{
  "url": "https://openlegislation.uk/eu-regulation-2015-3/annex-VII",
  "json_url": "https://openlegislation.uk/eu-regulation-2015-3/annex-VII.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/VII",
  "kind": "annex",
  "number": "VII",
  "heading": "Loan Level Data — Reporting template for structured finance instruments backed by leases to individuals or businesses",
  "text": "Field 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\nServicer name.\nBackup Servicer Name\nDynamic\nText\nName of the Backup Servicer.\nLease-Level Information\nLease Identifier\nStatic\nText/Numeric\nUnique identifier (ID) for each Lease which should be encrypted to ensure anonymity. The Lease ID should not change through the life of the transaction.\nOriginator\nStatic\nText\nLender that advanced the original Lease. Where original originator is not known, for example in case of mergers, name of Seller to be provided.\nLessee Identifier\nStatic\nText/Numeric\nUnique identifier (ID) per Lessee which should be encrypted (not showing the real name) to ensure anonymity — to enable Lessees with multiple Leases in the pool to be identified.\nGroup Company Identifier\nDynamic\nText/Numeric\nUnique group company identifier.\nLease Currency Denomination\nStatic\nList\nLease currency denomination.\nCountry\nStatic\nList\nCountry of permanent establishment of the lessee.\nGeographic Region\nStatic\nList\nThe region where the obligor is located as at underwriting.\nLessee Legal Form/Business Type\nStatic\nList\nLegal form of lessee.\nBorrower Basel III Segment\nStatic\nList\nCorporate (1).\nOriginator Affiliate?\nStatic\nY/N\nIs the borrower an affiliate of the originator?\nSyndicated?\nStatic\nY/N\nIs the lease syndicated?\nBank Internal Rating\nDynamic\n99(3).99\nBank internal 1 Year Probability of Default.\nLast Internal Obligor Rating Review\nDynamic\nYYYY-MM\nDate of last internal review of obligor as referenced in ‘Bank Internal Rating’.\nBank Internal Loss Given Default (LGD) Estimate\nDynamic\n9(3).99\nLoss Given Default in normal economic conditions. Do not include the % symbol.\nNACE Industry Code\nStatic\nText/Numeric\nBorrower industry NACE Code.\nSubsidised\nDynamic\nY/N\nIs the lease subsidised (to the best of your knowledge)?\nDate Removed from the Pool\nDynamic\nYYYY-MM\nDate that the lease was removed from the pool, e.g. on repurchase, expiry of lease term, prepayment or end of recovery process.\nLease Characteristics\nLease Origination Date\nStatic\nYYYY-MM\nDate of lease origination.\nDate of Lease Maturity\nDynamic\nYYYY-MM\nThe expected expiry date of the lease maturity.\nPool Addition Date\nStatic\nYYYY-MM\nDate that the lease was transferred to the SPV. For all leases in the pool as at the date of the pool cut-off.\nLease Term\nStatic\n99(4).99\nOriginal contractual term (number of months).\nOriginal Principal Balance\nStatic\n9(11).99\nOriginal Principal (or discounted) lease balance (inclusive of capitalised fees) at origination.\nCurrent Principal Outstanding Balance\nDynamic\n9(11).99\nPrincipal (or discounted) lease balance outstanding as of the pool cut-off date, including any amounts that have been added to the lease balance and are part of the principal in the transaction.\nSecuritised Residual Value\nStatic\n9(11).99\nResidual value amount which has been securitised only.\nRepayment Method\nStatic\nList\nType of principal repayment.\nPrincipal Payment Frequency\nStatic\nList\nFrequency of principal payments due, i.e. number of months between payments.\nInterest Payment Frequency\nStatic\nList\nFrequency of interest payments due, i.e. number of months between payments.\nPayment Due\nDynamic\n9(11).99\nThe next periodic contractual payment due (the payment due if there are no other payment arrangements in force).\nOption to Buy Price\nStatic\n9(11).99\nThe amount the lessee has to pay at the end of the lease in order to take ownership of the asset, other than the payment referred to in field ‘Securitised Residual Value’.\nDown Payment Amount\nStatic\n9(11).99\nAmount of deposit/down payment on origination of lease (this should include the value of traded-in equipment etc.).\nAmortisation Type\nDynamic\nList\nAmortisation type.\nPayment Method\nDynamic\nList\nUsual method of payment (can be based upon last payment received).\nProduct Type\nStatic\nList\nThe classification of the lease, per lessor’s definitions.\nUpdated Residual Value of Asset\nDynamic\n9(11).99\nMost recent forecast residual value of the asset at the end of the lease term. Response may be rounded.\nDate of Updated Residual Valuation of Asset\nDynamic\nYYYY-MM\nThe date that the most recent updated estimation of the residual value of the asset was calculated.\nInterest Rate\nInterest Rate Reset Interval\nStatic\n9(2).99\nNumber of months between each interest rate reset date.\nCurrent Interest Rate or Discount Rate\nDynamic\n9(4).9(5)\nTotal current interest rate (%) or discount rate applicable to the lease.\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 lease.\nDiscount Rate\nStatic\n9(4).9(5)\nDiscount rate applied to the receivable when it was sold to the SPV.\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. Arrears defined as: Total payments due to date LESS Total payments received to date LESS any amounts capitalised. This should not include any fees applied to the account.\nNumber of Months in Arrears\nDynamic\n9(5).99\nNumber of months this Lease is in arrears (at pool cut-off date) according to the definition of the issuer.\nDefault or Foreclosure on the Lease\nDynamic\nY/N\nWhether there has been a default or foreclosure on the lease per the transaction definition, or alternatively, per the lessor’s usual definition.\nDefault or Foreclosure on the Lease per Basel III definition\nDynamic\nY/N\nWhether there has been a default or foreclosure on the Lease per Basel III definition.\nReason for Default (Basel III definition)\nDynamic\nList\nUsing Basel III definition, reason for default.\nDefault Date\nDynamic\nYYYY-MM\nDate the Lease defaulted per the transaction default definition, or alternatively, per the lessor’s usual definition.\nDefault Amount\nDynamic\n9(11).99\nTotal default amount (per the transaction definition, or alternatively, per the lessor’s usual definition) before the application of sale proceeds and recoveries.\nCumulative Recoveries\nDynamic\n9(11).99\nCumulative recoveries on this account, net of costs.\nAllocated Losses\nDynamic\n9(11).99\nThe allocated losses to date.\nRedemption Date\nDynamic\nYYYY-MM\nDate on which account redeemed or the date that the recovery process was completed for defaulted leases.\nDate Loss Allocated\nDynamic\nYYYY-MM\nThe date when the loss was allocated.\nAccount Status\nDynamic\nList\nCurrent status of account.\nArrears 1 Month Ago\nDynamic\n9(11).99\nArrears balance (defined as per ‘arrears balance’) for the previous month.\nArrears 2 Months Ago\nDynamic\n9(11).99\nArrears balance (defined as per ‘arrears balance’) two months ago.\nLitigation\nDynamic\nY/N\nFlag to indicate litigation proceedings underway (if account has recovered and is no longer being actively litigated this should be re-set to N).\nSale Price\nDynamic\n9(11).99\nPrice achieved on sale of asset in case of foreclosure, in same currency denomination as lease.\nLoss on Sale\nDynamic\n9(11).99\nTotal loss net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries).\nResidual Value Losses\nDynamic\n9(11).99\nResidual value loss arising on turn-in of asset.\nCollateral\nCountry of Asset\nStatic\nList\nThe country where the asset is located.\nAsset Manufacturer\nStatic\nText\nName of the manufacturer.\nAsset Name/Model\nStatic\nText\nName of the asset/model.\nNew or Used Asset\nStatic\nList\nCondition of asset at point of lease origination.\nOriginal Residual Value of Asset\nStatic\n9(11).99\nThe estimated residual value of the asset at the date of lease origination.\nAsset Type\nStatic\nList\nAsset type.\nOriginal Valuation amount\nStatic\n9(11).99\nValuation of asset at lease origination.\nOriginal Valuation type\nStatic\nList\nValuation type at lease origination.\nOriginal Valuation date\nStatic\nYYYY-MM\nDate of asset valuation at origination.\nUpdated Valuation amount\nDynamic\n9(11).99\nLatest asset valuation.\nUpdated Valuation type\nDynamic\nList\nValuation type at most recent valuation date.\nUpdated Valuation date\nDynamic\nYYYY-MM\nDate of latest asset valuation. If no revaluation has occurred since origination, enter original valuation date.\nBOND INFO:\nField Name\nStatic/Dynamic\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.\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 since closing, in currency amount.\nRevolving Period End Date\nDynamic\nYYYY-MM\nThe date that the 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 this 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.\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 offering document applicable to this specific tranche of Bond.\nLegal Maturity\nStatic\nYYYY-MM-DD\nThe date before which this specific tranche must be 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/VII",
    "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."
}