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Trended_arrears
This worksheet captures how balances in arrears have transitioned over time between arrears bands, allowing transition matrices to be created; as well as recording arrears stock information over time in addition to the movement between arrears bands. Drawn Balance should be populated as at the date in the current month column (i.e. Current arrears band by MIA). Every combination of previous and current arrears bands should be provided for all non-zero drawn balances. This includes drawn balances for which an arrears band is or was unknown. The total balance for the most recent month across all arrears bands except ‘Closed’ and ‘Written off’, should sum to the same value as the point in time position found in some of the other tabs i.e. the portfolio outstanding balance should be the same across different tabs for the same points in time. The value ‘Not open’ is only applicable for ‘Previous arrears band by MIA’. This arrears band is used to indicate new lending that was written during the current month (and therefore did not exist in the previous month).
Arrears Bands ‘Closed’ and ‘Written off’ are only applicable for ‘Current arrears band by MIA’, as these accounts should necessarily have been open in the previous month. For ‘Closed’ and ‘Written off’, the ‘Drawn balance’ measure should be populated with the balance that got ‘Written off’ or ‘Closed’ in the month.
Order |
Field Name |
Enumeration |
Definition |
1 |
Organisational unit level 1 |
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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 |
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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 |
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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 |
Historical period month |
Historicalperiodmonth |
A time series of dates/months for which a historical set of data is to be provided. |
8 |
Historical period year |
Historicalperiodyear |
A time series of dates/years for which a historical set of data is to be provided. |
9 |
Previous arrears band by MIA |
PreviousarrearsbandbyMIA |
Previous banding of exposures by their months in arrears. This could be required for both the current period e.g. June 2012 or for a previous period e.g. May 2012. |
10 |
Current arrears band by MIA |
CurrentarrearsbandbyMIA |
Current banding of exposures by their months in arrears. This could be required for both the current period e.g. June 2012 or for a previous period e.g. May 2012. |
11 |
Drawn balance |
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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}). |