which can be charged on the Loan as specified in the current Loan APercentage Critical Dynamic 1 1 1 1 1 1 1 1.11 AR46 Loan/lease-level information section Interest Cap Rate Interest rate cap (%). AS44 Loan/lease-level information section Interest Cap Rate Interest rate cap (%). AA69 Loan/lease-level information section Interest Cap Rate If there is a cap to the interest rate that can be charged on this account, enter this cap here. AN46 Loan/lease-level information section Interest Cap Rate If there is a cap to the interest rate that AL47 Loan/lease-level information section Interest Cap Rate If there is a cap to the interest rate that AC114 Loan/lease-level information section Lifetime Rate Cap Maximum rate that the borrower must pay on a floating rate loan as required under the terms of the loan agreement.
ECB Base Rate (10) ECB Base Rate (10) ECB Base Rate (10) ECB Base Rate (10) ECB Base Rate (10) ECB Base Rate (10)
7.047 Loan Applicable to all Interest Floor Rate Minimum interest rate of a loan which can be charged on the Loan as specified in the currePercentage Critical Dynamic 1 1 1 1 1 1 1 1.12 AR54 Loan/lease-level information section Interest Rate Floor AS45 Loan/lease-level information section Interest Floor Rate AA70 Loan/lease-level information section Interest Floor Rate If there is a floor to the interest rate that can be charged on this account, enter this floor here – AN47 Loan/lease-level information section Interest Floor Rate If there is a floor to the interest rate tha AL48 Loan/lease-level information section Interest Floor Rate If there is a floor to the interest rate tha AC115 Loan/lease-level information section Lifetime Rate Floor Minimum rate that the borrower must pay on a floating rate loan as required under the terms of the loan agreement.
SEtnatnedr athrde Vflaoorira tbole t hRea itnet e(1re1st) rate that may be charged on this loan. SInttaenredsatr dra Vtea rfilaobolre ( %Ra).t e (11) Lender's Own Rate (11) Lender's Own Rate (11) Lessor's Own Rate (11) Standard Variable Rate (11)
All ‘No Data’ options may be entered in this field.
7.048 Loan Applicable to all Start Date of Principal Grace Period Date that the principal payment starts being postponed according to the Loan Agreement aDate Moderate Dynamic 1 1 1 1 1 1 1 No Index i.e. Fixed Rate Loan (12) Other (12) Other (12) Other (12) Other (12) Fixed Rate (12)
IRPH (13) No Index i.e. Fixed Rate Loan (13) Fixed-Rate Loan (13) Fixed Rate (13) Fixed-Rate Lease (13) Other (13)
7.049 Loan Applicable to all End Date of Principal Grace Period Date that the principal payment ends postponement according to the Loan Agreement andD aate Moderate Dynamic 1 1 1 1 1 1 1 AR25 Loan/lease-level information section Principal Grace Period Period, in months, from the origination daAS41 Loan/lease-level information section Principal Grace Period End Date If applicable, indicate the principal grace period end date. This refers only to grace periods at the start of the loan term and not to any forbearance granted. AL28 Loan/lease-level information section Principal Grace Period Period, in months, from the origination date of the Lease during which only interest and no principal is payable. After this period the Lease switches to both interest and principal payments.
Other (14) Fixed-Rate Lease (14)
7.050 Loan Applicable to all Start Date of Interest Grace Period Date that the interest payment starts being postponed according to the Loan Agreement anDate Moderate Dynamic 1 1 1 1 1 1 1
7.051 Loan Applicable to all End Date of Interest Grace Period Date that the interest payment ends postponement according to the Loan Agreement and Dapate Moderate Dynamic 1 1 1 1 1 1 1 AS42 Loan/lease-level information section Interest Grace Period End Date If applicable, indicate the interest grace period end date. This refers only to grace periods at the start of the loan term and not to any forbearance granted. AC48 Loan/lease-level information section Grace Days Allowed The number of days after a payment is due in which the lender will not charge a late penalty or report the payment as late. If No Data enter ND.
7.052 Loan Applicable to all Interest Reset Interval Number of months between two interest reset dates according to the Loan Agreement and Naumber Moderate Dynamic 1 1 1 1 1 1 1 1.13 AR45 Loan/lease-level information section Interest Rate Reset Interval The interval in months at which the intereAsS56 Loan/lease-level information section Interest Reset Period Annual (1) AA38 Loan/lease-level information section Interest Rate Reset Interval Number of months between each interest rate reset date on the loan or lease. AN37 Loan/lease-level information section Interest Rate Reset Interval Number of months between each interestA rL42 Loan/lease-level information section Interest Rate Reset Interval In Month Number of months between each interestA C107 Loan/lease-level information section Rate Reset Frequency Frequency with which the interest rate is reset according to original loan documents:
7.053 Loan Applicable to all Last Interest Reset Date Date that the last interest reset event happened Date Moderate Dynamic 1 1 1 1 1 1 1 Semi-annual (2) Monthly (1)
Quarterly (3) Quarterly (2)
7.054 Loan Applicable to all Next Interest Reset Date Date that the next interest reset event happened Date Critical Dynamic 1 1 1 1 1 1 1 2.6 AR48 Loan/lease-level information section Interest Revision Date 1 Date interest rate next changes (e.g. dis AS50 Loan/lease-level information section Interest Revision Date 1 Date interest rate next changes (e.g. margin changes, fixed period ends, loan re-fixed etc.).
Monthly (4) Semi-Annually (3)
7.055 Loan Applicable to all Early Redemption Penalty Additional charge on the early redemption made by the Counterparty according to the LoanPercentage Moderate Static 1 1 1 1 1 1 1 Not applicable – Fixed rate for life (5) Annually (4)
7.056 Loan Applicable to all Past-Due Penalty Interest Margin Additional margin charged on the past-due portion of the Loan according to the Loan AgrePercentage Moderate Static 1 1 1 1 1 1 1 Other (6) Daily (5)
Other (6)
7.057 Loan Applicable to all Default Penalty Interest Margin Additional margin charged on the balance of the Loan in default according to the Loan Ag Percentage Moderate Static 1 1 1 1 1 1 1 AC129 Loan/lease-level information section Current Default Interest Rate (Whole Interest rate used to calculate the default interest paid on the loan payment date in field AC225.
7.058 Loan Applicable to all Last Payment Date Date that the last payment was made Date Critical Dynamic 1 1 1 1 1 1 1
7.059 Loan Applicable to all Last Payment Amount Amount of last payment Number Critical Dynamic 1 1 1 1 1 1 1
7.060 Loan Applicable to all Next Principal Scheduled Repayment Amount Amount of next scheduled principal repayment as at the NPL Portfolio Cut-Off Date Number Critical Dynamic 1 1 1 1 1 1 1
7.061 Loan Applicable to all Next Interest Scheduled Repayment Amount Amount of next scheduled interest repayment as at the NPL Portfolio Cut-Off Date Number Critical Dynamic 1 1 1 1 1 1 1
7.062 Loan Applicable to all Next Principal Scheduled Repayment Date Date that the next principal repayment is made as at the NPL Portfolio Cut-Off Date Date Critical Dynamic 1 1 1 1 1 1 1
7.063 Loan Applicable to all Next Interest Scheduled Repayment Date Date that the next interest repayment is made as at the NPL Portfolio Cut-Off Date Date Critical Dynamic 1 1 1 1 1 1 1
7.064 Loan Applicable to all Interest Payment Frequency Frequency of interest payments based on the current Loan Agreement as at the NPL PortfoChoice Critical Dynamic 1 1 1 1 1 1 1 1.18
7.065 Loan Applicable to all Principal Payment Frequency Frequency that the principal payment is currently made based on the current Loan AgreemeChoice Critical Dynamic 1 1 1 1 1 1 1 1.18 AR30 Loan/lease-level information section Scheduled Payment Frequency Frequency of payments due, either of prinAciSp3a4l or Linotaenre/lstea, sei.e-.l epveeril oindf obremtwaetieonn pseaymctioenntsS.cheduled Payment Frequency Frequency of payments due, either of prinBciEp5al0 or Uinntedreerslyit,n ig.e e. xppeorisuodr ebs etsewecteino np a(coymmepnltes.Scheduled Payment Frequency The total value of exposures of this type wAhAe2re9 thLe ofraenq/uleeansecy- loefve pla iymnfoermntast idoune se, ectithioenr oSf pchrineciduplaeld o Pr ianymtereenstt, Fi.ree.q pueerniocyd betweFerne qpuaeynmcey notfs, p ias ymgreeanttes rd thuea,n eoitnhee rm oofn pthri n(eci.pga. lq oura irnteterlrye,s set, im.ei.- apnenriuoadl ,b aentwnueaeln, bpualymlet,e zents.ro-coupon, other). AN31 Loan/lease-level information section Scheduled Payment Frequency Frequency of payments due, either of prinAciLp3a2l or interLeosta,n i/.lee.a pseer-iloedve bl eintwfoeremna ptioaymn seencttsio.n Scheduled Payment Frequency Frequency of payments due, either of prinAciCp4a7l or interLeosta,n i/.lee.a pseer-iloedve bl eintwfoeremna ptioaynm seencttsio.n Payment Frequency Frequency of payments due, either of principal or interest, i.e. period between payments.
On a monthly basis. (1) On a monthly basis. (1) On a monthly basis. (1) On a monthly basis. (1) On a monthly basis. (1) On a monthly basis. (1)
7.066 Loan Applicable to all Past-Due Principal Amount Accumulated amount of past-due principal as recognised on balance sheet at NPL Portfoli Number Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical Standards on th AS66 Loan/lease-level information section Principal Arrears Amount Current balance of principal arrears. Arrears defined as: total principal payments due to date LESS total principal payments received to date LESS any amounts capitalised. This should not include any fees applied to the account.
On a quarterly basis. (2) On a quarterly basis. (2) On a quarterly basis. (2) On a quarterly basis. (2) On a quarterly basis. (2) On a quarterly basis. (2)
7.067 Loan Applicable to all Past-Due Interest Amount Accumulated amount of past-due interest as recognised on balance sheet as at NPL PortfoNumber Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical St2.14 AS65 Loan/lease-level information section Interest Arrears Amount Current balance of interest arrears. Arrears defined as: total interest payments due to date LESS total interest payments received to date. This should not include any fees applied to the account. AC113 Loan/lease-level information section Interest In Arrears Is the interest that accrues on the loan paid in arrears?
On a semi-annual basis. (3) On a semi-annual basis. (3) On a semi-annual basis. (3) On a semi-annual basis. (3) On a semi-annual basis. (3) On a semi-annual basis. (3)
7.068 Loan Applicable to all Other Past-Due Amounts Accumulated amount of other past-due amounts, e.g. fees, as recognised on balance sheeNtumber Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical Standards on th On an annual basis. (4) On an annual basis. (4) On an annual basis. (4) On an annual basis. (4) On an annual basis. (4) On an annual basis. (4)
Bullet – Amortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequBeunclley.t (–5 A) mortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequency. (5) Bullet – Amortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequency. (5) Bullet – Amortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequencyB. u(5lle) t – Amortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequencyB. u(5lle) t - Amortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequency. (5)
7.069 Loan Applicable to all Total Past-Due Amount Total past-due amount, i.e. Past-Due Principal Amount + Past-Due Interest Amount + Oth Number Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical St2.10 DI22 Securitisation information section Arrears 1-29 Days The amount of exposures in arrears on prAi R89 Loan/lease-level information section Arrears Balance Current balance of arrears. BE12 Underlying exposures section (compleArrears 1-29 Days The total value of exposures of this type AA71 Loan/lease-level information section Arrears Balance Current balance of arrears. Arrears defineAdT a3s:8 Loan/lease-level information section Arrears Balance Current balance of arrears, defined as theA suN4m8 of miniLmouamn/ lcoeansetra-lcetveual l inpfaoymrmeantiots nd seuect biount uAnprraeiadr s byB tahlea nbceorrower. Current balance of arrears, defined as t AL53 Loan/lease-level information section Arrears Balance Current balance of arrears. Arrears defined as: Total payments due to date LESS Total payments received to date LESS any amounts capitalised. This should not include any fees applied to the account.
Zero-coupon – Amortisation in which the full principal amount and interest is repaid in the last instalment. (6) Zero-coupon – Amortisation in which the full principal amount and interest is repaid in the last instalment. (6) Zero-coupon – Amortisation in which the full principal amount and interest is repaid in the last instalment. (6) Zero-coupon – Amortisation in which the full principal amount and interest is repaid in the last instalment. (6) Zero-coupon – Amortisation in which the full principal amount and interest is repaid in the last instalment. (6) Zero-coupon - Amortisation in which the full principal amount and interest is repaid in the last instalment. (6)
7.070 Loan Applicable to all Capitalised Past-Due Amount Total capitalised past-due balance as recognised on balance sheet at NPL Portfolio Cut-OffNumber Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical Standards on th Arrears defined as: Total payments due to date LESS Total payments received to date LESS any amounts capitalised. This should not include any fees applied to the account. Total payments due to date If the account is not in arrears enter 0
Other payment frequency not included in any of the categories listed above. (7) Other payment frequency not included in any of the categories listed above. (7) Other payment frequency not included in any of the categories listed above. (7) Other payment frequency not included in any of the categories listed above. (7) Other payment frequency not included in any of the categories listed above. (7) Other payment frequency not included in any of the categories listed above. (7)
LESS Total payments received to date
7.071 Loan Applicable to all Days in Past-Due Number of days that the Loan is currently past-due as at the NPL Portfolio Cut-Off Date Number Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical St2.11 AR90 Loan/lease-level information section Number Of Days In Arrears Number of days this loan is in arrears (eitAS77 Loan/lease-level information section Number Of Days In Arrears Number of days this loan is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date. AA72 Loan/lease-level information section Number Of Days In Arrears Number of days this loan is in arrears (eit AT39 Loan/lease-level information section Number Of Days In Arrears Number of days the account is in arrears AasN49 Loan/lease-level information section Number Of Days In Arrears Number of days this loan is in arrears (eitAL54 Loan/lease-level information section Number Of Days In Arrears Number of days this Lease is in arrears (eAiC183 Loan/lease-level information section Number Of Days In Arrears Number of days this loan is in arrears (either interest or principal and, if different, the higher number of the two) as at the data cut-off date.
LESS any amounts capitalised.
7.072 Loan Applicable to all Time in Past-Due Total number of months that the Loan has been in past-due in the past 12 months Number Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical Standards on th This should not include any fees applied to the account.
7.073 Loan Applicable to all Number of Past-Due Events Number of times that the Loan was previously categorised as past-due Number Critical Dynamic 1 1 1 1 1 1 1 for days past due specifics see also Regulatory Technical Standards on th
7.074 Loan Applicable to all Loss Given Default Estimated portion of the Loan that is recognised as a loss when the Loan defaults (Might bPercentage Moderate Dynamic 1 1 1 1 1 1 1 LGD: as defined in Article 4 of Regulation (EU) No 575/2013 (CRR) AR101 Loan/lease-level information section Bank Internal Loss Given Default (LGThe originator’s latest Loss Given Default AeSst2im4atLeo faorn /tlheea seloa-lne vein la i ndfoowrmnatutironn sce sectnaiorino. BIf aunsik nIgn ttehren Salt aLnodss ardGisiveedn A Dpepfraoualtch (L, GeTnhteer oNrDig5in. ator’s latest Loss Given Default BeEst5im9atUe nfodre trhlyien lgoa enxp ino asu droews nsetuctrnio scen (conamripol.e BIf aunsik nIgn ttehren aSlt aLnodss arGdiisevedn ADpepfraoualtch (L, GenWteerig NhDte5d. average, using the current balanAceA1s 1of aLlol aenx/pleoasusere-ls eveof lt hinisfo trympaet iaos n aset tctheio dnatBa acunk t-oInfft edrantael, Loof ss theG oiverignin aDteofra’s ullta (tLesGtT Lhoess orGigiivneanto Dr’esf laauteltst e stLiomsas tGe ifveorn th Dee efaxpulot suAeTstr1ei1ms aintLe a of oadron tw/hleneat ulseoran-n lesce vein nla i andrfoioowr.m nIfat uutrisionnn sg sece thctneai orSinota. nBIfd auansirk dniIsgne ttdeh reAn paSplt aLronoadss charGd, ieiseventdne r AD NpepDfra5ou.altch (L, GenTtheer oNrDig5in. ator’s latest Loss Given Default AeNst1im4ate forL tohaen lo/leaan sein -ale vedolw innftourrmn ascetionn aserioct. iIof nusiBnagn tk heIn Stetarnnadla Lrdoiss sedG Aiveppnr oDaechfa,u elt n(LteGr TNhDe5 o. riginator’s latest Loss Given Default AeLs2tim1 ate forL tohaen lo/leaan sein -ale vedolw innftourrmn ascetionn aserioct. iIof nusiBnagn tk heIn Stetarnnadla Lrdoiss sedG Aiveppnr oDaechfau, elt n(LteGr TNhDe5 o. riginator’s latest Loss Given Default AeCst1im05ate forL tohaen lo/leaan sein -ale vedolw innftourrmn ascetionn aserioct. iIof nusiBnagn tk heIn Stetarnnadla Lrdoiss sedG Aiveppnr oDaechfau, elt n(LteGr TNhDe5 o.riginator’s latest Loss Given Default estimate for the loan in a downturn scenario. If using the Standardised Approach, enter ND5.
7.075 Loan Applicable to all Loan Status Loan status, e.g. performing and non-performing Choice Critical Dynamic 1 1 1 1 1 1 1 2.7 AR77 Loan/lease-level information section Account Status Current status of the account: AS64 Loan/lease-level information section Account Status Current status of the account: AA82 Loan/lease-level information section Account Status Current status of the account: AT35 Loan/lease-level information section Account Status Current status of the account: AN65 Loan/lease-level information section Account Status Current status of the account: AL72 Loan/lease-level information section Account Status Current status of the account: AC177 Loan/lease-level information section Account Status Current status of the account:
7.076 Loan Applicable to all Non-Performing Reason Main reason why the non-performing status was provided, i.e. impaired (according to the apChoice Critical Dynamic 1 1 1 1 1 1 1 Non-performing: as defined in table F18 in Annex V to Imp 8.4 Performing (1) Performing (1) Performing (1) Performing (1) Performing (1) Performing (1) Performing (1)
Restructured - no arrears (2) Restructured - no arrears (2) Restructured - no arrears (2) Restructured - no arrears (2) Restructured - no arrears (2) Restructured - no arrears (2) Restructured - no arrears (2)
7.077 Loan Applicable to all Non-Performing Date Date that the Loan was classified as non-performing Date Critical Dynamic 1 1 1 1 1 1 1 2.8 Restructured - arrears (3) Restructured - arrears (3) Restructured - arrears (3) Restructured - arrears (3) Restructured - arrears (3) Restructured - arrears (3) Restructured - arrears (3)
7.078 Loan Applicable to all Charge-off Date Date when the Loan went into charge-off. A charge-off is the declaration by the Institution Date Critical Dynamic 1 1 Defaulted according to Article 178 of Regulation (EU) No 575/2013 (4) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (4) Defaulted according to Article 178 of ReguAlaTt4io2n (ELoUa) nN/loe a5se75-/l2e0ve13l in(4fo)rmation section Date Of Charge Off TDheefa dualteted oafcc deorfaduinltg. to Article 178 of Regulation (EU) No 575/2013 (4) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (4) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (4) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (4)
Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of Ndeofta dueltf abuelitnegd barccoeachrdeindg ( t5o) Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being breached (5) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of Ndeofta dueltf abuelitnegd barcecoachrdeindg ( t5o) Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of defaNulot tb deeinfagu bltreeda chaccoed r(d5in)g to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of defaNulot tb deeinfagu bltreeda chaccoedr (d5in)g to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of defaNulot tb deeinfagu bltreeda chaccoedr (d5in)g to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being breached (5)
7.027 Loan Applicable to all Legal Balance at Charge-off Date Total claim amount when the Loan went into charge-off. A charge-off is the declaration by thNumber Important Dynamic 1 1 AT43 Loan/lease-level information section Original Charge Off Amount The total balance on the account at the date the account was charged-off. If not charged off, enter 0.
Arrears (6) Arrears (6) Arrears (6) Arrears (6) Arrears (6) Arrears (6) Arrears (6)
7.079 Loan Applicable to all Code of Conduct Indicator as to whether the Loan is subject to certain Code of Conduct Boolean Critical Static Yes 1 1 1 1 1 1 1 Repurchased by Seller – breach of reps and warranties (7) Repurchased by Seller – breach of reps and warranties (7) Repurchased by Seller – breach of reps and warranties (7) Repurchased by Seller – breach of reps and warranties (7) Repurchased by Seller – breach of reps and warranties (7) Repurchased by Seller – breach of reps and warranties (7) Repurchased by Seller – breach of reps and warranties (7)
7.080 Loan Applicable to all Comments on Code of Conduct Further comments / details on Code of Conduct Text Critical Static Yes 1 1 1 1 1 1 1 Repurchased by Seller – restructure (8) Repurchased by Seller – restructure (8) Repurchased by Seller – restructure (8) Repurchased by Seller – restructure (8) Repurchased by Seller – restructure (8) Repurchased by Seller – restructure (8) Repurchased by Seller – restructure (8)
Repurchased by Seller – special servicing (9) Repurchased by Seller – special servicing (9) Repurchased by Seller – special servicing (9) Repurchased by Seller – special servicing (9) Repurchased by Seller – special servicing (9) Repurchased by Seller – special servicing (9) Repurchased by Seller – special servicing (9)
7.081 Loan Applicable to all Syndicated Loan Indicator as to whether the Loan is provided by a syndicate or consortium of two or more inBsoolean Critical Static 1 1 1 1 1 1 1 1.25 AS19 Loan/lease-level information section Syndicated Is the loan/lease syndicated? BE54 Underlying exposures section (compleSyndicated The total value of exposures of this type, as at the data cut-off date, that are syndicated. AL16 Loan/lease-level information section Syndicated Is the lease syndicated? AC57 Loan/lease-level information section Syndicated Is the loan/lease syndicated?
Redeemed (10) Redeemed (10) Redeemed (10) Redeemed (10) Redeemed (10) Redeemed (10) Redeemed (10)
7.082 Loan Applicable to all Syndicated Portion Percentage of the portion held by the Institution when "Yes" is selected in field "Syndicat Percentage Critical Static 1 1 1 1 1 1 1 Sofferenza (11) Sofferenza (11) Sofferenza (11) Sofferenza (11) Sofferenza (11) Sofferenza (11) Sofferenza (11)
Other (12) Other (12) Other (12) Other (12) Other (12) Other (12) Other (12)
7.083 Loan Applicable to all Other Syndicate Counterparties Who the other syndicate Counterparties are when "Yes" is selected in field "Syndicated LoText Critical Static 1 1 1 1 1 1 1 AC59 Loan/lease-level information section Name Of Controlling Syndicate MembName of the party that controls or is the majority for decision making of the syndication.
7.084 Loan Applicable to all Securitised Indicator as to whether the Loan has been securitised or within covered bond pool Boolean Critical Static 1 1 1 1 1 1 1 Restructuring refers to any changes made to the original contractual terms of the loan agreement due to forbearance e.g. paymReesntrt uhctoluidrianys,g r eafrerres atros acany pichtalaisangteios n,m chadaen gtoe tohfe i notreigreinsta lr catoen tbraasicts uaol rt emrmars ginofs, t hmea ltouarnity a egxtreeenmsieonnt s deutec. to forbearance e.g. payment holidays, arrears capitalisation, change of interest rate basis or margins, maturity extensions etc. Restructuring refers to any changes made to the original contractual terms of the loan agreement due to forbearance e.g. paymReestnrtu hctoulidrianygs, re aferrres atros acany pictahlaisnagteios nm, chadaen gtoe t ohfe i notreigreinsta l rcoaten tbraacsits uaol rt emrmars gionfs, th me alotuarnit y agerxteeenmsieonnt s dueetc. to forbearance e.g. paymenRt ehstolriduactys,uri nagrr ereafres rsca top iatanlyisa chtiaonn,g echs amnagede o tf oin ttheere ostri griantael bcoasints raoctr umaal rtgeirnms,s mofa tthueri tly oaenxt aegnrsieoenms eenttc. due to forbearance e.g. paymenRt heostlirduactys,uri nagrr ereafres rsca top iatanlyisa cthioann,g ches amngaed eo ft oin ttheere ostri griantael bcoasints raoctr umaal rtgeirnms,s mofa tthueri tlyo aenxt aegnrsieoenms eenttc. due to forbearance e.g. paymenRt heostlirduactys,ur inagrr ereafres rsca top iatanlyisa cthioann,g ches amngaed eo ft oin ttheere ostri graintea l bcoasins traoctr umaal rtgeirnms,s mofa ttuheri tylo eaxtn eangsireoenms eenttc. due to forbearance e.g. payment holidays, arrears capitalisation, change of interest rate basis or margins, maturity extensions etc.
For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’). For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’). For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’). For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’). For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’). For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’). For non-active defaulted loans, the status should remain either at the appropriate default definition or 13 (‘Sofferenza’).
7.085 Loan Applicable to all Loan Covenants List of the covenants as agreed in the current Loan Agreement as at the NPL Portfolio CutChoice Critical Static 1 1 1 1 1 1 1 AC201 Loan/lease-level information section Covenant Breach / Trigger Type of Covenant Breach / Trigger:
7.086 Loan Applicable to all Trigger Levels of Loan Covenants Corresponding trigger levels as agreed in the Loan Agreement, as at the NPL Portfolio CutNumber Moderate Static 1 1 1 1 1 1 1 Interest Cover Ratio (ICR) (1)
Debt Service Coverage Ratio (DSCR) (2)
7.087 Loan Applicable to all Current Covenant Levels Current levels of covenants as at NPL Portfolio Cut-Off date Number Important Dynamic 1 1 1 1 1 1 1 AC86 Loan/lease-level information section Most Recent Debt Service Coverage Most recent Debt Service Coverage Ratio (DSCR) for the loan (whole) based on the loan documentation.
Loan to Value (LTV) (3)
7.088 Loan Applicable to all Last Covenant Test Date Date that the covenant levels were tested last time by the institution Date Moderate Dynamic 1 1 1 1 1 1 1 ICR / DSCR (4)
7.089 Loan Applicable to all Internal Credit Rating at Origination Internal credit rating issued to the Loan applicable at the point of time when the counter Text Moderate Static 1 1 1 1 1 1 1 Internal rating as referred to for table C08 in Part 2 of Annex II to Impl ICR / DSCR / LTV (5)
Property Level Breach (6)
7.090 Loan Applicable to all External Credit Rating at Origination External credit rating issued to the Loan applicable at the point of time when the counter Text Moderate Static 1 1 1 1 1 1 1 Borrower Level Breach (7)
7.091 Loan Applicable to all Source of External Credit Rating at Origination From which agency the external credit rating at origination was obtained. In case several r Text Moderate Static 1 1 1 1 1 1 1 In case several ratings are assigned, the approach described in Art. 138 Tenant / Vacancy Level Breach (8)
7.092 Loan Applicable to all Current Internal Credit Rating Internal credit rating issued to the Loan at NPL Portfolio Cut-Off Date and please provide Text Moderate Dynamic 1 1 1 1 1 1 1 Internal rating as referred to for table C08 in Part 2 of Annex II to Impl Other (9)
7.093 Loan Applicable to all Current External Credit Rating External credit rating issued for the Loan at NPL Portfolio Cut-Off Date. In case several ra Text Critical Dynamic 1 1 1 1 1 1 1 In case several ratings are assigned, the approach described in Art. 138
7.094 Loan Applicable to all Source of Current External Credit Rating From which agency the external credit rating at NPL Portfolio Cut-Off Date was obtained Text Critical Dynamic 1 1 1 1 1 1 1
7.095 Loan Applicable to all Specialised Product Indicator as to whether the Loan is a specialised product, e.g. Fractioned Loans in Italy Boolean Important Static Yes 1 1 1 1 1 1 1
7.096 Loan Applicable to all Relevant Schemes Indicator as to whether the Loan is involved with any relevant schemes, e.g. Right to Buy Boolean Critical Static Yes 1 1 1 1 1 1 1
7.097 Loan Applicable to all Description of Relevant Schemes Description of the relevant scheme if 'Yes' is selected in the field 'Relevant Schemes' Text Critical Static Yes 1 1 1 1 1 1 1
7.098 Loan Applicable to all Subsidy Indicator where contractual payments are subsidised by an external party Boolean Critical Static Yes 1 1 1 1 1 1 1 AL24 Loan/lease-level information section Subsidised Is the lease subsidised (to the best of your knowledge)?
7.099 Loan Applicable to all Subsidy Provider Name of the external party who provided the subsidy Text Critical Static Yes 1 1 1 1 1 1 1
7.100 Loan Applicable to all Start Date of Subsidy Date that the current subsidy starts Date Moderate Dynamic Yes 1 1 1 1 1 1 1
7.101 Loan Applicable to all End Date of Subsidy Date that the current subsidy ends Date Moderate Dynamic Yes 1 1 1 1 1 1 1
7.102 Loan Applicable to all Subsidy Amount Amount of the subsidy received Number Critical Dynamic Yes 1 1 1 1 1 1 1 AR35 Loan/lease-level information section Subsidy Received The sum of all subsidies received in relation to this loan in the previous 12 months, regardless of source.
7.103 Loan Applicable to all Recourse to Other Assets Indicator as to whether the Institution has the legal right to access other assets of the Bor Boolean Important Static 1 1 1.21 AC65 Loan/lease-level information section Loan Recourse Is there recourse to another party (e.g. guarantor) if the event the borrower defaults on an obligation under the loan agreement? Y=Yes N=No.
7.104 Loan Applicable to all Covenant Waiver Indicator as to whether there has been a covenant waiver sent out for any breaches of t Boolean Important Dynamic Yes 1 1 1 1 1 1 1
7.105 Loan Applicable to all Comments on Covenant Waiver Further comments / details on the covenant waiver if "Yes" is selected in field "Covenant WText Moderate Static Yes 1 1 1 1 1 1 1
7.106 Loan Applicable to all MARP Applicable Indicator as to whether the Institution operates a Mortgage Arrears Resolution Process wheBoolean Critical Dynamic Yes 1
7.107 Loan Applicable to all MARP Entry Date loan entered current MARP status Date Critical Static Yes 1
7.108 Loan Applicable to all MARP Status The status of the current Mortgage Arrears Resolution Process; Not in MARP, Exited MARPChoice Critical Dynamic Yes 1
8.000 Historical Collection & Repayment ScheduApplicable to all Contract identifier Institution internal identifier for the either the Loan Text Critical Static 1 1 1 1 1 1 1
8.001 Historical Collection & Repayment ScheduApplicable to all Instrument Identifier Institutions internal identifier for the Loan part Text Critical Static 1 1 1 1 1 1 1
8.002 Historical Collection & Repayment ScheduApplicable to all Total Repayment Schedule Total repayment schedules over the next Thirty-six months minimum, each monthly repaymNumber Critical Dynamic 1 1 1 1 1 1 1
8.003 Historical Collection & Repayment ScheduApplicable to all Principal Repayment Schedule Principal repayment schedules over the next Thirty-six months minimum, each monthly re Number Important Dynamic 1 1 1 1 1 1 1
8.004 Historical Collection & Repayment ScheduApplicable to all Interest Repayment Schedule Interest repayment schedules over the next Thirty-six months minimum, each monthly rep Number Important Dynamic 1 1 1 1 1 1 1
8.005 Historical Collection & Repayment ScheduApplicable to all History of Legal Unpaid Balances History of total legal unpaid balance from the past Thirty-six months minimum, each month Number Critical Dynamic 1 1 1 1 1 1 1
8.006 Historical Collection & Repayment ScheduApplicable to all History of Past-Due Balances History of total past-due balance from the past Thirty-six months minimum, each monthly Number Critical Dynamic 1 1 1 1 1 1 1 Past-Due: as defined in Article 178 of Regulation (EU) No 575/2013 (CRR
8.007 Historical Collection & Repayment ScheduApplicable to all History of Total Repayments Repayment history from the past Thirty-six months minimum, including collections by exter Number Critical Dynamic 1 1 1 1 1 1 1 CF4 Cash-flow information section Amount Paid In Period What are the funds paid out as per the priority of payments for this item? Enter negative values for funds paid out, positive values for funds received. Note that the "Amount Paid In Period" value entered in a given line (e.g. in line B) plus the the "Available Funds Post" value entered in the preceding line (e.g. line A) should together equal the "Available Funds Post" value entered in this line (e.g. line B).
8.008 Historical Collection & Repayment ScheduApplicable to all History of Repayments - Not From Asset Sales Repayment made by the Borrower for the past Thirty-six months minimum, excluding asset sNumber Critical Dynamic 1 1 1 1 1 1 1
8.009 Historical Collection & Repayment ScheduApplicable to all History of Repayments - From Asset Sales Repayment made by the asset disposal from the past Thirty-six months minimum, each mo Number Critical Dynamic 1 1 1 1 1 1 1
8.010 Historical Collection & Repayment ScheduApplicable to all History of Outstanding Balances Since Charge-off History of outstanding balances of all the Unsecured Retail Loans, either on the book or hiNumber Critical Dynamic 1 1
8.011 Historical Collection & Repayment ScheduApplicable to all History of Charges/Interest Since Charge-off History of actual charges / interest of all the Unsecured Retail Loans, either on the book o Number Critical Dynamic 1 1
8.012 Historical Collection & Repayment ScheduApplicable to all History of Payments Since Charge-off History of actual payments of all the Unsecured Retail Loans, either on the book or histori Number Critical Dynamic 1 1
8.013 Historical Collection & Repayment ScheduApplicable to all History of Write-off Since Charge-off History of write-off of all the Unsecured Retail Loans, either on the book or historically o Number Critical Dynamic 1 1
9.000 External Collection Applicable to all Type of Identifier Indicator as to whether the external collections have been prepares on a Counterparty lev Choice Critical Static 1 1 1 1 1 1 1 Loan: as defined in Part 1 in Annex V to Implementing Regulation (EU) N
9.001 External Collection Applicable to all Institution's internal identifier for the Loan / CounterparInstitution's internal identifier for the Counterparty or the Loan Text Critical Static 1 1 1 1 1 1 1
9.002 External Collection Applicable to all Instrument Identifier Institutions internal identifier for the Loan part Text Critical Static 1 1 1 1 1 1 1
9.003 External Collection Applicable to all Name of External Debt Collection Agent Name of the external collection agent Text Moderate Static 1 1 1 1 1 1 1 1 CP3 Counterparty-level information sectionCounterparty Name Give the full legal name of the counterparty. Where a Legal Entity Identifier (LEI) is available in the GLEIF database, the name entered should match the name associated with the LEI. BP3 INV_REPORT: Counterparty-level infoCounterparty Name Give the full legal name of the counterparty. Where a Legal Entity Identifier (LEI) is available in the GLEIF database, the name entered should match the name associated with the LEI.
9.004 External Collection Applicable to all Registration number Company registration number of the external collection agent according to the registration wTei xt Moderate Static 1 1 1 1 1 1 1 1
9.005 External Collection Applicable to all Legal Entity Identifier Global standard 20-character corporate identifier of the external collection agent Choice Moderate Static 1 1 1 1 1 1 1 1 ISO 17442 CP4 Counterparty-level information sectionCounterparty Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the GLEIF database) of the counterparty. BP4 INV_REPORT: Counterparty-level infoCounterparty Legal Entity Identifier Provide the Legal Entity Identifier (as specified in the GLEIF database) of the counterparty.
9.006 External Collection Applicable to all Date Sent to Agent Date that the Loan was sent to the external collection agent Date Critical Static 1 1 1 1 1 1 1
9.007 External Collection Applicable to all Date Returned From Agent Date that the Loan was received back from the external collection agent, i.e. when the ageDate Critical Static 1 1 1 1 1 1 1
9.008 External Collection Applicable to all Quantity Returned form Agent Amount of times the at the Loan was received back from the external debt collection agentNumber Critical Static 1 1 1 1 1 1 1
9.009 External Collection Applicable to all Balance Amount Sent to Agent The Balance that was sent to the External Debt Collection Agent Number Critical Static 1 1 1 1 1 1 1
9.010 External Collection Applicable to all Cash Recoveries Total cash recoveries collected by the external collection agent Number Critical Static 1 1 1 1 1 1 1
9.011 External Collection Applicable to all Costs Accrued Total amount of costs accrued for external collection as at the NPL Portfolio Cut-Off Date Number Critical Static 1 1 1 1 1 1 1
9.012 External Collection Applicable to all Principal Forgiveness Amount of the principal that was forgiven by the external collection agent as part of recoveNumber Critical Static 1 1 1 1 1 1 1
9.013 External Collection Applicable to all Repayment Plan Indicator as to whether a repayment plan has been agreed with the external collection ag Boolean Critical Static 1 1 1 1 1 1 1
External Collection Applicable to all Repayment Plan Description Description of the repayment plan which has been agreed with the external collection age Text Critical Static 1 1 1 1 1 1 1
10.000 Forbearance Applicable to all Type of Identifier Indicator as to whether forbearance has been prepared on a Counterparty level or a Loan Choice Critical Static 1 1 1 1 1 1 1 Loan: as defined in Part 1 in Annex V to Implementing Regulation (EU) N
10.001 Forbearance Applicable to all Institution's internal identifier for the Loan / CounterparInstitution's internal identifier for the Counterparty or the Loan Text Critical Static 1 1 1 1 1 1 1
10.002 Forbearance Applicable to all Instrument Identifier Institutions internal identifier for the Loan part Text Critical Static 1 1 1 1 1 1 1
10.002 Forbearance Applicable to all Type of Forbearance Type of current forbearance Choice Critical Dynamic 1 1 1 1 1 1 1 Forbearance: as defined in table F19 in Annex V to Implementing Regula AN33 Loan/lease-level information section Payment Holidays Does the loan contract allow for payment holidays (i.e. the temporary omission of loan instalments)?
10.003 Forbearance Applicable to all Description of Forbearance Further comments / details on the current forbearance Text Critical Dynamic 1 1 1 1 1 1 1 AR40 Loan/lease-level information section Length Of Payment Holiday The length of any payment holidays, in months. AC19 Loan/lease-level information section Nature Of Extension Option Type of extension option:
10.004 Forbearance Applicable to all Date of First Forbearance Date that the first forbearance happened Date Critical Static 1 1 1 1 1 1 1 No Extension Option (1)
10.005 Forbearance Applicable to all Number of Historical Forbearance Number of forbearance(s) that happened in the past Number Critical Dynamic 1 1 1 1 1 1 1 Minimum ICR (2)
Minimum DSCR (3)
10.006 Forbearance Applicable to all Principal Forgiveness Amount of the principal that was forgiven as part of current forbearance, including principa Number Critical Dynamic 1 1 1 1 1 1 1 Maximum LTV (4)
10.007 Forbearance Applicable to all Date of Principal Forgiveness Date that the principal forgiveness happened Date Critical Dynamic 1 1 1 1 1 1 1 Multiple Conditions (5)
10.008 Forbearance Applicable to all Start Date of Forbearance Date that the current forbearance arrangement starts Date Critical Dynamic 1 1 1 1 1 1 1 3.16 AR87 Loan/lease-level information section Date Of Restructuring Enter the date at which the exposure's paAS68 Loan/lease-level information section Date Of Restructuring Enter the date at which the exposure's payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms) have been restructured. In the event of multiple dates, enter all dates separated by commas. AL70 Loan/lease-level information section Date Of Restructuring Enter the date at which the exposure's paAC185 Loan/lease-level information section Date Of Restructuring Enter the date at which the exposure's payment terms (including interest rate, fees, penalties, maturity, repayment schedule, and/or other generally-accepted measures of payment terms) have been restructured. In the event of multiple dates, enter all dates separated by commas.
10.009 Forbearance Applicable to all End Date of Forbearance Date that the current forbearance arrangement ends Date Critical Dynamic 1 1 1 1 1 1 1
10.010 Forbearance Applicable to all Repayment Amount Under Forbearance Periodic repayment amount that the Institution and Counterparty agreed under the currentNumber Critical Dynamic 1 1 1 1 1 1 1
10.011 Forbearance Applicable to all Repayment Frequency Under Forbearance Frequency that the repayment under current forbearance terms is made Choice Critical Dynamic 1 1 1 1 1 1 1
10.012 Forbearance Applicable to all Date of Repayment Step Up Date at which the current agreed forbearance amount is increased Date Critical Dynamic 1 1 1 1 1 1 1
10.013 Forbearance Applicable to all Amount of Repayment Step Up Additional amount that the current agreed forbearance amount is increased by Number Critical Dynamic 1 1 1 1 1 1 1
10.014 Forbearance Applicable to all Interest Rate Under Forbearance Interest rate that the Institution and Counterparty agreed under the current forbearance tePercentage Critical Dynamic 1 1 1 1 1 1 1
10.015 Forbearance Applicable to all Clause to Stop Forbearance Indicator as to whether a clause exists to allow the Institution to stop the current forbearanBoolean Critical Static 1 1 1 1 1 1 1
10.016 Forbearance Applicable to all Description of the Forbearance Clause Further comments / details on the clause if "Yes" is selected in field "Clause to Stop Forbe Text Critical Static 1 1 1 1 1 1 1
11.000 Property Collateral Applicable to all Protection identifier Institution's internal identifier for the Property Collateral Text Critical Static 1 1 1 1 Immovable property used as collateral for loans (what we ca7.3 AR5 Loan/lease-level information section Property Identifier Unique identifier per property to enable properties with multiple loans in the pool to be identified (e.g. further advances / second liens are shown as separate entries). CC2 Collateral-level information section Property Identifier Unique identifier for the property. If multiple properties (such as a block of apartments) this should be a unique identifier which identifies them collectively and anonymously. This should not change during the life of the securitisation transaction.
11.001 Property Collateral Applicable to all Unit Identifier Institution's internal identifier for the unit Text Critical Static 1 1 1 1 The identifier must be different from any external identification number, in order to ensure anonymity of the borrower.
In case of more than 1 Property, list the property identifiers comma-delimited.
11.002 Property Collateral Applicable to all Legal Owner of the Property Legal owner of the Property Collateral Text Critical Static 1 1 1 1 Use the following rule when no main property identifier is present as such:
Property with the 'best' purpose (e.g. self use, partially rented, fully rented)
11.003 Property Collateral Applicable to all Register of Deeds Number Registration number of the Property Text Critical Static 2 1 1 1 1 CS1 Collateral-level information section Collateral Or Guarantee Code Unique collateral or guarantee code for the originating entity.
11.004 Property Collateral Applicable to all Sector of Property Sector which the property is used for, e.g. commercial real estate, residential real estate, etChoice Important Static 1 1 1 1 Residential property: as defined for table F13 in Part 2 of Annex V to Implementing Regulation (EU) No 680/2014 with further reference to Regulation (EU) No 575/2013 (CRR) Property with the highest market value · If the loan has a guarantee then enter the unique guarantee code
Commercial property: as defined for table F13 in Part 2 of Annex V to Implementing Regulation (EU) No 680/2014 with further reference to Regulation (EU) No 575/2013 (CRR) Property with the most recent valuation date · If there is physical or financial collateral which is currently secured or over which the lender may unilaterally create security without the need for any further approval from the obligor or guarantor then enter the unique collateral code.
11.005 Property Collateral Applicable to all Type of Property Type of the Property, e.g. Apartment, Semi Detached House, Terraced House, Land, etc. Choice Critical Static 1 1 1 1 7.5 AR62 Loan/lease-level information section Property Type Property type: CS6 Collateral-level information section Collateral Type Collateral Type: CC8 Collateral-level information section Property Type Code The property type or use reference defined in the valuation report or offering documentation.
· In all other cases the collateral section (fields CS1 to CS28) does not need to be completed as the loan is unsecured.
Residential (House, detached or semi-detached) (1) Auto Vehicles (1) Caravan Park (1)
11.006 Property Collateral Applicable to all Type of Occupancy Type of occupancy, i.e. owner occupied, tenanted, not tenanted Choice Critical Dynamic 1 1 1 1 AR61 Loan/lease-level information section Occupancy Type Type of property occupancy: Any identifiers entered must be chosen to ensure anonymity of the obligor or guarantor.
Residential (Flat/Apartment) (2) Industrial Vehicles (2) Car Park (2)
11.007 Property Collateral Applicable to all Purpose of Property Purpose of the Property, e.g. Investment property, owner occupied, Business Use, etc. Choice Critical Static 1 1 1 1 Owner-occupied (1)
Residential (Bungalow) (3) Commercial Trucks (3) Health Care (3)
Partially owner-occupied (A property which is partly rented) (2)
11.008 Property Collateral Applicable to all Condition of Property Quality classification of the property, e.g. Excellent, Good, Fair, Poor. and include expla Choice Important Static 1 1 1 1 Residential (Terraced House) (4) Rail Vehicles (4) Hospitality / Hotel (4)
Non-owner-occupied/buy-to-let (3)
Multifamily house (properties with more than four units securing one loan) with recourse to the borrower (5) Nautical Commercial Vehicles (5) Industrial (5)
11.009 Property Collateral Applicable to all Address of Property Street address where the Property is located at, including flat / house number or name Text Critical Static 2 1 1 1 1 7.9 Holiday/second home (4) CC5 Collateral-level information section Property Address The address of the property that serves as security for the loan.
Multifamily house without recourse to the borrower (6) Nautical Leisure Vehicles (6) Land (6)
11.010 Property Collateral Applicable to all City of Property City where the Property is located at Choice Critical Static 1 1 1 1 Other (5)
Partially commercial use (property is used as a residence as well as for commercial use where less than 50% of its value derAiveerdo pfrloamne cos (m7)mercial use, e.g. doctor’s surgery and house) (7) Leisure (7)
If there are multiple properties, use the main property (in terms of original valuation amount).
Commercial/business use with recourse to the borrower (8) Machine Tools (8) Multifamily (8)
11.011 Property Collateral Applicable to all Geographic Region of Property Province / Region where the Property is located at Choice Critical Static 1 1 1 1 NUTS-3 2013 Classification AR56 Loan/lease-level information section Property Geographic Region The geographic region (NUTS3 classificatCioSn1) 3whCeroell athteer aprl-olepveertl yin ifs olromcaattieodn. seIf tctheiorne areC molulalttieprlae l pGroepoegrrtaieps,h ic useRe tghieo nmain proTpheris ty fi(einld t eshrmous ldo fb oer igcoinmapl valetleuda toionnly awmhoeurnet )t.he collateral is physical (otherwise enter ND5). CC6 Collateral-level information section Property Geographic Region The geographic region (NUTS3 classification) where the property is located.
Commercial/business use without recourse to the borrower (9) Industrial Equipment (9) Mixed Use (9)
11.012 Property Collateral Applicable to all Geographic Region Classification NUTS3 classification used for the field "Geographic Region of Property", i.e. NUTS3 2013 Choice Critical Static 1 1 1 1 AR57 Loan/lease-level information section Geographic Region Classification AS6 AC77 Loan/lease-level information section Geographic Region Classification
Select the NUTS3 classification used for the Geographic Region fields: Select the NUTS3 classification used for the Geographic Region fields:
Land Only (10) Office Equipment (10) Office (10)
NUTS3 2013 (1) NUTS3 2013 (1)
11.013 Property Collateral Applicable to all Property Postcode Postcode where the Property is located at Text Critical Static 2 1 1 1 1 CC7 Collateral-level information section Property Post Code The primary property full postal code.
Vivienda de Protección Oficial (VPO) (11) Medical Equipment (11) Pub (11)
NUTS3 2010 (2) NUTS3 2010 (2)
11.014 Property Collateral Applicable to all Property Country Country of residence where the Property is located at Choice Important Static 1 1 1 1 Other (12) Energy Related Equipment (12) Retail (12)
NUTS3 2006 (3) NUTS3 2006 (3)
If there are multiple properties, use the main property (in terms of original valuation amount). Commercial Building (13) Self Storage (13)
11.015 Property Collateral Applicable to all Area Type of Property Area type where the Property is located at , i.e. City centre, Suburban and Rural Choice Important Static 1 1 1 1 NUTS3 2003 (4) NUTS3 2003 (4)
Residential Building (14) Warehouse (14)
Other (5) Other (5)
11.016 Property Collateral Applicable to all Year of Construction Year that the Property was completed and refurbished Date Critical Static 1 1 1 1 Industrial Building (15) CC11 Collateral-level information section Year Built YVeaarior uths e( 1p5ro) perty was built per the valuation report or offering document.
Other Vehicles (16) Other (16)
11.017 Property Collateral Applicable to all Year of Refurbishment Year in which the last significantly refurbished was completed Date Critical Static 1 1 1 1 CC12 Collateral-level information section Year Last Renovated Year that last major renovation/new construction was completed on the property per the valuation report or offering document.
Other Equipment (17)
11.018 Property Collateral Applicable to all Tenure Conditions that the Property is held or occupied, e.g. freehold and leasehold Choice Critical Static Yes 1 1 1 1 Other Real Estate (18) CC17 Collateral-level information section Property Form Of Title The relevant form of property title. A lease on land only, in which the borrower usually owns a building or is required to build as specified in the lease. Such leases are usually long-term net leases; the borrower's rights and obligations continue until the lease expires or is terminated through default,
Other goods/inventory (19) Leasehold (1)
11.019 Property Collateral Applicable to all Remaining Term of Leasehold Remaining term of the leasehold when "Leasehold" is selected in field "Tenure" Number Critical Dynamic Yes 1 1 1 1 CC18 Collateral-level information section Property Leasehold Expiry Provide the earliest date the leasehold interest expires.
Securities (20) Freehold (2)
11.020 Property Collateral Applicable to all Number of Bedrooms Number of bedrooms that the Unit has Number Critical Static 1 1 1 1 CC15 Collateral-level information section Number Of Units/Beds/Rooms For property type Multifamily enter number of units, for Hospitality/Hotel/Healthcare - beds, for Caravan Parks - units, Lodging=rooms, Self Storage=units. For Multiple properties, if all the same Property Type, sum the values. Can be rounded to the nearest 1000sq M.
Guarantee (21 Mixed (3)
11.021 Property Collateral Applicable to all Number of Rooms Number of rooms that the Unit has excluding kitchen and bathroom(s) Number Critical Static 1 1 1 1 Other Financial Asset (22) CC15 Collateral-level information section Number Of Units/Beds/Rooms FOothr eprr o(4p)erty type Multifamily enter number of units, for Hospitality/Hotel/Healthcare - beds, for Caravan Parks - units, Lodging=rooms, Self Storage=units. For Multiple properties, if all the same Property Type, sum the values. Can be rounded to the nearest 1000sq M.
11.022 Property Collateral Applicable to all Building Area (M2) Building area (square metres) of the Unit Number Critical Static 1 1 1 1 Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. CC13 Collateral-level information section Net Square Metres At Securitisation The total net rentable area of the properties in square metres that serve as security for the loan per the most recent valuation report. For multiple properties sum the area. Can be rounded to the nearest 1000sq M.
11.023 Property Collateral Applicable to all Building Area (M2) Lettable Building area (square metres) of the Unit that is lettable Number Critical Static 1 1 1 1 Where the collateral to the guarantee is either: CC13 Collateral-level information section Net Square Metres At Securitisation The total net rentable area of the properties in square metres that serve as security for the loan per the most recent valuation report. For multiple properties sum the area. Can be rounded to the nearest 1000sq M.
i. not currently secured, or
11.024 Property Collateral Applicable to all Building Area (M2) Occupied Building area (square metres) of the Unit that has been occupied by landlord / tenant Number Critical Dynamic 1 1 1 1 ii. over which the lender may not unilaterally create security without the need for any further approval from the obligor or guarantor,
11.025 Property Collateral Applicable to all Number of Lettable Units Number of lettable units that the Property has Number Critical Static 1 1 1 1 then enter ‘20’ (Guarantee) to reflect the unsecured guarantee.
11.026 Property Collateral Applicable to all Number of Units Vacant Number of vacant lettable units that the Property has Number Critical Dynamic 1 1 1 1
11.027 Property Collateral Applicable to all Number of Units Occupied Number of occupied lettable units that the Property has Number Critical Dynamic 1 1 1 1
11.028 Property Collateral Applicable to all Land Area (M2) Land area (square metres) of the Property Number Critical Static 1 1 1 1
11.029 Property Collateral Applicable to all Number of Car Parking Spaces Number of car parking spaces relating to the Unit Number Important Static 1 1 1 1
11.030 Property Collateral Applicable to all Currency of Property Currency that the valuation and cash flows related to the Unit are expressed in Choice Important Static 1 1 1 1 ISO 4217 Currency Codes CS14 Collateral-level information section Collateral Currency This is the currency in which the valuation amount provided in CS4 is denominated. See 'Currency Codes' tab for relevant choices
11.031 Property Collateral Applicable to all Initial Valuation Amount Value of the Unit assessed at loan origination Number Important Static 1 1 1 1 7.12 AR66 Loan/lease-level information section Original Valuation Amount CS9 Collateral-level information section Original Collateral Valuation Amount
The original valuation of the property used when the loan was originated (i.e. before securitisation). Valuation amounts shouldT bheis i nfi etlhde s sahomuled cbuer rcoenmcy plaes tetdh eo nlolya nw (hfeierled tAhRe 6co5)ll.a teral is either physical or financial (otherwise enter ND5).
If there are multiple properties, use the main property (in terms of largest original valuation amount). The original valuation of the physical or financial collateral as of the initial loan origination date.
11.032 Property Collateral Applicable to all Date of Initial Valuation Date that the initial valuation was assessed Date Important Static 1 1 1 1 7.13 AR68 Loan/lease-level information section Original Valuation Date The date of original valuation of the propeCrty,S1 a0s pCroovilladteedra inl-l eAveR1l 3in6f.o rmation section Original Collateral Valuation Date This field should be completed only where the collateral is either physical or financial (otherwise enter ND5).
11.033 Property Collateral Applicable to all Internal / External Valuation Indicator as to whether the initial valuation was outsource, or done internally Choice Critical Dynamic 1 1 1 1 If there are multiple properties, use the main property (in terms of largest original valuation amount). The date of the original valuation of the physical or financial collateral as provided in CS10.
11.034 Property Collateral Applicable to all Type of Initial Valuation Type of the initial valuation for the Unit i.e. Full Appraisal, Drive-by, Automated Valuati Choice Important Static 1 1 1 1 AR67 Loan/lease-level information section Original Valuation Method The original method of calculating the valuCaSti1o2n ofC tohlela pterorapl-elertvey, la is nfporromviadtieodn isen ActRio1n36: Original Collateral Valuation Method This field should be completed only where the collateral is either physical or financial (otherwise enter ND5).
11.035 Property Collateral Applicable to all Provider of Initial Valuation Name of the external appraiser or managing / estate agent is when "Full Appraisal" or "ManTaegxti Moderate Static 2 1 1 1 1 Full, internal and external inspection (1) The original method of calculating the valuation of the collateral, as provided in CS10
Full, only external inspection (2) Full appraisal (1)
11.036 Property Collateral Applicable to all Initial Estimated Rental Value Estimated annual gross rental value of the Unit assessed at loan origination Number Moderate Static 1 1 1 1 Drive-by (3) Drive-by (2)
AVM (flag as AVM only if this type of valuation has been used for origination purposes) (4) Automated Valuation Model (3)
11.037 Property Collateral Applicable to all Latest Valuation Amount Value of the Unit when last assessed Number Critical Dynamic 1 1 1 1 7.6 AR70 Loan/lease-level information section Current Valuation Amount The most recent valuation of the property.CS4 Collateral-level information section Current Collateral Valuation Amount This field should be completed only where the collateral is either physical or financial (otherwise enter ND5). CC21 Collateral-level information section Most Recent Valuation The most recent valuation of the property. Can be rounded to the nearest 1000 units of currency.
Indexed (5) Indexed (4)
Valuation amounts should be in the same currency as the loan (field AR65) The most recent valuation of the physical or financial collateral.
11.038 Property Collateral Applicable to all Date of Latest Valuation Date that the latest valuation took place Date Critical Dynamic 1 1 1 1 7.10 AR72 Loan/lease-level information section Current Valuation Date CS11 Collateral-level information section Current Collateral Valuation Date CC20 Collateral-level information section Date Of Most Recent Valuation Date of the last property valuation.
The date of the most recent valuation, as provided in AR143. This field should be completed only where the collateral is either physical or financial (otherwise enter ND5).
Desktop (6) Desktop (5)
If there are multiple properties, use the main property (in terms of largest original valuation amount). Where there is a guarantee backed by physical or financial collateral, look through the guarantee to the collateral that is supporting that guarantee.
11.039 Property Collateral Applicable to all Internal / External Valuation Indicator as to whether the valuation was performing internally or by an external appraiser Choice Critical Dynamic 1 1 1 1 If there are multiple properties, use the main property (in terms of largest original valuation amount). The date of the most recent valuation of the physical or financial collateral as provided in CS4.
Managing Agent / Estate Agent (7) Managing Agent / Estate Agent (6)
Tax Authority (8) Purchase Price (7)
11.040 Property Collateral Applicable to all Type of Latest Valuation Type of the latest valuation for the Unit i.e. Full Appraisal, Drive-by, Automated Valuation Choice Critical Dynamic 1 1 1 1 7.8 AR71 Loan/lease-level information section Current Valuation Method The method of calculating the most recentC vaS5luatiCono lolaft tehrea l-plerovepel rinty,fo arms aptrioovin dseedct iino nAR14C3u:rrent Collateral Valuation Method This field should be completed only where the collateral is either physical or financial (otherwise enter ND5).
Other (9) Hair Cut (8)
11.041 Property Collateral Applicable to all Provider of Latest Valuation Name of the external appraiser or managing / estate agent when "Full Appraisal" or "ManagTienxtg Critical Dynamic 2 1 1 1 1 Full, internal and external inspection (1) The most recent method of calculating the valuation of the collateral, as provided in CS4.
If there are multiple properties, use the main property (in terms of largest original valuation amount). Mark to market (9)
Full, only external inspection (2) Full Appraisal (1)
11.042 Property Collateral Applicable to all Latest Estimated Rental Value Estimated annual gross rental value of the Unit when last assessed Number Critical Dynamic 1 1 1 1 Obligor’s valuation (10)
Drive-by (3) Drive-by (2)
Other (11)
11.043 Property Collateral Applicable to all Current Annual Passing Rent Current annual passing rent charged to the Tenants of the Unit as at latest valuation date Number Critical Dynamic 1 1 1 1 AVM (flag as AVM only if this type of valuation has been used for origination purposes) (4) Automated Valuation Model (3) CC43 Collateral-level information section Contractual Annual Rental Income The contractual annual rental income derived from the most recent Borrower tenancy schedule. Can be rounded to the nearest 1000 units of currency.
11.044 Property Collateral Applicable to all Current Opex And Overheads Current annual operational expenses and overheads of the Unit as at latest valuation dateNumber Critical Dynamic 1 1 1 1 Indexed (5) Indexed (4) CC39 Collateral-level information section Most Recent Operating Expenses Total operating expenses for the period covered by the most recent financial operating statement (e.g. Monthly, Quarterly, Year to Date or Trailing 12 months) for the property. These may include real estate taxes, insurance, management, utilities, maintenance and repairs and direct property costs to the landlord; capital expenditures and leasing commissions are excluded. Can be rounded to the nearest 1000 units of currency.
Desktop (6) Desktop (5)
11.045 Property Collateral Applicable to all Planned Capex next 12m Current planned CAPEX for the next 12 months Number Critical Dynamic 1 1 1 1 Managing Agent / Estate Agent (7) Managing Agent / Estate Agent (6)
11.046 Property Collateral Applicable to all Current Net Operating Income Current annual net operating income generated by the Unit as at the latest valuation date Number Critical Dynamic 1 1 1 1 Tax Authority (8) Purchase Price (7) CC26 Collateral-level information section Net Operating Income At Securitisati Revenue less Operating Expenses at Securitisation Date. Can be rounded to the nearest 1000 units of currency.
11.047 Property Collateral Applicable to all Estimated Rental Void Estimated number of months the property is expected to be void Number Important Dynamic 1 1 1 1 Other (9) Hair Cut (8)
If there are multiple properties, use the main property (in terms of largest original valuation amount). Mark to market (9)
11.048 Property Collateral Applicable to all Estimated Annual Void Cost Additional costs to "Current Opex And Overheads" when the Units are vacant Number Important Dynamic 1 1 1 1 Obligor’s valuation (10)
11.049 Property Collateral Applicable to all VAT Payable Indicator as to whether the VAT is payable on the disposal of the Unit Boolean Critical Dynamic 1 1 1 1 Other (11)
11.050 Property Collateral Applicable to all Party Liable for VAT Party who is liable to pay the VAT on the disposal of the Unit i.e. the Institution or the buyerChoice Critical Static 1 1 1 1
11.051 Property Collateral Applicable to all Amount of VAT Payable Amount of VAT payable on the disposal of the Unit Percentage Critical Dynamic 1 1 1 1
11.052 Property Collateral Applicable to all Completion of Property Indicator as to whether the construction of the Unit is complete Boolean Critical Dynamic 1 1 1 1
11.053 Property Collateral Applicable to all Percentage complete The percentage of development completed since construction started (applicable to Units Percentage Critical Dynamic 1 1 1 1
11.054 Property Collateral Applicable to all Value of Energy Performance Certificate Value stated on Energy Performance Certificate, i.e. A,B,C,D,E,F and G Choice Important Static 1 1 1 1 Energy Performance Certificate: as defined in EU Energy Efficiency Direc AR63 Loan/lease-level information section Energy Performance Certificate ValueSelect the energy performance certificate CvaSl7ue ofC tohlela pterorapl-elertvey al ti nthfoer mtimateio onf seorctigiionnationE. Inf ethrgisy iPnfeorrfmoramtiaonnce is Cnoetr taifvaicailtaeb Vlea,l ueenSteerl eNctD 5th.e energy performance certificate value of the collateral at the time of origination. If this information is not available, enter ND5. CC9 Collateral-level information section Energy Performance Certificate ValueSelect the energy performance certificate value of the property at the time of origination. If this information is not available, enter ND5.
A (1) A (1) A (1)
11.055 Property Collateral Applicable to all Provider of Energy Performance Certificate Name of the provider of the energy performance certificate Text Moderate Static 2 1 1 1 1 AR64 Loan/lease-level information section Energy Performance Certificate Prov Enter in the legal name of the energy perCS8 Collateral-level information section Energy Performance Certificate Prov Enter in the legal name of the energy performance certificate provider. Where a Legal Entity Identifier (LEI) is available in the GLEIF database, the name entered should match the name associated with the LEI. If this information is not available, enter ND5. CC10 Collateral-level information section Energy Performance Certificate Prov Enter in the legal name of the energy performance certificate provider. Where a Legal Entity Identifier (LEI) is available in the GLEIF database, the name entered should match the name associated with the LEI. If this information is not available, enter ND5.
B (2) B (2) B (2)
11.056 Property Collateral Applicable to all Enforcement Status Indicator as to whether the property collateral has entered into the enforcement process as Boolean Critical Dynamic Yes 1 1 1 1 CC16 Collateral-level information section Property Status Most recent loan status of property:
C (3) C (3) C (3)
In Foreclosure (1)
11.057 Property Collateral Applicable to all Enforcement Status Third Parties Indicator as to whether any other secured creditors have taken steps to enforce security ovBoolean Critical Dynamic Yes 1 1 1 1 D (4) D (4) D (4)
Real Estate Owned (REO) (2)
11.058 Property Collateral Applicable to all Enforcement Description Comments/Description of the stage of Enforcement that the Property Collateral is in as at cText Important Dynamic Yes 1 1 1 1 E (5) E (5) E (5)
Defeased (3)
F (6) F (6) F (6)
Partial Release (4)
G (7) G (7) G (7)
Release (5)
12.000 Relationship - Property Collateral Applicable to all Protection identifier Institution's internal identifier for the Property as defined in section "Property Collateral" Text Critical Static 1 1 1 1 Immovable property used as collateral for loans (what we called "Property Collateral"): as defined for table F13 in Part 2 of Annex V to Implementing Regulation (EU) No 680/2014 CC2 Collateral-level information section Property Identifier Unique identifier for the property. If multiple properties (such as a block of apartments) this should be a unique identifier which identifies them collectively and anonymously. This should not change during the life of the securitisation transaction.
Same as at Securitisation date (6)
12.001 Relationship - Property Collateral Applicable to all Unique Institution internal identifier for the Loan Agre Institution's internal identifier for the Loan Agreement Text Critical Static 1 1 1 1 1 1 1 Loan: as defined in Part 1 in Annex V to Implementing Regulation (EU) No 680/2014. CS2 Collateral-level information section Loan/Lease Identifier Unique loan/lease identifier associated with the collateral or guarantee. These should match the identifier used for this loan/lease in field AS3. CC1 Collateral-level information section Loan/Lease Identifier Unique identifier (ID) for each loan/lease. This ID should not change through the life of the securitisation. If the original loan/lease ID cannot be maintained in this field enter the original ID followed by the new ID, comma delimited
In Special Servicing (7)
This must be different from the actual loan number to ensure anonymity of the obligor. Treat multiple loans/leases as additional line items. The identifier must be different from any external identification number, in order to ensure anonymity of the borrower.
12.002 Relationship - Property Collateral Applicable to all Mortgage identifier Institution's internal identifier for the Mortgage contract Text Critical Static 1 1 1 1 1 1 1 Other (8)
This field must be completed for all loans/leases i.e. active and non-active.
12.003 Relationship - Property Collateral Applicable to all Mortgage amount Total amount of the of the mortgage assigned to the Property Collateral Number Critical Static 1 1 1 1 1 1 1 Must match field code AC5.
12.004 Relationship - Property Collateral Applicable to all Lien Position Highest lien position(s) held by the Institution in relation to the Property Number Critical Static 1 1 1 1 1 1 1
12.005 Relationship - Property Collateral Applicable to all Higher Ranking Loan Amount of higher ranking / lien loans secured against the Property that is not held by the InNumber Critical Static 1 1 1 1 1 1 1
12.006 Relationship - Property Collateral Applicable to all Higher Ranking Claimant Names of higher ranking claimant(s) Text Critical Static 1 1 1 1 1 1 1
13.000 Lease Applicable to all Lease identifier Institution's internal identifier for the Lessee Text Critical Static 1 1
13.001 Lease Applicable to all Unit identifier Unique Institution internal identifier for the Unit Text Critical Static 1 1 Immovable property used as collateral for loans (what we called "Property TC1 Tenant-level information section Property Identifier Unique identifier for the property. If multiple properties (such as a block of apartments) this should be a unique identifier which identifies them collectively and anonymously. This should not change during the life of the securitisation transaction.
13.002 Lease Private Individual Rent Coverage Ratio Ratio to measure how many times over the Private Individual Counterparty could pay the reNnut mber Moderate Dynamic 1 1 This field must match PC1, to allow mapping.
13.003 Lease Applicable to all Written Formal Lease Indicator as to whether there is a written formal lease in place Boolean Important Static 1 1
13.004 Lease Applicable to all Start Date of Lease Date that the current lease starts Date Important Dynamic 1 1
13.005 Lease Applicable to all End Date of Lease Date that the current lease ends Date Critical Dynamic 1 1 TC4 Tenant-level information section Date Of Lease Expiration Expiration date of lease of current tenant.
13.006 Lease Applicable to all Lease Break Option Details of lease break clause Text Critical Static 1 1
13.007 Lease Applicable to all Type of Lease Break Option Type of lease break option, e.g. Tenant Unilateral, Landlord Unilateral Choice Critical Static 1 1
13.008 Lease Applicable to all Currency of Lease Currency that the lease is expressed in Choice Critical Static 1 1 TC8 Tenant-level information section Rent Currency Rent currency denomination.
13.009 Lease Applicable to all Type of Lease Type of the lease agreement with the Counterparty, e.g. Triple Net (Tenant pays the base Choice Critical Static 1 1
13.010 Lease Applicable to all Current Annual Passing Rent Current annual rent paid by the Counterparty based on the lease agreement Number Critical Dynamic 1 1
13.011 Lease Applicable to all Rent in Past-Due Amount of rent in past-due as at cut-off date Number Critical Dynamic 1 1
13.012 Lease Applicable to all Status of Lease Payment Current status of the lease payment as at cut-off date, e.g. 30+ days past due, and 60+ d Choice Critical Dynamic 1 1
13.013 Lease Applicable to all Last Rent Review Date Date that the last rent review event happened Date Important Dynamic 1 1
13.014 Lease Applicable to all Next Rent Review Date Date that the next rent review event will happen Date Important Dynamic 1 1
13.015 Lease Applicable to all Rent Review Structure Structure stated in the lease on rent reviews, e.g. the rent is indexed to the area average Text Important Static 1 1
13.016 Lease Applicable to all Rent Review Interval Number of months between two rent review events Number Moderate Static 1 1
13.017 Lease Applicable to all Deposit Amount Amount of deposit paid by the Counterparty Number Moderate Static 1 1
13.018 Lease Applicable to all Currency of Deposit Currency that the deposit paid by the Counterparty is expressed in Choice Important Static 1 1 ISO 4217 Currency Codes
14.000 Non-Property Collateral Applicable to all Protection identifier Institution internal identifier for the Non-Property Collateral Text Critical Static 1 1 1 1 1 1 1 Movable property used as collateral for loans (what we call 7.3
14.001 Non-Property Collateral Applicable to all Legal Owner Legal owner of the Collateral Text Critical Static 2 1 1 1 1 1 1 1
14.002 Non-Property Collateral Applicable to all Type of Legal Owner Type of the legal owner, i.e. Private Individual, Listed Corporate, Unlisted Corporate and PChoice Important Static 1 1 1 1 1 1 1
14.003 Non-Property Collateral Applicable to all Registration Number Registration number of the Collateral Text Important Static 2 1 1 1 1 1 1 1 CS1 Collateral-level information section Collateral Or Guarantee Code Unique collateral or guarantee code for the originating entity.
14.004 Non-Property Collateral Applicable to all Collateral Type Physical type of the Collateral, e.g. Guarantee and Machinery Choice Critical Static 1 1 1 1 1 1 1 Guarantees: as defined for table F13 in Part 2 of Annex V 7.5 AR74 Loan/lease-level information section Additional Collateral CS6 Collateral-level information section Collateral Type · If the loan has a guarantee then enter the unique guarantee code AL80 Loan/lease-level information section Asset Type
Type of additional collateral: Collateral Type: Asset Type:
· If there is physical or financial collateral which is currently secured or over which the lender may unilaterally create security without the need for any further approval from the obligor or guarantor then enter the unique collateral code.
14.005 Non-Property Collateral Applicable to all Description Detailed description of the collateral Text Critical Static 1 1 1 1 1 1 1 Savings Balance (1) Auto Vehicles (1) Auto Vehicles (1)
· In all other cases the collateral section (fields CS1 to CS28) does not need to be completed as the loan is unsecured.
Life Insurances (2) Industrial Vehicles (2) Industrial Vehicles (2)
14.006 Non-Property Collateral Applicable to all Currency of Collateral Currency that the valuation and cash flows related to the Collateral are expressed in Choice Critical Static 1 1 1 1 1 1 1 ISO 4217 Currency Codes CS14 Collateral-level information section Collateral Currency TAhniy s iids etnhteif icuers rreenncy tereind wmhuichst bthee c vaholseuanti oton eanmsouuren ta nporonviydmeidty ionf CthSe4 o is blidgeonr oomr ignuaateradn. tSore. e 'Currency Codes' tab for relevant choices
Investments (3) Commercial Trucks (3) Commercial Trucks (3)
14.007 Non-Property Collateral Applicable to all Guarantee Amount Claim amount of the guarantee when "Guarantee" is selected in field "Collateral Type" Number Critical Static 1 1 1 1 1 1 1 Pledged Properties (4) Rail Vehicles (4) Rail Vehicles (4)
14.008 Non-Property Collateral Applicable to all Activation of Guarantee Indicator as to whether the guarantee has been activated when "Guarantee" is selected inB foolean Critical Dynamic 1 1 1 1 1 1 1 Other (5) Nautical Commercial Vehicles (5) Nautical Commercial Vehicles (5)
Nautical Leisure Vehicles (6) Nautical Leisure Vehicles (6)
14.009 Non-Property Collateral Applicable to all Initial Valuation Amount Value of the Collateral assessed at loan origination Number Critical Static 1 1 1 1 1 1 1 7.12 AA47 Loan/lease-level information section Car Valuation At Origination List price of the vehicle at date of loan or lease origination. For a non-new car, enter the trade value or the sale price of the car. AL83 Loan/lease-level information section Original Valuation Amount Valuation of asset at lease origination.
Aeroplanes (7) Aeroplanes (7)
Machine Tools (8) Should be rounded to the nearest 100 units Machine Tools (8)
14.010 Non-Property Collateral Applicable to all Date of Initial Valuation Date at which the initial valuation was assessed Date Critical Static 1 1 1 1 1 1 1 7.13 AL85 Loan/lease-level information section Original Valuation Date Date of asset valuation at origination.
14.011 Non-Property Collateral Applicable to all Type of Initial Valuation Type of the initial valuation Choice Critical Static 1 1 1 1 1 1 1 Industrial Equipment (9) AL84 Loan/lease-level information section Original Valuation Type Industrial Equipment (9)
Valuation type at lease origination:
Office Equipment (10) Office Equipment (10)
Full Appraisal (1)
14.012 Non-Property Collateral Applicable to all Initial Residual Value Estimated residual value of the Collateral at loan origination, residual value refers to how mNumber Critical Static 1 1 1 AA48 Loan/lease-level information section Original Residual Value Of Vehicle The estimated residual value of the vehicle, at the date of loan or lease origination. Response may be rounded; see "Instructions" tab for details of rounding calculation and rules. AL79 Loan/lease-level information section Original Residual Value Of Asset The estimated residual value of the asset at the date of lease origination. Response may be rounded; see "Instructions" tab for details of rounding calculation and rules. If the residual value has been neither securitised nor pledged, enter ND5.
Medical Equipment (11) Medical Equipment (11)
Drive-by (2)
14.013 Non-Property Collateral Applicable to all Initial Residual Valuation Date Date at which the initial residual value of the Collateral was assessed, residual value refer Date Critical Dynamic 1 1 1 Energy Related Equipment (12) Energy Related Equipment (12)
Automated Valuation Model (3)
Commercial Building (13) Commercial Building (13)
Indexed (4)
14.014 Non-Property Collateral Applicable to all Latest Valuation Amount Value of the Collateral when last assessed Number Critical Dynamic 1 1 1 1 1 1 1 7.6 AL86 Loan/lease-level information section Updated Valuation Amount Latest asset valuation. If no revaluation has occurred since origination, enter original valuation.
Residential Building (14) Residential Building (14)
Desktop (5)
14.015 Non-Property Collateral Applicable to all Date of Latest Valuation Date that the latest valuation took place Date Critical Dynamic 1 1 1 1 1 1 1 7.10 Industrial Building (15) AL88 Loan/lease-level information section Updated Valuation Date DInadtuest orfi alal Bteustil dainsseg (t1 va5) luation. If no revaluation has occurred since origination, enter original valuation date.
Managing Agent / Estate Agent (6)
14.016 Non-Property Collateral Applicable to all Type of Latest Valuation Type of the latest valuation for the Collateral, i.e. Full Appraisal, Drive-by, Automated V Choice Critical Dynamic 1 1 1 1 1 1 1 7.8 Other Vehicles (16) AL87 Loan/lease-level information section Updated Valuation Type Other Vehicles (16)
Valuation type at most recent valuation date:
Purchase Price (7)
Other Equipment (17) Other Equipment (17)
Full Appraisal (1)
Haircut (8)
14.017 Non-Property Collateral Applicable to all Latest Residual Value Estimated residual value of the Collateral when last assessed, residual value refers to how Number Critical Dynamic 1 1 1 AA51 Loan/lease-level information section Updated Residual Value Of Vehicle If the residual value has been securitised, enter in the most recent estimated residual value of vehicle at end of contract. Response may be rounded; see "Instructions" tab for details of rounding calculation and rules. If no update has been performed, enter the original estimated residual valueAL39 Loan/lease-level information section Updated Residual Value Of Asset Most recent forecast residual value of the asset at the end of the lease term. Response may be rounded; see "Instructions" tab for details of rounding calculation and rules. If no update has been performed, enter the original estimated residual value. If the residual value has been neither securitised nor pledged, enter ND5.
Other Real Estate (18) Other Real Estate (18)
Drive-by (2)
Other (9)
14.018 Non-Property Collateral Applicable to all Date of the Latest Residual Valuation Date that the latest residual value of the Collateral was assessed, residual value refers to Date Critical Dynamic 1 1 1 Other goods/inventory (19) AA52 Loan/lease-level information section Date Of Updated Residual Valuation OIf the residual value has been securitised, enter in the date that the most recent updated estimation of the residual value of the vehicle was calculated. If no update has been performed, enter the date of the original valuation. AL40 Loan/lease-level information section Date Of Updated Residual Valuation TEhnee rdgay tRe ethlaatet dth Re emaol stEst reacete n(1t 9u)pdated estimation of the residual value of the asset was calculated. If no update has been performed, enter the date of the original valuation. If the residual value has been neither securitised nor pledged, enter ND5.
AVM (flag as AVM only if this type of valuation has been used for origination purposes) (3)
Securities (20) IT Equipment (20)
14.019 Non-Property Collateral Applicable to all Current Opex And Overheads Current annual operational expenses and overheads of running the Collateral as at cut-offNumber Important Dynamic 1 1 1 1 1 1 1 Indexed (4)
Guarantee (21 Other (21)
14.020 Non-Property Collateral Applicable to all Asset Purchase Obligation Indicator as to whether there is an obligation for the Borrower to purchase the Collateral atBoolean Important Static 1 1 1 Other Financial Asset (22) Desktop (5)
Where there is a guarantee backed by physical or financial collateral, look through the guarantee to any collateral that may be supporting that guarantee. Managing Agent / Estate Agent (6)
14.021 Non-Property Collateral Applicable to all Option to Buy Price Amount the Borrower will pay at the end of the lease in order to take ownership of the CollaNumber Important Static 1 1 1 AA37 Loan/lease-level information section Option To Buy Price The amount the borrower has to pay at the end of the lease or loan in order to take ownership of the vehicle, other than the payment referred to in AA51. AL34 Loan/lease-level information section Option To Buy Price The amount the lessee has to pay at the end of the lease in order to take ownership of the asset, other than the payment referred to in AL57.
Where the collateral to the guarantee is either: Purchase Price (7)
14.022 Non-Property Collateral Applicable to all Year of Registration Year that the Collateral was registered Date Moderate Static 1 1 1 1 1 1 1 i. not currently secured, or AA45 Loan/lease-level information section Year Of Registration Year the car was registered. Haircut (8)
14.023 Non-Property Collateral Applicable to all Configuration Specification and option list of the Collateral Text Moderate Static 1 1 1 Other (9)
ii. over which the lender may not unilaterally create security without the need for any further approval from the obligor or guarantor, If no revaluation has occurred since origination, enter original valuation type.
14.024 Non-Property Collateral Applicable to all Original Country of Registration Country that the Collateral was originally registered in Choice Moderate Static 1 1 1 then enter ‘20’ (Guarantee) to reflect the unsecured guarantee.
14.025 Non-Property Collateral Applicable to all Current Country of Registration Country that the Collateral is currently registered in as at cut-off date Choice Moderate Static 1 1 1
14.026 Non-Property Collateral Applicable to all Estimated Useful Life Estimated remaining useful life as at cut-off date Number Important Dynamic 1 1 1
14.027 Non-Property Collateral Applicable to all Year of Manufacture Year that the Collateral was manufactured / first sold Date Critical Static 1 1 1 1 1 1 1 AL77 Loan/lease-level information section Year Of Manufacture / Construction Year of manufacture.
14.028 Non-Property Collateral Applicable to all Manufacturer of Collateral Name used to refer to the manufacturer of the Collateral Text Important Static 1 1 1 1 1 1 1 AA43 Loan/lease-level information section Car Manufacturer Brand name of the vehicle manufacturer AL75 Loan/lease-level information section Asset Manufacturer Name of the manufacturer.
E.g. enter "Skoda", not "Volkswagen".
14.029 Non-Property Collateral Applicable to all Name or Model of Collateral Name / model of the Collateral Text Important Static 1 1 1 1 1 1 1 AA44 Loan/lease-level information section Car Model Name of the car model. AL76 Loan/lease-level information section Asset Name/Model Name of the asset/model.
14.030 Non-Property Collateral Applicable to all Engine Size Engine size (litres) of the Collateral Number Important Static 1 1 1 1 1 1 1
14.031 Non-Property Collateral Applicable to all New Or Used Condition of the Collateral at loan origination Choice Critical Dynamic 1 1 1 1 1 1 1 AA46 Loan/lease-level information section New Or Used Car Condition of vehicle at point of loan or lease origination: AL78 Loan/lease-level information section New Or Used Asset Condition of asset at point of lease origination:
14.032 Non-Property Collateral Applicable to all Collateral Insurance Indicator as to whether there is an insurance on the Collateral Boolean Critical Dynamic 1 1 1 1 1 1 1 New (New cars are those with zero or delivery mileage) (1) New (1)
Used (Cars with a prior owner) (2) Used (2)
14.033 Non-Property Collateral Applicable to all Collateral Insurance Coverage Amount Amount that the collateral insurance covers Number Critical Dynamic 1 1 1 1 1 1 1 Demo (Vehicle used for demonstration purposes by the dealer, but had no other previous owner) (3) Demo (3)
14.034 Non-Property Collateral Applicable to all Collateral Insurance Provider Name of the collateral insurance provider Text Moderate Dynamic 2 1 1 1 1 1 1 1 Other (4) Other (4)
14.035 Non-Property Collateral Applicable to all Enforcement Status Status of the enforcement process that the Collateral is currently in as at cut-off date, e.g. iBf oolean Critical Dynamic Yes 1 1 1 1 1 1 1
14.036 Non-Property Collateral Applicable to all Enforcement Status Third Parties Indicator as to whether any other secured creditors have taken steps to enforce security ovBoolean Critical Dynamic Yes 1 1 1 1 1 1 1
14.037 Non-Property Collateral Applicable to all Enforcement Description Comments/Description of the stage of Enforcement that the Property Collateral is in as at cText Critical Dynamic Yes 1 1 1 1 1 1 1
15.000 Relationship - Non-Property Collateral Applicable to all Protection identifier Institution internal identifier for the non-real estate Collateral as defined in section "Non- Text Critical Static 1 1 1 1 1 1 1 Movable property used as collateral for loans (what we called "Non-Property Collateral"): as defined for table F13 in Part 2 of Annex V to Implementing Regulation (EU) No 680/2014
15.001 Relationship - Non-Property Collateral Applicable to all Institution's internal identifier for the Loan Agreement Institution internal identifier for the Loan Agreement Text Critical Static 1 1 1 1 1 1 1 Loan: as defined in Part 1 in Annex V to Implementing Regulation (EU) No 680/2014. CS2 Collateral-level information section Loan/Lease Identifier Unique loan/lease identifier associated with the collateral or guarantee. These should match the identifier used for this loan/lease in field AS3.
15.002 Relationship - Non-Property Collateral Applicable to all Lien Position Highest lien position(s) held by the Institution in relation to the Collateral Number Critical Static 1 1 1 1 1 1 1 This must be different from the actual loan number to ensure anonymity of the obligor.
15.003 Relationship - Non-Property Collateral Applicable to all Higher Ranking Loan Amount of higher ranking / lien loans secured against the Collateral that is not held by the INumber Critical Static 1 1 1 1 1 1 1
15.004 Relationship - Non-Property Collateral Applicable to all Higher Ranking Claimant Names of higher ranking claimant(s) Text Critical Static 1 1 1 1 1 1 1
16.000 Enforcement Applicable to all Protection identifier Unique Institution internal identifier for the Property / Collateral as defined in sections "Pr Text Critical Static 1 1 1 1 1 1
16.001 Enforcement Applicable to all Name of Legal Firm Name of legal firm acting on behalf of the Institution Text Moderate Static 1 1 1 1 1 1 1
16.002 Enforcement Applicable to all Jurisdiction of Court Location of the court where the case is being heard in Choice Critical Dynamic 1 1 1 1 1 1
16.003 Enforcement Applicable to all Currency of Enforcement Currency that the items related to enforcement are expressed in Choice Critical Static 1 1 1 1 1 1
16.004 Enforcement Applicable to all Indicator of Enforcement Indicator as to whether the Enforcement process has been entered into by a Corporate or PBoolean Critical Dynamic 1 1 1 1 1 1
16.005 Enforcement Applicable to all Enforcement Description Comments or description of the stage of enforcement Text Critical Dynamic 1 1 1 1 1 1
16.006 Enforcement Applicable to all Court Auction identifier Unique identifier for the auction process Text Critical Dynamic 1 1 1 1 1 1 1
16.007 Enforcement Applicable to all Court Appraisal Amount Court appraisal amount of the Property / Collateral Number Critical Dynamic 1 1 1 1 1 1
16.008 Enforcement Applicable to all Date of Court Appraisal Date that the court appraisal happened Date Critical Dynamic 1 1 1 1 1 1
16.009 Enforcement Applicable to all Current Market Status Current market status of the Property / Collateral as at cut-off date Choice Critical Dynamic 1 1 1 1 1 1
16.010 Enforcement Applicable to all On Market Price Price of the Property / Collateral for which it is on the market Number Critical Dynamic 1 1 1 1 1 1
16.011 Enforcement Applicable to all Offer Price The highest price offered by potential buyers Number Critical Dynamic 1 1 1 1 1 1
16.012 Enforcement Applicable to all Sale Agreed Price Agreed price for the disposal of the Property / Collateral Number Critical Dynamic 1 1 1 1 1 1 AA75 Loan/lease-level information section Sale Price Price achieved on sale of vehicle in case of foreclosure
16.013 Enforcement Applicable to all Gross Sale Proceeds Gross sale proceeds, i.e. sales proceeds and costs incurred from the disposal Number Critical Dynamic 1 1 1 1 1 1 AR95 Loan/lease-level information section Sale Price Price achieved on sale of property in case of foreclosure, rounded down to nearest 10k. Should be rounded to the nearest 100 units.
16.014 Enforcement Applicable to all Costs at End of Sale Total costs accrued to the seller at end of sale process Number Critical Dynamic 1 1 1 1 1 1 AC181 Loan/lease-level information section Liquidation Expense Expenses associated with the liquidation to be netted from the other assets of issuer to determine loss per the Securitisation Documents. Amount of any liquidation expenses that will be paid out of the net sales proceeds to determine whether there will be any loss. Can be rounded to the nearest 1000 units of currency.
16.015 Enforcement Applicable to all Net Sale Proceeds Net sale proceeds Number Critical Dynamic 1 1 1 1 1 1 AC180 Loan/lease-level information section Net Proceeds Received On Liquidati Net proceeds received on liquidation used to determine loss to the Issuer per the Securitisation Documents. The amount of the net proceeds of sale received, this will determine whether there is a loss or shortfall on the loan. Can be rounded to the nearest 1000 units of currency.
16.016 Enforcement Applicable to all Costs Accrued to Buyer Costs accrued to the buyer Number Moderate Dynamic 1 1 1 1 1 1
16.017 Enforcement Applicable to all Prepare Property for Sale Date Prepare property for sale date Date Critical Dynamic 1 1 1 1 1 1
16.018 Enforcement Applicable to all Property on Market Date Property on market date Date Critical Dynamic 1 1 1 1 1 1
16.019 Enforcement Applicable to all On Market Offer Date On market offer date Date Critical Dynamic 1 1 1 1 1 1
16.020 Enforcement Applicable to all Sale Agreed Date Sale agreed date Date Critical Dynamic 1 1 1 1 1 1
16.021 Enforcement Applicable to all Contracted Date Contracted date Date Critical Dynamic 1 1 1 1 1 1
16.022 Enforcement Applicable to all Sold Date Sold date Date Critical Dynamic 1 1 1 1 1 1 AR73 Loan/lease-level information section Date Of Sale The date of sale of the foreclosed property.
16.023 Enforcement Applicable to all First Auction Date Date that the first auction has been performed in order to sell the Property / Collateral Date Critical Dynamic 1 1 1 1 1 1 Although this field is dynamic, once it has been populated, the value should not change
16.024 Enforcement Applicable to all Court Auction Reserve Price for First Auction Court set reserve price for first auction, i.e. minimum price required by the court Number Critical Dynamic 1 1 1 1 1 1
16.025 Enforcement Applicable to all Next Auction Date Date that the next intended auction has been performed in order to sell the Property / CollaDate Critical Dynamic 1 1 1 1 1 1
16.026 Enforcement Applicable to all Court Auction Reserve Price for Next Auction Court set reserve price for next auction, i.e. minimum price required by the court Number Critical Dynamic 1 1 1 1 1 1
16.027 Enforcement Applicable to all Last Auction Date Date that the last auction was performed in order to sell the Property / Collateral Date Critical Dynamic 1 1 1 1 1 1
16.028 Enforcement Applicable to all Court Auction Reserve Price for Last Auction Court set reserve price for last auction, i.e. minimum price required by the court Number Critical Dynamic 1 1 1 1 1 1
16.029 Enforcement Applicable to all Number of Failed Auctions Number of failed previous auctions for the Property / Collateral Number Critical Dynamic 1 1 1 1 1 1
16.030 Enforcement Applicable to all Funds Remitted Partial Date Date that the funds were remitted partially Date Important Dynamic 1 1 1 1 1 1
16.031 Enforcement Applicable to all Funds Remitted Full Date Date that the funds were remitted fully Date Important Dynamic 1 1 1 1 1 1
16.032 Enforcement Applicable to all Indicator of Receivership Indicator as to whether the Corporate or Private Individual Counterparty is in Receivership Boolean Critical Dynamic Yes 1 1 1 1 1 1
16.033 Enforcement Applicable to all Name of Receiver Name of the receiver appointed Text Moderate Dynamic Yes 1 1 1 1 1 1 1
16.034 Enforcement Applicable to all Date of Receiver Appointment Date that the receiver was appointed Date Important Dynamic Yes 1 1 1 1 1 1
16.035 Enforcement Applicable to all Fees of Receivership Annual fees charged by the receiver Number Important Dynamic Yes 1 1 1 1 1 1
16.036 Enforcement Applicable to all Insurance Indicator as to whether the receiver has insured the Property / Collateral Boolean Important Dynamic Yes 1 1 1 1 1 1
16.037 Enforcement Applicable to all Insurance Provider Name of the insurance provider Text Moderate Dynamic Yes 2 1 1 1 1 1 1
16.038 Enforcement Applicable to all Insurance Coverage Amount Amount that the insurance covers Number Moderate Dynamic Yes 1 1 1 1 1 1
16.039 Enforcement Applicable to all Annual Insurance Payment Annual insurance payment to be paid by receiver Number Moderate Dynamic Yes 1 1 1 1 1 1
16.040 Enforcement Applicable to all Date Next Insurance Payment Is Due Date that the next insurance payment is due Date Moderate Dynamic Yes 1 1 1 1 1 1
16.041 Enforcement Applicable to all Amount of Outstanding Liabilities Amount of accrued costs and fees paid by the receiver and to be invoiced to the Institutio Number Important Dynamic Yes 1 1 1 1 1 1
16.042 Enforcement Applicable to all Other ongoing enforcement proceedings Further comments / details if there is other proceedings in place Text Critical Dynamic
17.000 Swap Applicable to all Swap identifier Unique Swap identifier Text Critical Static 1 1 1 1 1 1 1
17.001 Swap Applicable to all Institution's internal identifier for the Loan Agreement Unique Institution internal identifier for the Loan Agreement Text Critical Static 1 1 1 1 1 1 1 Loan: as defined in Part 1 in Annex V to Implementing Regulation (EU) N
17.002 Swap Applicable to all Type of Swap Type of the Swap, i.e. currency swap and interest rate swap Choice Critical Static 1 1 1 1 1 1 1 AC131 Loan/lease-level information section Type Of Loan Level Swap Describe the type of loan level swap that applies:
17.003 Swap Applicable to all Start Date of Swap Date that the Swap starts Date Critical Static 1 1 1 1 1 1 1 No swap (1)
Currency Swap (2)
17.004 Swap Applicable to all End Date of Swap Date that the Swap ends Date Critical Dynamic 1 1 1 1 1 1 1 DI44 Securitisation information section Interest Rate Swap Maturity Date Date of maturity for the interest rate swap. AC148 Loan/lease-level information section Loan Level Swap Maturity Date Date of maturity for the loan level swap.
Interest Rate Swap (3)
17.005 Swap Applicable to all Currency of Swap Currency that the Swap is expressed in when "Interest Rate Swap" is selected in field "Ty Choice Critical Static 1 1 1 1 1 1 1 Currency and Interest Rate Swap (4)
Other (5)
17.006 Swap Applicable to all Current Notional Current notional amount of the Swap Number Critical Dynamic 1 1 1 1 1 1 1 DI45 Securitisation information section Interest Rate Swap Notional Interest rate swap notional amount as at the data cut-off date. AC149 Loan/lease-level information section Loan Level Swap Notional Loan level swap notional amount
17.007 Swap Applicable to all Type of Interest Rate - Institution Type of interest rate for Institution i.e. Fixed, LIBOR and EURIBOR, when "Interest Rate SwText Critical Dynamic 1 1 1 1 1 1 1 DI43 Securitisation information section Type Of Interest Rate Swap Describe the type of interest rate swap that applies to the loan: AC134 Loan/lease-level information section Type Of Interest Rate Loan Level SwDescribe the type of interest rate swap that applies to the loan:
17.008 Swap Applicable to all Interest Rate of Institution Leg Current level of the interest rate for the leg of the Institution when "Interest Rate Swap" is Percentage Critical Dynamic 1 1 1 1 1 1 1 Fixed to LIBOR (1) Fixed to LIBOR (1)
Fixed to Euribor (2) Fixed to Euribor (2)
17.009 Swap Applicable to all Type of Interest Rate of Counterparty Leg Type of interest rate for the Counterparty i.e. Fixed, LIBOR and EURIBOR when "Interest RText Critical Dynamic 1 1 1 1 1 1 1 DI43 Securitisation information section Type Of Interest Rate Swap Describe the type of interest rate swap that applies to the loan: AC134 Loan/lease-level information section Type Of Interest Rate Loan Level SwDescribe the type of interest rate swap that applies to the loan:
Other (3) Other (3)
17.010 Swap Applicable to all Interest Rate of Counterparty Leg Current level of the interest rate for the leg of the Counterparty when "Interest Rate Swap" Percentage Critical Dynamic 1 1 1 1 1 1 1 Fixed to LIBOR (1) Fixed to LIBOR (1)
Fixed to Euribor (2) Fixed to Euribor (2)
17.011 Swap Applicable to all Interest Rate Cap Maximum rate charged on the Swap when "Interest Rate Swap" is selected in field "Type Percentage Critical Static 1 1 1 1 1 1 1 Other (3) Other (3)
17.012 Swap Applicable to all Interest Rate Floor Minimum rate charged on the Swap when "Interest Rate Swap" is selected in field "Type o Percentage Critical Static 1 1 1 1 1 1 1
17.013 Swap Applicable to all Currency of Institution Leg Currency of the leg of the Institution when "Currency Swap" is selected in field "Type of S Choice Critical Static 1 1 1 1 1 1 1 ISO 4217 Currency Codes DI46 Securitisation information section Type Of Currency Swap Describe the type of currency rate swap: AC137 Loan/lease-level information section Type Of Currency Loan Level Swap Describe the type of currency rate swap
17.014 Swap Applicable to all Currency of Counterparty Leg Currency of the leg of the Counterparty when "Currency Swap" is selected in field "Type o Choice Critical Static 1 1 1 1 1 1 1 ISO 4217 Currency Codes DI46 Securitisation information section Type Of Currency Swap Other Currency to Euro (1) AC137 Loan/lease-level information section Type Of Currency Loan Level Swap Other Currency to Euro (1)
Describe the type of currency rate swap: Describe the type of currency rate swap
Other Currency to Great Britain Pound (Sterling) (2) Other Currency to Great Britain Pound (Sterling) (2)
17.015 Swap Applicable to all Mark to Market Amount of mark to market of the Swap as at the cut-off date Number Critical Dynamic 1 1 1 1 1 1 1 Other Currency to Euro (1) Other Currency to Euro (1)
Other (3) Other (3)
Other Currency to Great Britain Pound (Sterling) (2) Other Currency to Great Britain Pound (Sterling) (2)
17.016 Swap Applicable to all Notional Schedule Amortisation profile of the Swap Number Critical Static 1 1 1 1 1 1 1 Other (3) Other (3)
Document Classification: KPMG Confidential
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