ANNEX VII
UNDERLYING EXPOSURES INFORMATION — CREDIT CARD
Field code | Field name | Content to report | ND1-ND4 allowed? | ND5 allowed? |
Underlying exposures information section | ||||
CCDL1 | Unique Identifier | The unique identifier assigned by the reporting entity in accordance with Article 11(1) of Delegated Regulation (EU) 2020/1224. | NO | NO |
CCDL2 | Original Underlying Exposure Identifier | Unique underlying exposure identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
CCDL3 | New Underlying Exposure Identifier | If the original identifier in field CCDL2 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL2. The reporting entity must not amend this unique identifier. | NO | NO |
CCDL4 | Original Obligor Identifier | Original unique obligor identifier. The identifier must be different from any external identification number, in order to ensure anonymity of the obligor. The reporting entity must not amend this unique identifier. | NO | NO |
CCDL5 | New Obligor Identifier | If the original identifier in field CCDL4 cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in CCDL4. The reporting entity must not amend this unique identifier. | NO | NO |
CCDL6 | Data Cut-Off Date | The data cut-off date for this data submission. | NO | NO |
CCDL7 | Pool Addition Date | The date on which the underlying exposure was transferred to the SSPE. For all underlying exposures in the pool as at the cut-off date in the first report submitted to the securitisation repository, if this information is not available then enter the later of: (i) the closing date of the securitisation, and (ii) the origination date of the underlying exposure. | NO | YES |
CCDL8 | Date Of Repurchase | Date on which the underlying exposure was repurchased from the pool. | NO | YES |
CCDL9 | Geographic Region — Obligor | The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification has been produced by Eurostat (e.g. a non-EU jurisdiction), enter the two-digit country code in {COUNTRYCODE_2} format followed by ‘ZZZ’. | YES | NO |
CCDL10 | Geographic Region Classification | Enter the year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. | YES | NO |
CCDL11 | Employment Status | Employment status of the primary obligor: Employed — Private Sector (EMRS) Employed — Public Sector (EMBL) Employed — Sector Unknown (EMUK) Unemployed (UNEM) Self-employed (SFEM) No Employment, Obligor is Legal Entity (NOEM) Student (STNT) Pensioner (PNNR) Other (OTHR) | YES | NO |
CCDL12 | Credit Impaired Obligor | Confirm that, pursuant to Article 20(11) of Regulation (EU) 2017/2402, at the time that this underlying exposure was selected for transfer to the SSPE, the exposure was neither in default within the meaning of Article 178(1) of Regulation (EU) No 575/2013 nor constituted an exposure to a credit-impaired debtor or guarantor, who, to the best of the originator’s or original lender’s knowledge: Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. has been declared insolvent or had a court grant his creditors a final non-appealable right of enforcement or material damages as a result of a missed payment within three years prior to the date of origination or has undergone a debt restructuring process with regard to his non-performing exposures within three years prior to the date of transfer or assignment of the underlying exposures to the SSPE, except if: a restructured underlying exposure has not presented new arrears since the date of the restructuring, which must have taken place at least one year prior to the date of transfer or assignment of the underlying exposures to the SSPE; and the information provided by the originator, sponsor and SSPE in accordance with points (a) and (e)(i) of the first subparagraph of Article 7(1) explicitly sets out the proportion of restructured underlying exposures, the time and details of the restructuring as well as their performance since the date of the restructuring; was, at the time of origination, where applicable, on a public credit registry of persons with adverse credit history or, where there is no such public credit registry, another credit registry that is available to the originator or original lender; or has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher than for comparable exposures held by the originator which are not securitised. | NO | YES |
CCDL13 | Customer Type | Customer type at origination: New customer and not an employee/affiliated with the originator’s group (CNEO) New customer and an employee/affiliated with the originator’s group (CEMO) New customer and employee/affiliation not recorded (CNRO) Existing customer and not an employee/affiliated with the originator’s group (ENEO) Existing customer and an employee/affiliated with the originator’s group (EEMO) Existing customer and employee/affiliation not recorded (ENRO) Other (OTHR) | YES | NO |
CCDL14 | Primary Income | Primary obligor annual income used to underwrite the underlying exposure at the time of origination. Where the primary obligor is a legal person/entity, enter that obligor’s annual revenue. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | YES | NO |
CCDL15 | Primary Income Type | Indicate what income in CCDL14 is displayed: Gross annual income (GRAN) Net annual income (net of tax and social security) (NITS) Net annual income (net of tax only) (NITX) Net annual income (net of social security only) (NTIN) Estimated net annual income (net of tax and social security) (ENIS) Estimated net annual income (net of tax only) (EITX) Estimated net annual income (net of social security only) (EISS) Disposable Income (DSPL) Borrower is legal entity (CORP) Other (OTHR) | YES | NO |
CCDL16 | Primary Income Currency | Currency in which the primary obligor’s income or revenue is paid. | YES | NO |
CCDL17 | Primary Income Verification | Primary Income Verification: Self-certified no Checks (SCRT) Self-certified with Affordability Confirmation (SCNF) Verified (VRFD) Non-Verified Income or Fast Track (NVRF) Credit Bureau Information or Scoring (SCRG) Other (OTHR) | YES | NO |
CCDL18 | Special Scheme | If the underlying exposure is governed by any special public sector arrangement, enter the full name (without abbreviations) of the arrangement here. | YES | YES |
CCDL19 | Origination Date | The date on which the account was opened. | YES | NO |
CCDL20 | Origination Channel | Channel of Origination: Internet (WEBI) Branch (BRCH) Telesale (TLSL) Stand (STND) Post (POST) White Label (WLBL) Magazine (MGZN) Other (OTHR) | YES | YES |
CCDL21 | Currency Denomination | The underlying exposure currency denomination. | NO | NO |
CCDL22 | Current Principal Balance | Enter the total current amount owed by the obligor (including all fees and interest) on the account. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CCDL23 | Total Credit Limit | For underlying exposures with flexible re-draw facilities (including revolving characteristics) or where the maximum underlying exposure amount hasn’t been withdrawn in full – the maximum underlying exposure amount that could potentially be outstanding. This field is only to be populated for underlying exposures that have flexible or further drawing characteristics. This is not intended to capture instances where the obligor may renegotiate an increased underlying exposure balance but rather where there is currently the contractual ability for the obligor to do this and for the lender to provide the additional funding. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CCDL24 | Purchase Price | Enter the price, relative to par, at which the underlying exposure was purchased by the SSPE. Enter 100 if no discounting was applied. | NO | YES |
CCDL25 | Principal Grace Period End Date | If applicable as at the data cut-off date, indicate the principal grace period end date. | NO | YES |
CCDL26 | Scheduled Principal Payment Frequency | Frequency of principal payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
CCDL27 | Scheduled Interest Payment Frequency | Frequency of interest payments due, i.e. period between payments: Monthly (MNTH) Quarterly (QUTR) Semi Annual (SEMI) Annual (YEAR) Other (OTHR) | NO | YES |
CCDL28 | Payment Due | The next minimum scheduled payment due from the obligor. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CCDL29 | Current Interest Rate | Total weighted average annualised yield including all fees applicable at last billing date (i.e. this is billed, not cash yield). | NO | YES |
CCDL30 | Current Interest Rate Index | The base reference interest index currently applicable (the reference rate off which the interest rate is set): MuniAAA (MAAA) FutureSWAP (FUSW) LIBID (LIBI) LIBOR (LIBO) SWAP (SWAP) Treasury (TREA) Euribor (EURI) Pfandbriefe (PFAN) EONIA (EONA) EONIASwaps (EONS) EURODOLLAR (EUUS) EuroSwiss (EUCH) TIBOR (TIBO) ISDAFIX (ISDA) GCFRepo (GCFR) STIBOR (STBO) BBSW (BBSW) JIBAR (JIBA) BUBOR (BUBO) CDOR (CDOR) CIBOR (CIBO) MOSPRIM (MOSP) NIBOR (NIBO) PRIBOR (PRBO) TELBOR (TLBO) WIBOR (WIBO) Bank of England Base Rate (BOER) European Central Bank Base Rate (ECBR) Lender’s Own Rate (LDOR) Other (OTHR) | NO | YES |
CCDL31 | Current Interest Rate Index Tenor | Tenor of the current interest rate index: Overnight (OVNG) IntraDay (INDA) 1 day (DAIL) 1 week (WEEK) 2 week (TOWK) 1 month (MNTH) 2 month (TOMN) 3 month (QUTR) 4 month (FOMN) 6 month (SEMI) 12 month (YEAR) On Demand (ONDE) Other (OTHR) | NO | YES |
CCDL32 | Number Of Payments Before Securitisation | Enter the number of payments made prior to the exposure being transferred to the securitisation. | YES | NO |
CCDL33 | Date Of Restructuring | Enter the date at which the underlying exposure has been restructured. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring due to forbearance. In the event of multiple dates, all dates must be provided in accordance with the XML schema. | YES | YES |
CCDL34 | Date Last In Arrears | Date the account was last in arrears. | YES | YES |
CCDL35 | Number Of Days In Arrears | Number of days the account is in arrears as of the data cut-off date. If the account is not in arrears enter 0. | NO | NO |
CCDL36 | Arrears Balance | Current balance of arrears, which is defined as: Total payments due to date PLUS any amounts capitalised PLUS any fees applied to the account LESS total payments received to date. If no arrears then enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | NO |
CCDL37 | Account Status | Current status of the underlying exposure that has been securitised: Performing (PERF) Restructured — No Arrears (RNAR) Restructured — Arrears (RARR) Defaulted according to Article 178 of Regulation (EU) No 575/2013 (DFLT) Not defaulted according to Article 178 of Regulation (EU) No 575/2013 but classified as defaulted due to another definition of default being met (NDFT) Defaulted both according to Article 178 of Regulation (EU) No 575/2013 and according to another definition of default being met (DTCR) Defaulted only under another definition of default being met (DADB) Arrears (ARRE) Repurchased by Seller – Breach of Representations and Warranties (REBR) Repurchased by Seller – Defaulted (REDF) Repurchased by Seller – Restructured (RERE) Repurchased by Seller – Special Servicing (RESS) Repurchased by Seller – Other Reason (REOT) Redeemed (RDMD) Other (OTHR) Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity, and/or other generally-accepted measures of restructuring due to forbearance. | NO | NO |
CCDL38 | Reason for Default or Foreclosure | If the underlying exposure is in default as per Article 178 of Regulation (EU) No 575/2013, select the appropriate reason: In default because the debtor is unlikely to pay, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPXX) In default because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (PDXX) In default both because it is considered that the debtor is unlikely to pay and because any debt is more than 90/180 days past due, in accordance with Article 178 of Regulation (EU) No 575/2013. (UPPD) | YES | YES |
CCDL39 | Default Amount | Total gross default amount before the application of sale proceeds and recoveries. If not in default, enter 0. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CCDL40 | Default Date | The date of default. | NO | YES |
CCDL41 | Cumulative Recoveries | Total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. Include all sources of recoveries here, not just proceeds from the disposal of any collateral. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. | NO | YES |
CCDL42 | Original Lender Name | Give the full legal name of the original lender. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | YES | YES |
CCDL43 | Original Lender Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the original lender. Where no Legal Entity Identifier is available, enter ND5. | YES | YES |
CCDL44 | Original Lender Establishment Country | Country where the original lender is established. | YES | YES |
CCDL45 | Originator Name | Give the full legal name of the underlying exposure originator. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. | NO | NO |
CCDL46 | Originator Legal Entity Identifier | Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the underlying exposure originator. | NO | NO |
CCDL47 | Originator Establishment Country | Country where the underlying exposure originator is established. | NO | NO |