Statistical Notice 2018/07

Statistical Notices update the definitions and guidance contained in the Banking Statistics Yellow Folder.
Published on 24 August 2018

1. Review of ER form definitions (effective end-October 2018 reporting)

Following consultations with ER reporters, we are making a change to the reporting of certain series for form ER. SONIA linked loans to corporates should now be included on all ‘LIBOR linked’ series on form ER (lines 50A1-50A3 and 101A2-101A4). These series will then contain both LIBOR and SONIA linked transactions.

The Effective interest rates (Form ER) definitions have been adjusted to reflect this. There have been no changes to the form template.

If you have any questions, please contact Dominic Tighe on +44 (0) 20 3461 6047 or email DSDRateTeam@bankofengland.gsi.gov.uk

2. AD / AL Schema Documentation

The schema documentation for AD and AL forms (effective from January 2019) have been published on the Data Collection – New and Upcoming page, which also includes an updated list of form validations. The OSCA Specification has also been updated to reflect the new form versions.

3. Form IPA and Definitions Update

Form IPA definitions and the Form IPA Template have been updated to reflect the changes first introduced in January 2018. Changes made at the time included the addition of an Outstanding Bonds tab, as well as additional columns elsewhere in the reporting form for Legal Entity Identifiers, Maturity Date and ISIN. Definitions have also been updated to include the existing requirement to report outstanding commercial paper, as well as other minor changes to other fields for the purpose of clarity. As the updated Form IPA was introduced in January 2018 these requirements are effective immediately.

Definitions have also been updated to change the definition of ‘Issue Price’ and ‘Repayment Price’, to exclude commissions and fees, rather than including them. Please implement this change at the earliest opportunity but certainly no later than December 2018 reporting.

If there are issues or items where reporters would like further clarity, please email ipaform@bankofengland.co.uk or call 020 3461 4974.

4. Green Notice (nil return)

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