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LTV_arrears_PIA
For ‘All mortgage’ (as selected in the ‘Retail mortgage additional segmentation’ column) of a specific sub product type in various LTV and Arrears bands (including up to date), all non-zero drawn balances are to be provided. These drawn balances should be mutually exclusive. ‘All Mortgage’ (as selected in the ‘Retail mortgage additional segmentation’ column) must be reported for all portfolios. ‘Retail secured indexed LTV band’ dimension is mandatory only for ‘All mortgage’ Retail mortgage additional segmentation.
Of the ‘All mortgage’ balances for each product type, the non-zero drawn balances that are ‘Shared ownership’, ‘Shared equity’ or ‘LPA rent receiver’ (as selected in the ‘Retail mortgage additional segmentation’ column) should be specified by Arrears bands but not by LTV bands. These balances are not intended to be mutually exclusive. ‘All Mortgage’ drawn balance will include balances that are identified to be ‘Shared ownership’, ‘Shared equity’ or ‘LPA rent receiver’.
The dimension ‘Arrears band by PIA/MIA’ is mandatory for all portfolios. Any loans taken out pre 2005 (i.e. Pre Mortgage of Conduct of Business Regulation) should be classed as ‘Other mortgage’ sub product type. Drawn balances should be provided at the granularity of sub product type if material. The loan component for the LTV band should be calculated as the total outstanding balance of all lending secured against the property, including further advances.
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 |
Sub product type |
Subproducttype |
A sub classification of retail mortgage product risk characteristics. |
8 |
Retail mortgage additional segmentation |
Retailmortgageadditionalsegmentation |
An additional structural characteristic possessed by retail mortgage products. |
9 |
Retail secured indexed LTV band |
RetailsecuredindexedLTVband |
A band representing a range of indexed loan to values for retail mortgages. |
10 |
Arrears band by PIA |
ArrearsbandbyPIA |
A banding of retail mortgage accounts by the percentage of the amount due that has not been received by the specified date. |
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}). |