ECB SME Template

Version 19
Date: 2011-12-21

SME Requirements
The information should be submitted for all SME loans except leasing.
When completing the template, please note:
Collateral Section

The collateral section should be completed for each piece of collateral that is pledged against a particular loan. For example, a
collateral, therefore the collateral template would need to be completed 3 times for loan MME376. Each time making sure to re
collateral details in CS1 to CS27.
Amortisation Profile
The amortisation schedule needs to be completed on a loan by loan basis.

Lists
When sumbitting responses to field which are lists, just the number of the list option should be submitted, e.g. for AS17 you wo
submitted is just the number "1"

ECB Loan Level Data - Reporting Template for SME - December 2011
Template for Newly Added Assets - Initial Rating Point, Substituted Assets, Product Changes etc.
Field number

Priority

TAG

Field Name

Data Type

AS1

Mandatory

Dynamic

Pool Cut-off Date

Date

AS2

Mandatory

Static

Pool Identifier

Text/Numeric

The unique transaction or pool identification

string / transaction name

AS3

Mandatory

Static

Loan Identifier

Text/Numeric

Unique identifier for each loan

AS4

Mandatory

Static

Originator

Text

AS5

Mandatory

Static

Servicer Identifier

Text/Numeric

AS6

Mandatory

Dynamic

Servicer Name

Text

AS7

Mandatory

Static

Borrower Identifier

Text/Numeric

AS8

Optional

Dynamic

Group Company Identifier

Text

AS9

Blank

AS10

Blank

AS11

Blank

AS12

Blank

AS13

Blank

AS14

Blank

Field Definition & Criteria

Current pool or Portfolio cut-off date.

Lender that advanced the original loan

Unique identifier per servicer to flag which
entity is servicing the loan
Servicer name
Unique identifier per borrower - to enable
borrowers with multiple loans in the pool to
be identified (e.g. further advances / other
loans shown as separate entries)
Unique group company identifier which
identifies the borrowers ultimate parent
company

Obligor Information
AS15

Mandatory

Static

Country

List

Country of permanent establishment. See

Taxonomy for full list of Countries

AS16

Mandatory

Static

Postcode

Text

First 2 or 3 characters must be provided at a

minimum. Do not supply the full postcode.
See Taxonomy for relevant choices

AS17

Optional

Static

Geographic Region

List

The region description of where the obligor

is located based on the Nomenclature of
Territorial Units for Statistics (NUTS) using
regional coding format (NUTS2).
Refer to taxonomy for guidance

Public Company (1)

Limited Company (2)
Partnership (3)
Individual (4)
Other (5)
No Data (ND)

AS18

Mandatory

Static

Obligor Legal Form / Business Type

List

AS19

Optional

Static

Obligor Incorporation Date

Date

Date of obligor incorporation. If no data

available refer to Taxonomy for inputs.

AS20

Optional

Static

Obligor is a Customer since?

Date

Date since obligor as a customer. If no data

available refer to Taxonomy for inputs.

UK

Germany

France

Italy

Spain

The Netherlands

Indicate the borrower segment under the EC

definition (Recommendation 2003/361/EC)
Medium (1)
Small (2)
Micro (3)
Other (4)
No Data (ND)

AS21

Optional

Static

Customer segment

List

AS22

Mandatory

Static

Borrower Basel III Segment

List

AS23

Mandatory

Static

Originator Affiliate?

Y/N

Is the borrower an affiliate of the originator?

If no data available refer to Taxonomy for
inputs.

AS24

Optional

Static

Obligor Tax Code

Text/Numeric

Obligor tax code for unique identification. If

no data available refer to Taxonomy for
inputs.

AS25

Mandatory

Static

Asset Type

Corporate (1)
SME treated as Corporate (2)
Retail (3)
Other (4)
No Data (ND)

List

Loan (1)
Guarantee (2)
Promissory Notes (3)
Participation Rights (4)
Overdraft (5)
Letter of Credit (6)
Working Capital Facility (7)
Other (8)
No Data (ND)
Senior Secured (1)
Senior Unsecured (2)
Junior (3)
Junior Unsecured (4)
Other (5)
No Data (ND)

AS26

Mandatory

Dynamic

Seniority

List

AS27

Optional

Dynamic

Total credit limit granted to the loan

Numeric

AS28

Optional

Dynamic

Total Credit Limit Used

Numeric

AS29

Optional

Static

Syndicated

Y/N

AS30

Optional

Dynamic

Bank Internal Rating

Numeric

AS31

Optional

Dynamic

Last Internal Obligor Rating Review

Date

AS32

Optional

Dynamic

S&P Public Rating (equivalent)

Text/Numeric

AS33

Optional

Dynamic

Moody's Public Rating (equivalent)

Text/Numeric

AS34

Optional

Dynamic

Fitch Public Rating (equivalent)

Text/Numeric

Fitch public rating (equivalent) (if

applicable). If no data available refer to
Taxonomy for inputs.

AS35

Optional

Dynamic

Dominion Bond Rating Service (DBRS)

Public Rating (equivalent)

Text/Numeric

DBRS public rating (equivalent) (if

applicable). If no data available refer to
Taxonomy for inputs.

Total credit limit granted to the loan

Total credit limit less the total credit drawn
Is the loan syndicated? If no data available
refer to Taxonomy for inputs.
Originator internal 1 Year PD rating of
obligor.
Date of last internal review of obligor. If no
data available refer to Taxonomy for inputs.
S&P public rating (equivalent) (if applicable).
If no data available refer to Taxonomy for
inputs.
Moody's public rating (equivalent) (if
applicable). If no data available refer to
Taxonomy for inputs.

AS36

Optional

Dynamic

Other Public Rating

Text/Numeric

AS37

Mandatory

Dynamic

Bank Internal Loss Given Default (LGD)

Estimate

Numeric

AS38

Optional

Dynamic

Bank Internal Loss Given Default (LGD)

Estimate (Down-Turn)

Numeric

Other public external rating. If no data

available refer to Taxonomy for inputs.
Loss Given Default in normal economic
conditions.

Loss Given Default in a down-turn scenario.

AS39

Optional

Static

S&P Industry Code

Numeric

Borrower S&P Industry Code. If no data

available refer to Taxonomy for inputs.

AS40

Optional

Static

Moody's Industry Code

Numeric

Borrower Moody's Industry Code. If no data

available refer to Taxonomy for inputs.

AS41

Optional

Static

Fitch Industry Code

Numeric

Borrower Fitch Industry Code. If no data

available refer to Taxonomy for inputs.

AS42

Mandatory

Static

NACE Industry Code

Text/Numeric

AS43

Optional

Static

Other Industry Code

Text/Numeric

AS44

Optional

Dynamic

Borrower deposit amount

Numeric

AS45

Optional

Dynamic

Borrower deposit currency

List

AS46

Blank

AS47

Blank

AS48

Blank

AS49

Blank

Borrower industry NACE Code. Refer to

Taxonomy for latest version of NACE coding
to be used. If no data available refer to
Taxonomy for inputs.
Other Borrower industry code. If no data
available refer to Taxonomy for inputs.
Borrower deposit amount within the entity.

Currency of the borrowers deposit per AS44.

See Taxonomy for full list of Currencies

Loan Characteristics
AS50

Mandatory

Static

Loan Origination Date

Date

Date of original loan advance. If no data

available refer to Taxonomy for inputs.

AS51

Mandatory

Static

Final Maturity Date

Date

Final maturity date of the loan

AS52

Mandatory

Static

Loan Denomination Currency

List

AS53

Mandatory

Dynamic

Loan Hedged

Y/N

Loan denomination.
See Taxonomy for full list of Currencies
Has the specific loan been hedged for
currency risk?

AS54

Mandatory

Static

Original Loan Balance

Numeric

AS55

Mandatory

Dynamic

Current Balance

Numeric

AS56

Mandatory

Static

Securitised Loan Amount

Numeric

Original total loan balance.

Amount of loan outstanding as of pool cut

off date, This should include any amounts
that are classed as principal in the
transaction. For example if fees have been
added to the loan balance and are part of
the principal in the transaction these should
be added. Excluding any interest arrears or
penalty amounts
Balance of the securitised loan as of the cutoff date

Loan purpose, permissible answers:

AS57

Optional

Static

Purpose

List

Purchase (1)
Re-mortgage (2)
Renovation (3)
Equity release (4)
Construction Real Estate (5)
Construction Other (6)
Debt consolidation (7)
Re-mortgage with Equity Release (8)
Re-mortgage on Different Terms (9)
Combination Mortgage (10)
Investment Mortgage (11)
Working Capital (12)
Other (13)
No Data (ND)

Frequency of principal payments due, i.e.

number of months between payments.
AS58

Mandatory

Static

Principal Payment Frequency

List

Monthly (1)
Quarterly (2)
Semi annually (3)
Annual (4)
Bullet (5)
Other (6)
No Data (ND)

Frequency of interest payments due, i.e.

number of months between payments.
Monthly (1)
Quarterly (2)
Semi annually (3)
Annual (4)
Bullet (5)
Other (6)
No Data (ND)

AS59

Mandatory

Static

Interest Payment Frequency

List

AS60

Optional

Dynamic

Maximum Balance

Numeric

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

AS61

Optional

Static

Weighted Average Life

Numeric

Weighted Average Life (taking into account

the amortization type and maturity date) at
cut-off date.
Ammortisation Type
Linear (1)
French (2)
Fix Amortisation Schedule (3)
Bullet (4)
Partial Bullet (5)
Revolving (6)
Other (7)

AS62

Mandatory

Dynamic

Amortization Type

List

AS63

Optional

Dynamic

Regular Principal Instalment

Numeric

Amount of Regular Principal due

AS64

Optional

Dynamic

Regular Interest Instalment

Numeric

Amount of Regular Interest due

AS65

Mandatory

Static

Type of Loan

List

AS66

Mandatory

Dynamic

Balloon Amount

Numeric

AS67

Optional

Dynamic

Next Payment Date

Date

Term (1)
Revolving Credit Line (2)
Other (3)
No Data (ND)
The balloon payment amount
Date of next payment. If no data available
refer to Taxonomy for inputs.
Direct Debit (1)
Standing Order (2)
Cheque (3)
Cash (4)
Other (5)
No Data (ND)
Amount of prepayment penalty in
percentage (%) terms

AS68

Mandatory

Dynamic

Payment type

List

AS69

Optional

Static

Prepayment Penalty

Numeric

AS70

Optional

Static

Principal Grace Period End Date

Date

If applicable, indicate the current principal

grace period end date. If no data available
refer to Taxonomy for inputs.

AS71

Optional

Static

Interest Grace Period End Date

Date

If applicable, indicate the current interest

grace period end date. If no data available
refer to Taxonomy for inputs.

AS72

Blank

AS73

Blank

AS74

Blank

AS75

Blank

AS76

Blank

AS77

Blank

AS78

Blank

AS79

Blank

Interest Rate
AS80

Mandatory

Dynamic

Current Interest Rate

Numeric

AS81

Mandatory

Dynamic

Interest Cap Rate

Numeric

AS82

Mandatory

Static

Interest Floor Rate

Numeric

AS83

Mandatory

Dynamic

Interest Rate Type

List

Current interest rate (%)

Interest rate cap (%). If no IR Cap then
enter ND.
Interest rate floor (%). If no IR Floor then
enter ND.

Interest Rate Type.

Floating rate loan (for life) (1)
Floating rate loan linked to Libor, Euribor,
BoE reverting to the Bank's SVR, ECB
reverting to Banks SVR (2)
Fixed rate loan (for life) (3)
Fixed with future periodic resets (4)
Fixed rate loan with compulsory future
switch to floating (5)
Capped (6)
Discount (7)
Switch Optionality (8)
Borrower Swapped (9)
Other (10)

Current interest rate index (the reference

rate off which the mortgage interest rate is
set):
1 month LIBOR (1)
1 month EURIBOR (2)
3 month LIBOR (3)
3 month EURIBOR (4)
6 month LIBOR (5)
6 month EURIBOR (6)
12 month LIBOR (7)
12 month EURIBOR (8)
BoE Base Rate (9)
ECB Base Rate (10)
Standard Variable Rate (11)
Other (12)

AS84

Mandatory

Dynamic

Current Interest Rate Index

List

AS85

Mandatory

Dynamic

Current Interest Rate Margin

Numeric

AS86

Optional

Dynamic

Revision Margin 1

Numeric

AS87

Optional

Dynamic

Interest Revision Date 1

Date

AS88

Optional

Dynamic

Revision Margin 2

Numeric

The margin for the loan at the 2nd revision

date. If no data available refer to Taxonomy
for inputs.

AS89

Optional

Dynamic

Interest Revision Date 2

Date / Numeric

Date of 2nd interest rate change. If no data

available refer to Taxonomy for inputs.

AS90

Optional

Dynamic

Revision Margin 3

Numeric

The margin for the loan at the 3rd revision

date. If no data available refer to Taxonomy
for inputs.

AS91

Optional

Dynamic

Interest Revision Date 3

Date

Date of 3rd interest rate change. If no data

available refer to Taxonomy for inputs.

AS92

Optional

Dynamic

Revised Interest Rate Index

List

AS93

Optional

Static

Final Margin

Numeric

AS94

Mandatory

Static

Interest Reset Period

AS95

Blank

AS96

Blank

AS97

Blank

List

Current interest rate margin (for fixed rate

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
The margin for the loan at the 1st revision
date. If no data available refer to Taxonomy
for inputs.
Date interest rate next changes (e.g.
discount margin changes, fixed period ends,
loan re-fixed etc. this is not the next LIBOR
reset date). If no data available refer to
Taxonomy for inputs.

Next interest rate index. Using codes as per

field AS84
The margin for the loan at the final step
date. If no data available refer to Taxonomy
for inputs.
Annual (1)
Semi-annual (2)
Quarterly (3)
Monthly (4)
Not apply (5)
Other (6)
No Data (ND)

AS98

Blank

AS99

Blank

Financials
AS100

Optional

Static

Turnover of Obligor

Numeric

Annual turnover of the borrower

AS101

Optional

Static

Equity

Numeric

Amount of paid up equity

AS102

Optional

Static

Total Liabilities (excluding Equity)

Numeric

AS103

Optional

Static

Short Term Financial Debt

Numeric

AS104

Optional

Static

Commercial Liabilities

Numeric

AS105

Optional

Static

Long Term Debt

Numeric

AS106

Optional

Static

Financial Expenses

Numeric
Numeric

Total amount of liabilities excluding equity

Current Liabilities excluding Commercial
Liabilities
Current Liabilities excluding Short Term
Financial Debt
Long term debt amount
Cash amount of Financial Expenses

AS107

Optional

Static

Earnings Before Interest, Taxes,

Depreciation and Amortisation
(EBITDA)

AS108

Optional

Static

Earnings Before Interest, Taxes (EBIT)

Numeric

AS109

Optional

Static

Net Profit

Numeric

Net Profit

AS110

Optional

Static

Number of Employees

Numeric

Number of Employees

AS111

Optional

Static

Currency of Financials

List

AS112

Optional

Static

Date of Financials

Date

AS113

Blank

AS114

Blank

Earnings Before Interest, Taxes,

Depreciation and Amortisation
Earnings Before Interest, Taxes

Currency of the financial statement

information captured in AS100-AS110.
See Taxonomy for full list of Currencies
Date of publication of the financial
statement information captured in AS100 AS110

Performance Information

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

AS115

Mandatory

Dynamic

Interest Arrears Amount

Numeric

AS116

Mandatory

Dynamic

Number of Days in Interest Arrears

Numeric

AS117

Mandatory

Dynamic

Principal Arrears Amount

Numeric

AS118

Mandatory

Dynamic

Number of Days in Principal Arrears

Numeric

Number of days this loan is in arrears (at

pool cut off date) according to the definition
of the issuer

AS119

Optional

Dynamic

Loan Entered Arrears

Numeric

Number of times the loan has entered

arrears, if it has entered arrears previously

Number of days this loan is in arrears (at

pool cut off date) according to the definition
of the issuer

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

AS120

Optional

Dynamic

Days in Arrears Prior

Numeric

AS121

Mandatory

Dynamic

Default or Foreclosure on the loan per

the transaction definition

Y/N

AS122

Mandatory

Dynamic

Default or Foreclosure on the loan per

Basel III definition

Y/N

Number of days in arrears at month end

prior to redemption
Whether there has been a default or
foreclosure on the loan per the transaction
definition. If no data available refer to
Taxonomy for inputs.
Whether there has been a default or
foreclosure on the loan per Basel III
definition. If no data available refer to
Taxonomy for inputs.
Using Basel III Definition Reason for default.

AS123

Mandatory

Dynamic

Reason for Default (Basel II definition)

List

Bankruptcy / Insolvency (1)

Failure to Pay (2)
Breach of Terms (3)
Other (4)
No Data (ND)

AS124

Mandatory

Dynamic

Default Date

Date

Date the loan defaulted per the transaction

default definition . If no data available refer
to Taxonomy for inputs.

AS125

Mandatory

Dynamic

Default Amount

Numeric

Total default amount (per the transaction

default definition)before the application of
sale proceeds and recoveries.

AS126

Optional

Dynamic

Bank Internal Rating Prior to Default

Numeric

AS127

Optional

Dynamic

Legal Proceedings Start Date

Date

AS128

Mandatory

Dynamic

Cumulative Recoveries

Numeric

Bank internal 1 Year PD prior to default

Start date of any legal proceedings. If no
data available refer to Taxonomy for inputs.
Total recoveries including all sale proceeds.
Only relevant for loans that have
defaulted/foreclosed. If no data available
refer to Taxonomy for inputs.
The source of the recoveries.
Liquidation of Collateral (1)
Enforcement of Guarantees (2)
Additional Lending (3)
Cash Recoveries (4)
Mixed (5)
Other (6)
No Data (ND)

AS129

Optional

Dynamic

Recovery Source

List

AS130

Optional

Dynamic

Work-out Process Started

Date

The date when the work-out process was

started. If no data available refer to
Taxonomy for inputs.

AS131

Optional

Dynamic

Work-out Process Complete

Y/N

Is the work-out process complete? If no data

available refer to Taxonomy for inputs.

AS132

Mandatory

Dynamic

Allocated Losses

Numeric

AS133

Optional

Dynamic

Redemption Date

Date

AS134

Mandatory

Dynamic

Date Loss Allocated

Date

The allocated losses to date.

Date on which account redeemed. If no data
available refer to Taxonomy for inputs.
The date when the loss was allocated.

AS135

Optional

Dynamic

Real Estate Sale Price

Numeric

AS136

Optional

Dynamic

Total Proceeds from Other Collateral or

Guarantees

Numeric

AS137

Optional

Dynamic

Date of End of Work-out

Date

AS138

Optional

Dynamic

Foreclosure Cost

Numeric

The sale price of any real estate. In the

same currency as that stated for the loan.
The total proceeds from any other collateral
or guarantees apart from the real estate. In
the same currency as that stated for the
loan. If no data available refer to Taxonomy
for inputs.
Date on which the work-out process was
finished. If no data available refer to
Taxonomy for inputs.
The cost of the foreclosure process. If no
data available refer to Taxonomy for inputs.

ECB Loan Level Data - Reporting Template for S

Field number
AS3

Priority
Mandatory

TAG
Static

AS150

Mandatory

Dynamic

AS151

Mandatory

Dynamic

...
AS[152-1346] (even
numbers)
AS[153-1347] (odd
numbers)
...

...

...

Mandatory

Dynamic

Mandatory

Dynamic

...

...

AS1348

Mandatory

Dynamic

AS1349

Mandatory

Dynamic

Amortisation Profile
Field Name
Loan Identifier
Outstanding Balance Period 1
Outstanding Balance Period 1
Date
...
Outstanding Balance Period [2599]
Outstanding Balance Period [2599] Date
...
Outstanding Balance Period
600
Outstanding Balance Period
600 Date

Note: The expectation is to provide amortisation out to maturity of the loan (max no. of periods assumed
then provide 0 in subsequent fields.

rting Template for SME - December 2011

mortisation Profile
Data Type
Text/Numeric
Numeric
Date
...
Numeric
Date
...
Numeric
Date

Field Definition & Criteria

Unique identifier for each loan
Amortisation Profile with 0% prepayments
Date associated with Period 1 Balance
...
Amortisation Profile with 0% prepayments
Date associated with Period [2-599] Balance
...
Amortisation Profile with 0% prepayments
Date associated with Period 600 Balance

max no. of periods assumed to be 50 years with monthly amortisation). If shorter maturity

ECB Loan Level Data - Reporting Template for SME - D

Note: This tab is to be completed for each piece of collateral relevant to

Field number

Priority

TAG

Field Name

CS1

Mandatory

Static

Collateral ID

CS2

Mandatory

Static

Loan Identifier

CS3

Mandatory

Static

Security Type

CS4

Optional

Dynamic

Collateral value

CS5

Optional

Dynamic

Collateralisation Ratio

CS6

Mandatory

Static

Collateral Type

CS7

Optional

Static

Finished Property?

CS8

Optional

Static

Licensed Property?

Collateral

CS9

Optional

Static

Asset Insurance

CS10

Mandatory

Static

Original Valuation
Amount

CS11

Mandatory

Static

Original Valuation Date

CS12

Mandatory

Dynamic

Current Valuation Date

CS13

Mandatory

Static

Original Valuation Type

CS14

Mandatory

Dynamic

Ranking

CS15

Optional

Dynamic

Prior Balances

CS16

Mandatory

Static

Property Postcode

CS17

Optional

Static

Geographic Region

CS18

Optional

Dynamic

Unconditional Personal
Guarantee Amount

CS19

Optional

Dynamic

Unconditional
Corporate /Third Party
Guarantee Amount

CS20

Optional

Static

Corporate Guarantor
Identifier

CS21

Optional

Dynamic

Corporate Guarantor
Bank Internal 1 Year
Probability Default

CS22

Optional

Dynamic

Corporate Guarantor
Last Internal Rating
Review

CS23

Mandatory

Static

Origination Channel /
Arranging Bank or
Division

CS24

Mandatory

Static

Colleteral Currency

CS25

Optional

Static

Personal Guarantee
Currency

CS26

Optional

Static

Corporate Guarantee
Currency

CS27

Optional

Static

Prior Balance Currency

CS28

Blank

orting Template for SME - December 2011

ed for each piece of collateral relevant to a given loan

Data Type

Text
Text/Numeric

List

Numeric
Numeric

List

Y/N

Y/N

Field Definition & Criteria

Unique collateral code for the originating entity

Unique loan identifier associated with the collateral.
These should match the identifiers from field AS3
Is there a Fixed or Floating charge over the assets?
Fixed Charge (1)
Floating Charge (2)
No Charge (3)
Other (4)
No Data (ND)
Include the value of collateral that specifically benefits
the securitised asset
Ratio of the Value of the Collateral to the Current
Outstanding Balance

Auto Vehicles (1)

Industrial Vehicles (2)
Commercial Trucks (3)
Rail Vehicles (4)
Nautical Commercial Vehicles (5)
Nautical Leisure Vehicles (6)
Aeroplanes (7)
Machine Tools (8)
Industrial Equipment (9)
Office Equipment (10)
Medical Equipment (11)
Energy Related Equipment (12)
Commercial Building (13)
Residential Building (14)
Industrial Building (15)
Other Vehicles (16)
Other Equipment (17)
Other Real Estate (18)
Securities (19)
Third Party Guarantee (20)
Unsecured Guarantee (22)
Other Financial Asset (22)
No Data (ND)
Is the property finished? If no data available refer to
Taxonomy for inputs.
Does property have all the licences needed so the
expected activity (residence, commercial, etc) can
begin. If no data available refer to Taxonomy for
inputs.

UK

Y/N

Does asset have insurance? If no data available refer

to Taxonomy for inputs.

Numeric

Property value as of date of latest loan advance prior

to a securitisation

Date

Date

Date of latest property valuation at time of latest loan

advance prior to a securitisation. If no data available
refer to Taxonomy for inputs.
This should be the date of the most recent valuation
CS4.

Valuation type at origination.

List

Full (1)
Drive-by (2)
AVM (flag as AVM only if this type of valuation has
been used for origination purposes) (3)
Indexed (4)
Desktop (5)
Managing Agent / Estate Agent (6)
Purchase Price (7)
Hair Cut (8)
Other (9)
No Data (ND)
Ranking.

Text

Numeric

Text

List

1st Lien (1)

2nd Lien (2)
Other (3)
No Data (ND)
Total balances ranking prior to this loan (including
those held with other lenders). If no proior balances
enter 0.
First 2 or 3 characters must be provided at a
minimum. Do not supply the full postcode. See
Taxonomy for relevant choices
The region description of where the property is located
based on the Nomenclature of Territorial Units for
Statistics (NUTS) using regional coding format
(NUTS2).
Refer to taxonomy for guidance

Numeric
Unconditional Personal Guarantee Amount
Numeric

Unconditional Corporate /Third Party Guarantee

Amount

Text/Numeric

Numeric

Date

List

Unique identifier for guarantor to flag which entity is

guaranteeing the loan. If no data available refer to
Taxonomy for inputs.

Corporate Guarantor Bank Internal 1 Year Probability

Default
Date of Corporate Guarantor Last Internal Rating
Review. If no data available refer to Taxonomy for
inputs.
Office network (1)
Broker (2)
Internet (3)
Other (4)
No Data (ND)

List

This should be the currency relating to the valuation

amount in CS4. See taxonomy for currency list.

List

This should be the currency relating to the guarantee

amount in CS18. See taxonomy for currency list.

List

This should be the currency relating to the guarantee

amount in CS19. See taxonomy for currency list.

List

This should be the currency relating to the prior

balances in CS15. See taxonomy for currency list.

Germany

France

Italy

Spain

The Netherlands

Austria

Belgium

Bulgaria

Cyprus

Czech republi Denmark

Estonia

Finland

Greece

Hungary

Ireland

Latvia

Lithuania

Luxembourg Malta

Norway

Poland

Portugal

Romania

Slovakia

Slovenia

Sweden

ECB Loan Level Data - Reporting Templ

Field No

Priority

TAG

Field Name

Data Type

SME Fields at Security or Bond Level Data

BS1

Mandatory

Dynamic

Report Date

Date

BS2

Mandatory

Static

Issuer

Text

BS3

Optional

Dynamic

Ending Reserve Account Balance

Numeric

BS4

Optional

Dynamic

Target Reserve Account Balance

Numeric

BS5

Mandatory

Dynamic

Drawings under Liquidity Facility

Y/N

BS6

Optional

Dynamic

Currency of Reserve Account

Balance

List

BS7

Blank

BS8

Blank

BS9

Blank

BS10

Blank

SME Fields at Collateral Level Data

BS11

Optional

Dynamic

Excess Spread Amount

Numeric

BS12

Mandatory

Dynamic

Trigger Measurements/Ratios

Y/N

BS13

Mandatory

Dynamic

Average Constant Pre-payment

Rate

Numeric

BS14

Blank

BS15

Blank

BS16

Blank

BS17

Blank

BS18

Blank

SME Fields for Transaction Report Contact Information

BS19

Mandatory

Static

Point Contact

Text

BS20

Mandatory

Static

Contact Information

Text

BS21

Blank

BS22

Blank

BS23

Blank

BS24

Blank

Reporting Template for SME - December 2011

Field Definition & Criteria

The date on which the transaction report was issued. All dates take YYYY-MM-DD format
Name of issuer and issue series, if applicable
The balance of funds on deposit in the reserve account at the Accrual End Date
The amount of funds that would be on deposit in the reserve account when it is fully funded
pursuant to the transaction documentation
If the transaction has a liquidity facility confirm whether or not there has been a drawing under
the liquidity facility in the period ending on the last interest payment date.
If no data available refer to Taxonomy for inputs.
Currency of Reserve Account (BS3 & BS4). See taxonomy for list of currencies.

The amount of funds remaining in currency terms of the Current Principal Balance after the
periods collections have been fully applied to cover the issuers obligations (i.e. senior fees,
bond interest due, swap payments) pursuant to the priority of payments given in the
transaction documentation
Have any trigger event occurred?
The status of various delinquency, dilution, default, loss and similar collateral measurements
and ratios in relation to their early amortisation or other trigger event levels, as at the current
determination date.
If no data available refer to Taxonomy for inputs.

The report shall include the Average (Avg) Constant Pre-payment Rate (CPR) speed of the
underlying SME loans. Avg CPR speed is the amount expressed as an annualised
percentage of principal prepaid in excess of scheduled repayments. The Avg CPR speed is
calculated by first dividing the Current SME Loan Principal Balance (i.e. the actual balance)
by the Scheduled SME Loan Principal Balance assuming no pre-payments have been made
(i.e. only scheduled repayments have been made). This quotient is then raised to a power
whereby the exponent is the quantity twelve divided by the number of months since issue.
Subtract this result from one then multiply it by one hundred (100) to determine the Avg CPR
speed.

Name of the department or the point person(s) of the information sources

Telephone number & e-mail address

ECB Loan Level Data - Reporting Temp

Field No
Priority
SME Fields at Tranche Level

TAG

Field Name

Data Type

BS25

Mandatory

Static

Bond Class Name

Text / Numeric

BS26

Mandatory

Static

International Securities Identification

Number

Text / Numeric

BS27

Mandatory

Dynamic

Interest Payment Date

Date

BS28

Mandatory

Dynamic

Principal Payment Date

Date

BS29

Mandatory

Static

Bond Currency

Text

BS30

Optional

Static

Numeric

BS31

Optional

Dynamic

Original Principal Balance

Total Ending Balance Subsequent to
Payment

BS32

Mandatory

Static

Reference Rate

List

BS33

Optional

Dynamic

Relevant Margin

Numeric

BS34

Optional

Dynamic

Coupon Reference Rate

Numeric

BS35

Optional

Dynamic

Current Coupon

Numeric

BS36

Optional

Dynamic

Cumulative Interest Shortfall

Numeric

BS37

Optional

Dynamic

Cumulative Principal Shortfalls

Numeric

BS38

Mandatory

Static

Legal Maturity

Date

BS39

Mandatory

Static

Bond Issue Date

Date

Numeric

Reporting Template for SME - December 2011

Field Definition & Criteria
The designation (typically a letter and/or number) given to a tranche of Bonds which exhibit the
same rights, priorities and characteristics as defined in the prospectus i.e. Series 1, Class A1 etc.
The security identification code assigned to each class of SME pursuant to standards established
by the International Standards Organisation (ISIN) or other unique securities code established by
an exchange or other entity
The periodic date on which the last payment of interest to holders of a specific tranche of SME is
scheduled to occur
The last periodic date on which a payment of principal to holders of a specific tranche of SME is
scheduled to occur
Bond denomination.
See Taxonomy for full list of Currencies
The Original Principal Balance of a specific tranche of SME at issuance
The par, or notional, balance of a specific tranche of SME after the current Principal Payment Date
The base reference interest index as defined in the offering document (e.g. 3 month EURIBOR)
applicable to a specific tranche of SME
1 month LIBOR (1)
1 month EURIBOR (2)
3 month LIBOR (3)
3 month EURIBOR (4)
6 month LIBOR (5)
6 month EURIBOR (6)
12 month LIBOR (7)
12 month EURIBOR (8)
Other (9)
No Data (ND)
Margin over/under the Reference Rate for a current Accrual Period for a specific tranche of SME
(only relevant for floating rate notes) (%)
Current Reference Rate applied to a specific tranche of SME for the current Accrual Period, to a
minimum of five decimal places (%)
The interest rate on the security, which is used to calculate interest due for the interest period for
each specific SME tranche (%)
The cumulative difference between Coupon Amount of interest due and the amount of interest paid
or accrued for the current Accrual Period and all previous Accrual Periods on a specific tranche of
SME (%)
The cumulative amount of Principal Shortfall as at the end of the current Accrual Period (%)
The date before which a specific tranche of SME must be repaid in order not to be in default
Date the bonds were issued

Value
1
2
3
4
5
6

No Data - Comply or Explain Options

Where ND (No Data) is entered in the loan level template, it should also be accompanied by one of the six predefined
reasons below. The reason code must be entered in the original field and delimited with commas as per the examples
below. Fields should not be left blank.
Reason
Data not collected as not required by the underwriting criteria
Data collected at application but not loaded in the reporting system at completion
Data collected at application but loaded in a separate system from the reporting one
Data collected but will only be available from YYYY-MM
Not relevant at the present time
Not applicable for the juristiction (see table in 'Assets' and 'Collateral' sheets)

Example
ND,1
ND,2
ND,3
ND,4,YYYY-MM
ND,5
ND,6