{
  "url": "https://openlegislation.uk/eu-regulation-2015-3/annex-V",
  "json_url": "https://openlegislation.uk/eu-regulation-2015-3/annex-V.json",
  "legislation": "eur/2015/3",
  "legislation_title": "Commission Delegated Regulation (EU) 2015/3 of 30 September 2014 supplementing Regulation (EC) No 1060/2009 of the European Parliament and of the Council with regard to regulatory technical standards on disclosure requirements for structured finance instruments (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2015-3",
  "path": "annex/V",
  "kind": "annex",
  "number": "V",
  "heading": "Loan Level Data — Reporting template for structured finance instruments backed by loans to consumers",
  "text": "ASSETS:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nDeal-Specific Information\nPool Cut-off Date\nDynamic\nYYYY-MM-DD\nPool or Portfolio cut-off date. This is the date at which the underlying asset data within the report is referenced.\nPool Identifier\nStatic\nText/Numeric\nPool or Portfolio identifier/name of transaction.\nServicer Name\nDynamic\nText/Numeric\nUnique identifier per servicer to flag which entity is servicing the loan.\nBackup Servicer Name\nDynamic\nText\nName of the Backup Servicer.\nLoan Level Information\nLoan Identifier\nStatic\nText/Numeric\nUnique identifier for a particular loan in the pool.\nOriginator\nStatic\nText\nLender that advanced the original loan.\nBorrower Identifier\nStatic\nText/Numeric\nUnique identifier for a borrower. This must be encrypted (i.e. not the actual identification number) to ensure anonymity of the borrower.\nLoan Currency Denomination\nStatic\nList\nLoan currency denomination.\nTotal Credit Limit\nDynamic\n9(11).99\nFor loans with flexible re-draw/revolving characteristics — the maximum loan amount that could potentially be outstanding.\nRevolving End Date - Loan\nDynamic\nYYYY-MM\nFor loans with flexible re-draw/revolving characteristics — the date when the flexible features are expected to expire, i.e. when the revolving period will end.\nBorrower's Employment Status\nStatic\nList\nEmployment status of the primary applicant.\nPrimary Income\nStatic\n9(11).99\nPrimary borrower underwritten gross annual income (not rent). Should be rounded to the nearest 1 000 units.\nPrimary Income Currency\nStatic\nList\nThe income currency denomination.\nIncome Verification for Primary Income\nStatic\nList\nIncome verification for primary income.\nGeographic Region\nStatic\nList\nThe region where the borrower is located.\nOrigination Date\nStatic\nYYYY-MM\nDate of original loan advance.\nExpected Loan Maturity\nDynamic\nYYYY-MM\nThe expected date of maturity of the loan.\nOriginal Loan Term\nStatic\nNumeric\nOriginal contractual term (number of months).\nPool Addition Date\nStatic\nYYYY-MM\nThe date that the loan was transferred to the SPV.\nOriginal Principal Balance\nStatic\n9(11).99\nOriginal loan principal balance (inclusive of capitalised fees) at origination.\nCurrent Principal Outstanding Balance\nDynamic\n9(11).99\nThe loan principal balance outstanding as of the pool cut-off date. Exclude any interest arrears or penalty amounts.\nScheduled Payment Due\nDynamic\n9(11).99\nThe next contractual scheduled payment due (the payment due if there are no other payment arrangements in force).\nScheduled Payment Frequency\nDynamic\nList\nPayment frequency.\nRepayment Method\nDynamic\nList\nType of principal repayment.\nInterest Rate Reset Interval\nStatic\n9(2).99\nNumber of months between each interest rate reset date.\nCurrent Interest Rate\nDynamic\n9(4).9(8)\nTotal current interest rate (%) applicable to the loan. Do not include the % symbol.\nCurrent Interest Rate Basis\nDynamic\nList\nCurrent interest rate basis.\nCurrent Interest Rate Margin\nDynamic\n9(4).9(5)\nCurrent interest rate (%) margin of the loan. For fixed-rate loans, this is the same as Current Interest Rate.\nNumber of Borrowers\nDynamic\nNumeric\nNumber of borrowers to the loan.\nPercentage of Prepayments allowed\nDynamic\n9(3).99\nMaximum percentage of the outstanding balance allowed annually as a prepayment without incurring a penalty. Do not include the % symbol.\nEarly Repayment Charges\nDynamic\n9(3).99\nPercentage of the outstanding balance which is payable as a charge if the prepayment limit is exceeded. Do not include the % symbol.\nCustomer Type\nStatic\nList\nCustomer type at origination.\nPayment Method\nDynamic\nList\nUsual method of payment (can be based upon last payment received).\nDate Removed from the Pool\nDynamic\nYYYY-MM\nDate that the loan was removed from the pool, e.g. on repurchase, redemption, prepayment or end of recovery process.\nEmployee\nStatic\nY/N\nIs the borrower an employee of the originator?\nInterest Cap Rate\nDynamic\n9(4).9(8)\nIf there is a cap to the interest rate that can be charged on this account, enter this cap here.\nInterest Floor Rate\nDynamic\n9(4).9(8)\nIf there is a floor to the interest rate that can be charged on this account, enter this floor here.\nPerformance Information\nArrears Balance\nDynamic\n9(11).99\nCurrent balance of arrears, defined as the sum of minimum contractual payments due but unpaid by the borrower.\nNumber of Months in Arrears\nDynamic\n9(5).99\nNumber of months the loan is in arrears as of the pool cut-off date.\nDefault Date\nDynamic\nYYYY-MM\nThe date of default.\nGross Default Amount\nDynamic\n9(11).99\nGross default amount on this account.\nCumulative Recoveries\nDynamic\n9(11).99\nCumulative recoveries on this account, net of costs.\nRedemption Date\nDynamic\nYYYY-MM\nDate on which account redeemed or the date that the recovery process was completed for defaulted loans.\nAccount Status\nDynamic\nList\nCurrent status of account.\nArrears Balance Capitalised\nDynamic\n9(11).99\nSum of arrears capitalised to date.\nDate of Most Recent Arrears Capitalisation\nDynamic\nYYYY-MM\nMost recent date that arrears were capitalised on this account.\nBOND INFO:\nField Name\nDynamic/Static\nData Type\nField Definition and Criteria\nSecurity or Bond Level Information\nReport Date\nDynamic\nYYYY-MM-DD\nThe date on which the transaction report was issued, i.e. the submission date of the completed loan-level data template to the data repository.\nIssuer\nStatic\nText\nName of issuer and issue series, if applicable.\nAll Reserve Accounts at Target Balance\nDynamic\nY/N\nAre all reserve accounts (cash reserve, commingling reserve, set-off reserve etc.) at their required levels?\nDrawings under Liquidity Facility\nDynamic\nY/N\nHas the liquidity facility been used to cover shortfalls in the period ending on the last interest payment date?\nTrigger Measurements/Ratios\nDynamic\nY/N\nHas any trigger event occurred?\nAnnualised Constant Prepayment Rate\nDynamic\n9(3).99\nThe annualised Constant Prepayment Rate (CPR) of the underlying receivables based upon the most recent periodic CPR. Periodic CPR is equal to the total unscheduled principal received in the most recent period divided by the start of period principal balance. This is then annualised as follows:\n1-((1-Periodic CPR)^number of periods in a year)\nDo not include the % symbol.\nTotal Receivables Sold to SPV\nDynamic\n9(11).99\nSum of principal amount of receivables sold to SPV (i.e. at closing and during the replenishment period if applicable) to date.\nCumulative Gross Defaults – Pool\nDynamic\n9(11).99\nSum of all gross defaults since closing, in currency amount.\nCumulative Recoveries - Pool\nDynamic\n9(11).99\nSum of all recoveries in the pool since closing, net of costs, in currency amount.\nRevolving Period End Date\nDynamic\nYYYY-MM\nThe date that the transaction revolving period is expected to end, or actually ended.\nTransaction Report Contact Information\nPoint Contact\nStatic\nText/Numeric\nName of the department and the point person(s) of the information sources.\nContact Information\nStatic\nText/Numeric\nTelephone number and e-mail address.\nBOND INFO BY TRANCHE:\nField Name\nStatic/Dynamic\nData Type\nField Definition and Criteria\nTranche Level Information\nBond Class Name\nStatic\nText/Numeric\nThe designation (typically a letter and/or number) given to a tranche of bonds which exhibit the same rights, priorities and characteristics as defined in the prospectus, i.e. Series 1 Class A1a etc.\nInternational Securities Identification Number\nStatic\nText/Numeric\nThe international security identification code or codes, or if no ISIN then any other unique securities code such as a CUSIP, assigned to this tranche by an exchange or other entity. If more than one code, enter comma-delimited.\nInterest Payment Date\nDynamic\nYYYY-MM-DD\nThe first occurring date, after the pool cut-off date being reported, upon which interest payments are scheduled to be distributed to bondholders of this tranche.\nPrincipal Payment Date\nDynamic\nYYYY-MM-DD\nThe first occurring date, after the pool cut-off date being reported, upon which principal payments are scheduled to be distributed to bondholders of this tranche.\nBond Currency\nStatic\nList\nThe denomination of this tranche.\nReference Rate\nStatic\nList\nThe base reference interest index as defined in the prospectus applicable to this specific tranche.\nLegal Maturity\nStatic\nYYYY-MM-DD\nThe date by which this specific tranche must be fully repaid in order not to be in default.\nBond Issue Date\nStatic\nYYYY-MM-DD\nDate the bonds were issued.\nInterest Payment Frequency\nStatic\nList\nThe frequency with which interest is due to be paid on this tranche.",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2015/3/annex/V",
    "retrieved_at": "2026-11-01T14:46:58.999912+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}