SME Loan Level-template 2011-12-21

7/21/2019 SME Loan Level-template 2011-12-21

1/41

ECB SME Template

Version 19

Date: 2011-12-21


2/41


3/41

SME Requirements

The information should be submitted for all SME loans except leasing.

When completing the template, please note:

Collateral Section

Amortisation ro!ileThe amortisation schedule needs to be completed on a loan by loan basis.

"ists

The collateral section should be completed for each piece of collateral that is pledged against a particular loan. For excollateral, therefore the collateral template would need to be completed ! times for loan MME!"#. Each time ma$ing scollateral details in %S' to %S&".

When sumbitting responses to field which are lists, (ust the number of the list option should be submitted, e.g. for )S'submitted is (ust the number *'*


4/41

ECB "oan "e#el Data - Reportin$ Template !or SME - Decem%er 2011

Template for Newly Added Assets - Initial Rating Point, Substituted Assets, Product Changes etc

&iel' num%er riorit( TA) &iel' *ame Data T(pe &iel' D

AS1 Mandatory 3ynamic +ool %ut4off 3ate 3ate %urrent pool or

AS2 Mandatory Static +ool 1dentifier Text52umeric

AS, Mandatory Static 6oan 1dentifier Text52umeric niue identifie

AS Mandatory Static 7riginator Text 6ender that ad8

AS. Mandatory Static Ser8icer 1dentifier Text52umeric

AS/ Mandatory 3ynamic Ser8icer 2ame Text Ser8icer name

AS Mandatory Static 9orrower 1dentifier Text52umeric

AS 7ptional 3ynamic 0roup %ompany 1dentifier Text

AS9 !lan"

AS10 !lan"

AS11 !lan"

AS12 !lan"

AS1, !lan"

AS1 !lan"

%li$or 3n!ormation

AS1. Mandatory Static %ountry 6ist

AS1/ Mandatory Static +ostcode Text

AS1 7ptional Static 0eographic egion 6ist

AS1 Mandatory Static 7bligor 6egal Form 5 9usiness Type 6ist

AS19 7ptional Static 7bligor 1ncorporation 3ate 3ate

AS20 7ptional Static 7bligor is a %ustomer since; 3ate

The uniue tran

string 5 transacti

niue identifierentity is ser8icin

niue identifierborrowers with mbe identified e.gloans shown as

niue group coidentifies the bocompany

%ountry of permTaxonomy for fu

First & or ! charminimum. 3o noSee Taxonomy f

The region descis located basedTerritorial nits fregional coding efer to taxonom

+ublic %ompany6imited %ompan

+artnership !-1ndi8idual


5/41

AS21 7ptional Static %ustomer segment 6ist

AS22 Mandatory Static 9orrower 9asel 111 Segment 6ist

AS2, Mandatory Static 7riginator )ffiliate; > 5 2

AS2 7ptional Static 7bligor Tax %ode Text52umeric

AS2. Mandatory Static )sset Type 6ist

AS2/ Mandatory 3ynamic Seniority 6ist

AS2 7ptional 3ynamic Total credit limit granted to the loan 2umericTotal credit lim

AS2 7ptional 3ynamic Total %redit 6imit sed 2umeric

AS29 7ptional Static Syndicated > 5 2

AS,0 7ptional 3ynamic 9an$ 1nternal ating 2umeric

AS,1 7ptional 3ynamic 6ast 1nternal 7bligor ating e8iew 3ate

AS,2 7ptional 3ynamic Text52umeric

AS,, 7ptional 3ynamic Text52umeric

AS, 7ptional 3ynamic Text52umeric

AS,. 7ptional 3ynamic Text52umeric

1ndicate the bodefinition ecMedium '-Small &-Micro !-7ther


6/41

AS,/ 7ptional 3ynamic Text52umeric

AS, Mandatory 3ynamic 2umeric

AS, 7ptional 3ynamic 2umeric

6oss 0i8en 3e

AS,9 7ptional Static SB+ 1ndustry %ode 2umeric

AS0 7ptional Static MoodyCs 1ndustry %ode 2umeric

AS1 7ptional Static Fitch 1ndustry %ode 2umeric

AS2 Mandatory Static 2)%E 1ndustry %ode Text52umeric

AS, 7ptional Static 7ther 1ndustry %ode Text52umeric

AS 7ptional 3ynamic 9orrower deposit amount 2umeric9orrower depo

AS. 7ptional 3ynamic 9orrower deposit currency 6ist

AS/ !lan"

AS !lan"

AS !lan"

AS9 !lan"

"oan C4aracteristics

AS.0 Mandatory Static 6oan 7rigination 3ate 3ate

AS.1 Mandatory Static 3ate

AS.2 Mandatory Static 6oan 3enomination %urrency 6ist

AS., Mandatory 3ynamic 6oan Dedged > 5 2

AS. Mandatory Static 2umeric 7riginal total l

AS.. Mandatory 3ynamic %urrent 9alance 2umeric

AS./ Mandatory Static Securitised 6oan )mount 2umeric

7ther +ublic ating 7ther public ea8ailable refer

9an$ 1nternal 6oss 0i8en 3efault 603-Estimate

6oss 0i8en 3econditions.

9an$ 1nternal 6oss 0i8en 3efault 603-Estimate 3own4Turn-

9orrower SB+a8ailable refer

9orrower Mooa8ailable refer

9orrower Fitcha8ailable refer

9orrower induTaxonomy for to be used. 1f nTaxonomy for

7ther 9orrowea8ailable refer

%urrency of thSee Taxonom

3ate of originaa8ailable refer

Final Maturity 3ate Final maturity

6oan denominSee Taxonom

Das the specifcurrency ris$;

7riginal 6oan 9alance

)mount of loaoff date, This sthat are classetransaction. Fadded to the lothe principal inbe added. Excpenalty amoun

9alance of theoff date


7/41

AS. 7ptional Static +urpose 6ist

AS. Mandatory Static 6ist

AS.9 Mandatory Static 1nterest +ayment Freuency 6ist

AS/0 7ptional 3ynamic Maximum 9alance 2umeric

AS/1 7ptional Static Weighted )8erage 6ife 2umeric

AS/2 Mandatory 3ynamic )mortiation Type 6ist

AS/, 7ptional 3ynamic egular +rincipal 1nstalment 2umeric )mount of e

AS/ 7ptional 3ynamic egular 1nterest 1nstalment 2umeric )mount of e

6oan purpose

+urchase '-

e4mortgage eno8ation !Euity release%onstruction %onstruction 73ebt consolide4mortgage e4mortgage o%ombination M1n8estment MoWor$ing %apit7ther '!-2o 3ata 23-

+rincipal +ayment Freuency

Freuency of

number of mo

Monthly '-Guarterly &-Semi annually

)nnual


8/41

AS/. Mandatory Static Type of 6oan 6ist

AS// Mandatory 3ynamic 9alloon )mount 2umeric The balloon pa

AS/ 7ptional 3ynamic 2ext +ayment 3ate 3ate

AS/ Mandatory 3ynamic +ayment type 6ist

AS/9 7ptional Static +repayment +enalty 2umeric

AS0 7ptional Static +rincipal 0race +eriod End 3ate 3ate

AS1 7ptional Static 1nterest 0race +eriod End 3ate 3ate

AS2 !lan"

AS, !lan"

AS !lan"

AS. !lan"

AS/ !lan"

AS !lan"

AS !lan"

AS9 !lan"

3nterest Rate

AS0 Mandatory 3ynamic %urrent 1nterest ate 2umeric %urrent intere

AS1 Mandatory 3ynamic 1nterest %ap ate 2umeric

AS2 Mandatory Static 1nterest Floor ate 2umeric

AS, Mandatory 3ynamic 1nterest ate Type 6ist

Term '-e8ol8ing %re7ther !-2o 3ata 23-

3ate of next p

refer to Taxon

3irect 3ebit 'Standing 7rde%heue !-%ash


9/41

AS Mandatory 3ynamic %urrent 1nterest ate 1ndex 6ist

AS. Mandatory 3ynamic %urrent 1nterest ate Margin 2umeric

AS/ 7ptional 3ynamic e8ision Margin ' 2umeric

AS 7ptional 3ynamic 1nterest e8ision 3ate ' 3ate

AS 7ptional 3ynamic e8ision Margin & 2umeric

AS9 7ptional 3ynamic 1nterest e8ision 3ate & 3ate 5 2umeric

AS90 7ptional 3ynamic e8ision Margin ! 2umeric

AS91 7ptional 3ynamic 1nterest e8ision 3ate ! 3ate

AS92 7ptional 3ynamic e8ised 1nterest ate 1ndex 6ist

AS9, 7ptional Static Final Margin 2umeric

AS9 Mandatory Static 1nterest eset +eriod 6ist

AS9. !lan"

AS9/ !lan"

AS9 !lan"

%urrent intererate off which set-:' month 6197' month E! month 6197! month E# month 6197# month E'& month 6197'& month E9oE 9ase atE%9 9ase aStandard Jaria7ther '&-

%urrent intereloans this is thrate, for floatino8er or under index rate

The margin fodate. 1f no datfor inputs.

3ate interest rdiscount margloan re4fixed ereset date-. 1f Taxonomy for


3ate of &nd ina8ailable refer


3ate of !rd inta8ailable refer

2ext interest rfield )S@ 5 2

AS1,2 Mandatory 3ynamic )llocated 6osses 2umeric The allocated

AS1,, 7ptional 3ynamic edemption 3ate 3ate

AS1, Mandatory 3ynamic 3ate 6oss )llocated 3ateThe date when

2umber of dayprior to redem

3efault or Foreclosure on the loan perthe transaction definition

Whether thereforeclosure ondefinition. 1f noTaxonomy for

3efault or Foreclosure on the loan per9asel 111 definition

Whether thereforeclosure ondefinition. 1f noTaxonomy for

eason for 3efault 9asel 11 definition-

sing 9asel 11

9an$ruptcy 5 1nFailure to +ay 9reach of Term7ther


12/41

AS1,. 7ptional 3ynamic eal Estate Sale +rice 2umeric

AS1,/ 7ptional 3ynamic 2umeric

AS1, 7ptional 3ynamic 3ate of End of Wor$4out 3ate

AS1, 7ptional 3ynamic Foreclosure %ost 2umeric

The sale pricesame currency

Total +roceeds f rom 7ther %ollateral or0uarantees

The total procor guaranteesthe same curr

loan. 1f no datafor inputs.

3ate on whichfinished. 1f no Taxonomy for

The cost of thedata a8ailable


13/41

ECB "oan "e#el Data - Reportin$ TeAmortisation

&iel' num%er riorit( TA) &iel' *ame

AS, Mandatory Static 6oan 1dentifier

AS1.0 Mandatory 3ynamic 7utstanding 9alance +eriod '

AS1.1 Mandatory 3ynamic

555 ... ... ...

Mandatory 3ynamic

Mandatory 3ynamic

555 ... ... ...

AS1, Mandatory 3ynamic

AS1,9 Mandatory 3ynamic

7utstanding 9alance +eriod '3ate

AS61.2-1,/7 8e#ennum%ers

7utstanding 9alance +eriod L&4=

AS61.,-1,7 8o''num%ers

7utstanding 9alance +eriod L&4= 3ate

7utstanding 9alance +eriod#??

7utstanding 9alance +eriod#?? 3ate

*ote: T4e epectation is to pro#i'e amortisation out to maturit( o! t4e loan 8ma no5 o! pt4en pro#i'e 0 in su%sequent !iel's5


14/41

plate !or SME - Decem%er 2011Profile

Data T(pe &iel' De!inition + Criteria

Text52umeric niue identifier for each loan

2umeric

)mortisation +rofile with ?I prepayments

3ate3ate associated with +eriod ' 9alance

... ...

2umeric)mortisation +rofile with ?I prepayments

3ate3ate associated with +eriod L&4= 9alance

... ...

2umeric)mortisation +rofile with ?I prepayments

3ate 3ate associated with +eriod #?? 9alance

erio's assume' to %e .0 (ears ;it4 mont4l( amortisation5 3! s4orter maturit(


15/41

ECB "oan "e#el Data - Reportin$ T

Note# This tab is to be completed for each p

&iel' num%er riorit( TA) &iel' *ame

Collateral

CS1 Mandatory Static %ollateral 13

CS2 Mandatory Static 6oan 1dentifier

CS, Mandatory Static Security Type

CS 7ptional 3ynamic

CS. 7ptional 3ynamic %ollateralisation atio

CS/ Mandatory Static

CS 7ptional Static Finished +roperty;

CS 7ptional Static 6icensed +roperty;

%ollateral 8alue

%ollateral Type


16/41

CS9 7ptional Static )sset 1nsurance

CS10 Mandatory Static

CS11 Mandatory Static 7riginal Jaluation 3ate

CS12 Mandatory 3ynamic %urrent Jaluation 3ate

CS1, Mandatory Static 7riginal Jaluation Type

CS1 Mandatory 3ynamic an$ing

CS1. 7ptional 3ynamic +rior 9alances

CS1/ Mandatory Static +roperty +ostcode

CS1 7ptional Static 0eographic egion

CS1 7ptional 3ynamic


7riginal Jaluation)mount

nconditional +ersonal0uarantee )mount

nconditional%orporate 5Third +arty

0uarantee )mount


17/41

CS20 7ptional Static



CS2, Mandatory Static

CS2 Mandatory Static %olleteral %urrency

CS2. 7ptional Static

CS2/ 7ptional Static

CS2 7ptional Static +rior 9alance %urrency

CS2 !lan"

%orporate 0uarantor1dentifier

%orporate 0uarantor

9an$ 1nternal ' >ear+robability 3efault

%orporate 0uarantor6ast 1nternal ating

e8iew

7rigination %hannel 5)rranging 9an$ or

3i8ision

+ersonal 0uarantee%urrency

%orporate 0uarantee%urrency


18/41

mplate !or SME - Decem%er 2011 /iece of collateral rele$ant to a gi$en loan

Data T(pe &iel' De!inition + Criteria

Textniue collateral code for the originating entity

Text52umeric

6ist

2umeric

2umeric

6ist

> 5 2

> 5 2

niue loan identifier associated with the collateral.These should match the identifiers from field )S!

1s there a Fixed or Floating charge o8er the assets;Fixed %harge '-Floating %harge &-2o %harge !-7ther


19/41

> 5 2

2umeric

3ate

3ate

6ist

Text

2umeric

Text

6ist

2umeric

nconditional +ersonal 0uarantee )mount

2umeric

3oes asset ha8e insurance; 1f no data a8ailable referto Taxonomy for inputs.

+roperty 8alue as of date of latest loan ad8ance priorto a securitisation

3ate of latest property 8aluation at time of latest loanad8ance prior to a securitisation. 1f no data a8ailablerefer to Taxonomy for inputs.

This should be the date of the most recent 8aluation%S


20/41

Text52umeric

2umeric

3ate

6ist

6ist

6ist

6ist

6ist

niue identifier for guarantor to flag which entity isguaranteeing the loan. 1f no data a8ailable refer toTaxonomy for inputs.

%orporate 0uarantor 9an$ 1nternal ' >ear +robability3efault

3ate of %orporate 0uarantor 6ast 1nternal atinge8iew. 1f no data a8ailable refer to Taxonomy forinputs.

7ffice networ$ '-9ro$er &-1nternet !-7ther


21/41

0ermany France 1taly Spain The 2etherlands )ustria


22/41


23/41


24/41

9elgium 9ulgaria %yprus %ech republi 3enmar$ Estonia Finland


25/41


26/41


27/41

0reece Dungary 1reland 6at8ia 6ithuania 6uxembourg Malta


28/41


29/41


30/41

2orway +oland +ortugal omania Slo8a$ia Slo8enia Sweden


31/41


32/41


33/41

ECB "oan "e#el Data - Reportin

&iel' *o riorit( TA) &iel' *ame Data T(pe

SME &iel's at Securit( or Bon' "e#el Data

BS1 Mandatory 3ynamic eport 3ate 3ate

BS2 Mandatory Static 1ssuer Text

BS, 7ptional 3ynamic Ending eser8e )ccount 9alance 2umeric

BS 7ptional 3ynamic Target eser8e )ccount 9alance 2umeric

BS. Mandatory 3ynamic 3rawings under 6iuidity Facility > 5 2

BS/ 7ptional 3ynamic 6ist

BS !lan"

BS !lan"

BS9 !lan"

BS10 !lan"

SME &iel's at Collateral "e#el Data

BS11 7ptional 3ynamic Excess Spread )mount 2umeric

BS12 Mandatory 3ynamic Trigger Measurements5atios > 5 2

BS1, Mandatory 3ynamic 2umeric

BS1 !lan"

BS1. !lan"

BS1/ !lan"

BS1 !lan"

BS1 !lan"SME &iel's !or Transaction Report Contact 3n!ormation

%urrency of eser8e )ccount9alance

)8erage %onstant +re4paymentate


34/41

BS19 Mandatory Static +oint %ontact Text

BS20 Mandatory Static %ontact 1nformation Text

BS21 !lan"

BS22 !lan"

BS2, !lan"

BS2 !lan"


35/41

$ Template !or SME - Decem%er 2011

&iel' De!inition + Criteria

The date on which the transaction report was issued. )ll dates ta$e >>>>4MM433 format

2ame of issuer and issue series, if applicable

The balance of funds on deposit in the reser8e account at the )ccrual End 3ate

%urrency of eser8e )ccount 9S! B 9S


36/41

2ame of the department or the point persons- of the information sources

Telephone number B e4mail address


37/41

ECB "oan "e#el Data - Reporti

&iel' *o riorit( TA) &iel' *ame Data T(pe

SME &iel's at Tranc4e "e#el

BS2. Mandatory Static 9ond %lass 2ame Text 5 2umeric

BS2/ Mandatory Static Text 5 2umeric

BS2 Mandatory 3ynamic 1nterest +ayment 3ate 3ate

BS2 Mandatory 3ynamic +rincipal +ayment 3ate 3ate

BS29 Mandatory Static 9ond %urrency Text

BS,0 7ptional Static 7riginal +rincipal 9alance 2umeric

BS,1 7ptional 3ynamic 2umeric

BS,2 Mandatory Static eference ate 6ist

BS,, 7ptional 3ynamic ele8ant Margin 2umeric

BS, 7ptional 3ynamic %oupon eference ate 2umeric

BS,. 7ptional 3ynamic %urrent %oupon 2umeric

BS,/ 7ptional 3ynamic %umulati8e 1nterest Shortfall 2umeric

BS, 7ptional 3ynamic %umulati8e +rincipal Shortfalls 2umeric

BS, Mandatory Static 6egal Maturity 3ate

BS,9 Mandatory Static 9ond 1ssue 3ate 3ate

1nternational Securities 1dentification2umber

Total Ending 9alance Subseuent to+ayment


38/41

$ Template !or SME - Decem%er 2011

&iel' De!inition + Criteria

The 7riginal +rincipal 9alance of a specific tranche of SME at issuance

The par, or notional, balance of a specific tranche of SME after the current +rincipal +ayment 3ate

The cumulati8e amount of +rincipal Shortfall as at the end of the current )ccrual +eriod I-

The date before which a specific tranche of SME must be repaid in order not to be in default

3ate the bonds were issued

The designation typically a letter and5or number- gi8en to a tranche of 9onds which exhibit the

same rights, priorities and characteristics as defined in the prospectus i.e. Series ', %lass )' etc.

The security identification code assigned to each class of SME pursuant to standards establishedby the 1nternational Standards 7rganisation 1S12- or other uniue securities code established byan exchange or other entity

The periodic date on which the last payment of interest to holders of a specific tranche of SME isscheduled to occur

The last periodic date on which a payment of principal to holders of a specific tranche of SME isscheduled to occur

9ond denomination.See Taxonomy for full list of %urrencies

The base reference interest index as defined in the offering document e.g. ! month E197-applicable to a specific tranche of SME' month 6197 '-' month E197 &-! month 6197 !-! month E197


39/41

Value

'

&

!

>>>4MM

2ot rele8ant at the present time

2ot applicable for the (uristiction see table in C)ssetsC and C%ollateralC sheets-

Where 23 2o 3ata- is entered in the loan le8el template, it should also be accompanied by one of the six predefinedreasons below. The reason code must be entered in the original field and delimited with commas as per the examplesbelow. Fields should not be left blan$.


41/41

Eample

23,'

23,&

23,!

23,>>>4MM

23,=

23,#

SME Loan Level-template 2011-12-21

Documents