Order |
Field Name |
Enumeration |
Definition |
1 |
Organisational unit level 1 |
|
Please enter the highest logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
2 |
Organisational unit level 2 |
|
Please enter the second logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
3 |
Organisational unit level 3 |
|
Please enter the third (if applicable) logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
4 |
Country of exposure |
CountryofExposure |
The country of residence of the obligor on an ultimate risk basis. The definition should be consistent with that used for the purposes of the 'geographical breakdown of exposures by residence of the obligor' in COREP (C 09.01 and C 09.02). When the exposure is to an international corporate body and therefore cannot be attributed to a specific country, the SUPRA continental enumerations should be used. Continental totals provided should only be used in projections templates when no specific country can be identified, they should not be used in actuals templates. |
5 |
Retail secured asset class |
RetailSecuredAssetClass |
A defined grouping of retail secured assets typically of similar characteristics. An asset is any property, right, entitlement or interest. |
6 |
Retail secured product type |
Retailsecuredproducttype |
A classification scheme for retail mortgage products. Products falling within each product type will have similar risk characteristics. |
7 |
Sub product type |
Subproducttype |
A sub classification of retail mortgage product risk characteristics. |
8 |
Payment type |
PaymentType |
A classification of retail mortgage repayment methods. The repayment method reported must be the current method and must exclude any temporary conversions, e.g. as a result of forbearance. |
9 |
Retail mortgage additional segmentation |
Retailmortgageadditionalsegmentation |
An additional structural characteristic possessed by retail mortgage products. |
10 |
Retail secured indexed LTV band |
RetailsecuredindexedLTVband |
A band representing a range of indexed loan to values for retail mortgages. |
11 |
Drawn balance |
|
Amount of a loan drawn by a borrower on a specified date. Balances should be reconcilable to the statutory accounts and regulatory returns. Loan balances should be entered net of write-offs and gross of Provisions. Balances should be gross of any off-set balances, i.e. the actual outstanding principal amount owed. This measure has to be consistent with the amount that can be calculated from the COREP templates CR IRB 1 and CR SA. In particular: a) For IRB Exposures: the amount should be reconcilable with the difference between EXPOSURE VALUE and EXPOSURE VALUE - OF WHICH: OFF BALANCE SHEET ITEMS ({c110} - {c120}).b) For standardised exposures, this amount should be reconcilable with the difference between FULLY ADJUSTED EXPOSURE VALUE (E*) and OFF BALANCE SHEET ITEMS ({c150} - {c160} - {c170} - {c180} - {c190}). |
12 |
Committed limit |
|
Maximum amount that can be drawn by a borrower as on a specified date. Committed limits should be completed to reflect redraw and / or further credit line facilities. If there is no pre-agreed facility, populate the limit with the drawn balance. |
13 |
Balance weighted average interest rate |
|
The average interest rate for a set of retail mortgage products weighted by the drawn balance of each account. It should ignore the effect of any interest rate swaps or other hedging contracts that might exist, and also ignore the effect of any offsetting deposit account (as for example in the case of an offset mortgage). The weighted average rate should be derived as follows: (i) identify the various nominal/quoted interest rates that apply to elements of the portfolio; then (ii) for each separate nominal/quoted rate, multiply that rate by the amount of end quarter balances (excluding accrued interest) for which that rate applies; and (iii) add up the results of (ii) for all the different rates for this portfolio; and (iv) divide the total calculated in (iii) by the corresponding end quarter balance in column 1, 2 or 3 less accrued interest. |