Open Risk (https://www.openriskmanagement.com)
The Non Performing Loan ontology, described using W3C RDF Schema and the Web Ontology Language OWL.
NPLO aims to conform as closely as possible to the published European Banking Authority NPL Data Templates
Release Notes:
- Version 0.1 Defines the main classes, object and data properties of the ontology
application/rdf+xml
Copyright © 2021 Open Risk
Non Performing Loan Ontology (NPLO)
Creative Commons Attribution 3.0 (CC BY 3.0)
The Non Performing Loan Ontology is still in active development. Feedback, ideas, use cases are encouraged
https://www.openriskmanual.org/wiki/EBA_NPL_Template
0.1
Fair Value Through P rofit and Loss
IFRS Stage 1
IFRS Stage 2
IFRS Stage 3 (Impaired)
Other Accounting Standard – Impaired Asset
Other Accounting Standard – Not Impaired
Accounting stages of asset quality, i.e. IFRS Stage 1, IFRS Stage 2, IFRS Stage 3 (impaired), Fair Value Through P&L, Other Accounting Standard – impaired asset, Other Accounting Standard – Not impaired
EBA 1.1 Field Index: 7.023
has_accounting_stages_of_asset_quality
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Accounting_stages_of_Asset_Quality
0.1
Amount of interest that has been accrued but not capitalized to the Loan, as not recognized on the balance sheet
EBA 1.1 Field Index: 7.021
has_accrued_interest_balance_off_book
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Accrued_Interest_Balance_Off_book
0.1
Current amount of outstanding interest as recognised on the balance sheet at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.018
has_accrued_interest_balance_on_book
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Accrued_Interest_Balance_On_book
0.1
EBA 1.1 Field Index: 14.008
Indicator as to whether the guarantee has been activated when "Guarantee" is selected in field "Collateral Type"
has_activation_of_guarantee
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Activation_of_Guarantee
0.1
Corporate Insolvency Procedures which also include funds
Corporate Restructuring Procedures which also include funds
Partnership Insolvency Procedures
Partnership Restructuring Procedures
Private Individual Counterparty Debt Compromise Procedures
Private Individual Counterparty Insolvency Procedures
Additional name of any insolvency or restructuring proceedings to which the Counterparty is subject
EBA 1.1 Field Index: 3.076
has_additional_name_of_insolvencyorrestructuring_proceedings
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Additional_Name_of_InsolvencyorRestructuring_Proceedings
0.1
Additional indication of how advanced the relevant procedure has become as a result of various legal steps in the legal procedure having been completeted
EBA 1.1 Field Index: 3.081
has_additional_stage_reached_in_insolvencyorrestructuring_procedure
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Additional_Stage_Reached_in_InsolvencyorRestructuring_procedure
0.1
EBA 1.1 Field Index: 11.008
Street address where the Property is located at, including flat / house number or name
has_address_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Address_of_Property
0.1
Address where the Corporate Counterparty is registered, including flat / house number
EBA 1.1 Field Index: 3.036
has_address_of_registered_location
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Address_of_Registered_Location
0.1
EBA 1.1 Field Index: 3.01
Street address where the Private Individual Counterparty lives, including flat / house number
has_address_of_residence
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Address_of_Residence
0.1
Annuity (A)
Bespoke Repayment
Interest Only (IO) i.e. no amortisation with a bullet
Linear (L)
Description of the Amortisation type of the loan as per the latest Loan Agreement
EBA 1.1 Field Index: 7.01
has_amortisation_type
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Amortisation_Type
0.1
Amount of accrued costs and fees paid by the receiver and to be invoiced to the Institution
EBA 1.1 Field Index: 16.042
has_amount_of_outstanding_liabilities
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Amount_of_Outstanding_Liabilities
0.1
Additional amount that the current agreed forbearance amount is increased by
EBA 1.1 Field Index: 10.014
has_amount_of_repayment_step_up
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Amount_of_Repayment_Step_Up
0.1
Amount of VAT payable on the disposal of the Unit
EBA 1.1 Field Index: 11.05
has_amount_of_vat_payable
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Amount_of_VAT_Payable
0.1
Amount of annual EBIT held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.058
has_annual_ebit
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Annual_EBIT
0.1
EBA 1.1 Field Index: 3.016
Total annual income of the Private Individual Counterparty
has_annual_income
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Annual_Income
0.1
Annual insurance payment to be paid by receiver
EBA 1.1 Field Index: 16.04
has_annual_insurance_payment
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Annual_Insurance_Payment
0.1
Amount of annual revenue held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.057
has_annual_revenue
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Annual_Revenue
0.1
City centre
City non-centre
Prime city centre
Rural
Suburban
Area type where the Property is located at , i.e. City centre, Suburban and Rural
EBA 1.1 Field Index: 11.014
has_area_type_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Area_Type_of_Property
0.1
EBA 1.1 Field Index: 14.02
Indicator as to whether there is an obligation for the Borrower to purchase the Collateral at the end of the lease
has_asset_purchase_obligation
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Asset_Purchase_Obligation
0.1
EBA 1.1 Field Index: 9.009
The Balance that was sent to the External Debt Collection Agent
has_balance_amount_sent_to_agent
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Balance_Amount_Sent_to_Agent
0.1
Balance of the Loan when the Loan has defaulted (CRR Art.178)
EBA 1.1 Field Index: 7.074
has_balance_at_default
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Balance_at_default
0.1
IFRS
National GAAP
Other
EBA 1.1 Field Index: 3.042
Financial reporting practice the Corporate Counterparty has adopted
has_basis_of_financial_statements
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Basis_of_Financial_Statements
0.1
Building area (square metres) of the Unit
EBA 1.1 Field Index: 11.021
has_building_area_m2
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Building_Area_M2
0.1
Building area (square metres) of the Unit that is lettable
EBA 1.1 Field Index: 11.022
has_building_area_m2_lettable
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Building_Area_M2_Lettable
0.1
Building area (square metres) of the Unit that has been occupied by landlord / tenant
EBA 1.1 Field Index: 11.023
has_building_area_m2_occupied
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Building_Area_M2_Occupied
0.1
Description of the business operations of the Corporate Counterparty, providing more detail for field "Industry Segment"
EBA 1.1 Field Index: 3.048
has_business_description
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Business_Description
0.1
EBA 1.1 Field Index: 7.067
Total capitalised past-due balance as recognised on balance sheet at NPL Portfolio Cut-Off Date i.e. Interest and Legal Fees
has_capitalised_pastdue_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Capitalised_PastDue_Amount
0.1
Amount of cash and cash equivalent items held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.051
has_cash_and_cash_equivalent_items
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Cash_and_Cash_Equivalent_Items
0.1
EBA 1.1 Field Index: 9.01
Total cash recoveries collected by the external collection agent
has_cash_recoveries
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Cash_Recoveries
0.1
Branch
Broker
Internet
Other
Channel through which the Loan was originated, i.e. Branch, Internet and Broker
EBA 1.1 Field Index: 7.002
has_channel_of_origination
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Channel_of_Origination
0.1
Date when the Loan went into charge-off. A charge-off is the declaration by the Institution commonly on Unsecured Retail when the Borrower is severely delinquent, and the Institution starts the recovery process officially.
EBA 1.1 Field Index: 7.075
has_chargeoff_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Chargeoff_Date
0.1
City where the Property is located at
EBA 1.1 Field Index: 11.009
has_city_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.City_of_Property
0.1
City where the Corporate Counterparty is registered
EBA 1.1 Field Index: 3.037
has_city_of_registered_location
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.City_of_Registered_Location
0.1
City where the Private Individual Counterparty lives
EBA 1.1 Field Index: 3.011
has_city_of_residence
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.City_of_Residence
0.1
EBA 1.1 Field Index: 10.016
Indicator as to whether a clause exists to allow the Institution to stop the current forbearance
has_clause_to_stop_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Clause_to_Stop_Forbearance
0.1
EBA 1.1 Field Index: 7.077
Indicator as to whether the Loan is subject to certain Code of Conduct
has_code_of_conduct
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Code_of_Conduct
0.1
EBA 1.1 Field Index: 14.032
Indicator as to whether there is an insurance on the Collateral
has_collateral_insurance
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Collateral_Insurance
0.1
Amount that the collateral insurance covers
EBA 1.1 Field Index: 14.033
has_collateral_insurance_coverage_amount
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Collateral_Insurance_Coverage_Amount
0.1
Date that the collateral is repossessed
EBA 1.1 Field Index: 16.017
has_collateral_repossessed_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Collateral_Repossessed_Date
0.1
Aeroplanes
Auto Mobile Vehicles
Commercial Trucks
Deposit
Energy Related Equipment
Floating Charge
Guarantee
Industrial Equipment
Industrial Vehicles
Life insurance
Machine Tools
Medical Equipment
Nautical Commercial Vehicles
Nautical Leisure Vehicles
Office Equipment
Other Equipment
Other Vehicles
Other financial asset
Other goods/inventory
Rail Vehicles
Securities
EBA 1.1 Field Index: 14.004
Physical type of the Collateral, e.g. Guarantee and Machinery
has_collateral_type
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Collateral_Type
0.1
Date that the Counterparty commenced Insolvency / Restructuring Proceedings
EBA 1.1 Field Index: 3.079
has_commencement_date_of_insolvency_or_restructuring_proceedings
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Commencement_Date_of_Insolvency_or_Restructuring_Proceedings
0.1
EBA 1.1 Field Index: 7.078
Further comments / details on Code of Conduct
has_comments_on_code_of_conduct
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Comments_on_Code_of_Conduct
0.1
EBA 1.1 Field Index: 7.103
Further comments / details on the covenant waiver if "Yes" is selected in field "Covenant Waiver"
has_comments_on_covenant_waiver
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Comments_on_Covenant_Waiver
0.1
EBA 1.1 Field Index: 3.101
Further comments / details if there is other litigation processes in place
has_comments_on_other_litigation_related_process
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Comments_on_Other_Litigation_Related_Process
0.1
EBA 1.1 Field Index: 11.051
Indicator as to whether the construction of the Unit is complete
has_completion_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Completion_of_Property
0.1
Excellent
Fair
Good
Poor
EBA 1.1 Field Index: 11.007
Quality classification of the property
has_condition_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Condition_of_Property
0.1
EBA 1.1 Field Index: 14.023
Specification and option list of the Collateral
has_configuration
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Configuration
0.1
EBA 1.1 Field Index: 3.069
Indicator as to whether the Corporate Counterparty has contingent obligations which will be part of the sale, e.g. the Institution provided a guarantee to a real estate developer on their development
has_contingent_obligations
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Contingent_Obligations
0.1
Contracted date
EBA 1.1 Field Index: 16.022
has_contracted_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Contracted_Date
0.1
Correspondence address of appointed insolvency practitioner
EBA 1.1 Field Index: 3.085
has_correspondence_address_of_appointed_insolvency_practitioner
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Correspondence_address_of_appointed_insolvency_practitioner
0.1
EBA 1.1 Field Index: 9.011
Total amount of costs accrued for external collection as at the NPL Portfolio Cut-Off Date
has_costs_accrued
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Costs_Accrued
0.1
Costs accrued to the buyer
EBA 1.1 Field Index: 16.016
has_costs_accrued_to_buyer
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Costs_Accrued_to_Buyer
0.1
EBA 1.1 Field Index: 16.014
Total costs accrued to the seller at end of sale process
has_costs_at_end_of_sale
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Costs_at_End_of_Sale
0.1
EBA 1.1 Field Index: 3.074
Indicator as to whether the Private Individual Counterparty has passed away
has_counterparty_deceased
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Counterparty_deceased
0.1
Country where the Loan was originated
EBA 1.1 Field Index: 7.005
has_country_of_origination
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Country_of_Origination
0.1
Country where the Corporate Counterparty is registered
EBA 1.1 Field Index: 3.041
has_country_of_registered_location
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Country_of_Registered_Location
0.1
Country where the Private Individual Counterparty resides
EBA 1.1 Field Index: 3.015
has_country_of_residence
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Country_of_Residence
0.1
Court appraisal amount of the Property / Collateral
EBA 1.1 Field Index: 16.007
has_court_appraisal_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Court_Appraisal_Amount
0.1
EBA 1.1 Field Index: 16.006
Unique identifier for the auction process
has_court_auction_identifier
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Court_Auction_identifier
0.1
Court set reserve price for first auction, i.e. minimum price required by the court
EBA 1.1 Field Index: 16.025
has_court_auction_reserve_price_for_first_auction
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Court_Auction_Reserve_Price_for_First_Auction
0.1
Court set reserve price for last auction, i.e. minimum price required by the court
EBA 1.1 Field Index: 16.029
has_court_auction_reserve_price_for_last_auction
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Court_Auction_Reserve_Price_for_Last_Auction
0.1
Court set reserve price for next auction, i.e. minimum price required by the court
EBA 1.1 Field Index: 16.027
has_court_auction_reserve_price_for_next_auction
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Court_Auction_Reserve_Price_for_Next_Auction
0.1
EBA 1.1 Field Index: 7.102
Indicator as to whether there has been a covenant waiver sent out for any breaches of the Loan Agreement
has_covenant_waiver
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Covenant_Waiver
0.1
Full
None
Partial
EBA 1.1 Field Index: 3.064
Indicator as to whether all / some of the loans held by the Counterparty are secured by all / some of the collaterals held by the Counterparty
has_cross_collateralisation_for_counterparty
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Cross_Collateralisation_for_Counterparty
0.1
Full
None
Partial
EBA 1.1 Field Index: 2.008
Indicator as to whether all / some of the loans in the Counterparty Group are secured by all / some of the collaterals within the Counterparty Group ("Full", "Partial", "None")
has_cross_collateralisation_in_counterparty_group
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Cross_Collateralisation_in_Counterparty_Group
0.1
Full
None
Partial
EBA 1.1 Field Index: 3.062
Indicator as to whether contractual breach of any loans held by the Counterparty would trigger the default event of any other loans
has_cross_default_for_counterparty
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Cross_Default_for_Counterparty
0.1
Full
None
Partial
EBA 1.1 Field Index: 2.006
The indicator as to whether Contractual breach of any loans in the Counterparty Group would trigger the contractual default event of the other loans. ("Full", "Partial", "none")
has_cross_default_in_counterparty_group
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Cross_Default_in_Counterparty_Group
0.1
Currency that the annual income of the Private Individual Counterparty is expressed in
EBA 1.1 Field Index: 3.017
has_currency_of_annual_income
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Currency_of_Annual_Income
0.1
Currency that the valuation and cash flows related to the Collateral are expressed in
EBA 1.1 Field Index: 14.006
has_currency_of_collateral
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Currency_of_Collateral
0.1
Currency that the deposit held with the Institution is expressed in
EBA 1.1 Field Index: 3.072
has_currency_of_deposit
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Currency_of_Deposit
0.1
Currency that the items related to enforcement are expressed in
EBA 1.1 Field Index: 16.003
has_currency_of_enforcement
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Currency_of_Enforcement
0.1
Currency that the latest available financial statements are expressed in
EBA 1.1 Field Index: 3.045
has_currency_of_financial_statements
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Currency_of_Financial_Statements
0.1
Currency that the valuation and cash flows related to the Unit are expressed in
EBA 1.1 Field Index: 11.029
has_currency_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Currency_of_Property
0.1
Current annual passing rent charged to the Tenants of the Unit as at latest valuation date
EBA 1.1 Field Index: 11.042
has_current_annual_passing_rent
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Current_Annual_Passing_Rent
0.1
Amount of current assets held by the Corporate Counterparty, excluding cash and cash equivalent items as per the latest available financial statements
EBA 1.1 Field Index: 3.05
has_current_assets
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Current_Assets
0.1
Country that the Collateral is currently registered in as at cut-off date
EBA 1.1 Field Index: 14.025
has_current_country_of_registration
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Current_Country_of_Registration
0.1
Current levels of covenants as at NPL Portfolio Cut-Off date
EBA 1.1 Field Index: 7.085
has_current_covenant_levels
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Covenant_Levels
0.1
EBA 1.1 Field Index: 7.091
External credit rating issued for the Loan at NPL Portfolio Cut-Off Date. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.
has_current_external_credit_rating
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_External_Credit_Rating
0.1
EBA 1.1 Field Index: 3.031
External credit scoring issued to the Private Individual Counterparty at cut-off date
has_current_external_credit_scoring
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Current_External_Credit_Scoring
0.1
Current base rate of the Loan as at NPL Portfolio Cut-Off Date when "Variable" is selected in field "Current Interest Rate Type"
EBA 1.1 Field Index: 7.034
has_current_interest_base_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Interest_Base_Rate
0.1
EBA 1.1 Field Index: 7.035
The current margin above the base rate as stated in the Loan Agreement and applicable at the NPL Portfolio Cut-Off Date
has_current_interest_margin
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Interest_Margin
0.1
EBA 1.1 Field Index: 7.031
The current total interest rate of the loan as stated in the Loan Agreement on and applicable at the NPL Portfolio Cut-Off Date.
has_current_interest_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Interest_Rate
0.1
1m EURIBOR
1m LIBOR
3m EURIBOR
3m LIBOR
6m EURIBOR
6m LIBOR
EONIA
Standard Variable Rate (SVR)
Current interest rate base or reference of the loan as stated in the Loan Agreement and applicable at the NPL Portfolio Cut-Off Date when ‘Variable’ is selected in field ‘Current Interest Rate Type’
EBA 1.1 Field Index: 7.036
has_current_interest_rate_reference
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Interest_Rate_Reference
0.1
Fixed
Mixed
Variable
EBA 1.1 Field Index: 7.032
The current interest rate type as per Loan Agreement and applicable at the NPL Portfolio Cut-Off Date, i.e. Fixed / Variable / Mixed
has_current_interest_rate_type
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Interest_Rate_Type
0.1
EBA 1.1 Field Index: 7.09
Internal credit rating issued to the Loan at NPL Portfolio Cut-Off Date and please provide the internal methodology used to decide the rating as a part of the transaction documents
has_current_internal_credit_rating
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Internal_Credit_Rating
0.1
Off the market is when the collateral is not marketed or up for sale
On the market is when the collateral is advertised and marketed for sale
Current market status of the Property / Collateral as at cut-off date
EBA 1.1 Field Index: 16.009
has_current_market_status
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Current_Market_Status
0.1
Contractual maturity date of the Loan as at NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.014
has_current_maturity_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Maturity_Date
0.1
Current annual net operating income generated by the Unit as at the latest valuation date
EBA 1.1 Field Index: 11.045
has_current_net_operating_income
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Current_Net_Operating_Income
0.1
Current annual operational expenses and overheads of running the Collateral as at cut-off date
EBA 1.1 Field Index: 14.019
has_current_opex_and_overheads
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Current_Opex_And_Overheads
0.1
Current level of reversion interest rate according to the Loan Agreement and applicable as at NPL Portfolio Cut-Off Date, reversion means that after the interest fixed period the Institution would revert the rate to a different type, e.g. the Institution's Standard Variable Rate
EBA 1.1 Field Index: 7.042
has_current_reversion_interest_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Current_Reversion_Interest_Rate
0.1
Date that the next insurance payment is due
EBA 1.1 Field Index: 16.041
has_date_next_insurance_payment_is_due
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Date_Next_Insurance_Payment_Is_Due
0.1
Date that the insolvency practitioner was appointed
EBA 1.1 Field Index: 3.083
has_date_of_appointment
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Appointment
0.1
Date of birth of the Private Individual Counterparty
EBA 1.1 Field Index: 3.006
has_date_of_birth
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Birth
0.1
Date that the court appraisal happened
EBA 1.1 Field Index: 16.008
has_date_of_court_appraisal
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Date_of_Court_Appraisal
0.1
Date that the Loan defaulted
EBA 1.1 Field Index: 7.073
has_date_of_default
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Date_of_Default
0.1
Date that a demand notice was sent by solicitors who act on behalf of the Institution
EBA 1.1 Field Index: 3.093
has_date_of_external_demand_issuance
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_External_Demand_Issuance
0.1
Date that the first forbearance happened
EBA 1.1 Field Index: 10.005
has_date_of_first_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Date_of_First_Forbearance
0.1
Date that the Corporate Counterparty was incorporated as a company, partnership or fund, and therefore became a separate legal entity from its owners, with its own rights and obligations
EBA 1.1 Field Index: 3.033
has_date_of_incorporation
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Incorporation
0.1
Date at which the initial valuation was assessed
EBA 1.1 Field Index: 14.01
has_date_of_initial_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Date_of_Initial_Valuation
0.1
Date that a demand notice was sent by the Institution itself
EBA 1.1 Field Index: 3.092
has_date_of_internal_demand_issuance
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Internal_Demand_Issuance
0.1
Date of last direct contact with the Counterparty
EBA 1.1 Field Index: 3.061
has_date_of_last_contact
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Last_Contact
0.1
Date of the latest available Financial Statements
EBA 1.1 Field Index: 3.044
has_date_of_latest_annual_financial_statements
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Latest_Annual_Financial_Statements
0.1
Date that the latest valuation took place
EBA 1.1 Field Index: 14.015
has_date_of_latest_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Date_of_Latest_Valuation
0.1
Date that the Order for Possession is granted by the court
EBA 1.1 Field Index: 3.097
has_date_of_obtaining_order_for_possession
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Obtaining_Order_for_Possession
0.1
Date that the Loan originated as per the Loan Agreement
EBA 1.1 Field Index: 7.004
has_date_of_origination
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Date_of_Origination
0.1
Date that the principal forgiveness happened
EBA 1.1 Field Index: 10.008
has_date_of_principal_forgiveness
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Date_of_Principal_Forgiveness
0.1
Date that the receiver was appointed
EBA 1.1 Field Index: 16.035
has_date_of_receiver_appointment
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Date_of_Receiver_Appointment
0.1
Date at which the current agreed forbearance amount is increased
EBA 1.1 Field Index: 10.013
has_date_of_repayment_step_up
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Date_of_Repayment_Step_Up
0.1
Date that the latest residual value of the Collateral was assessed, residual value refers to how much the Collateral will be worth at end of the loan term
EBA 1.1 Field Index: 14.018
has_date_of_the_latest_residual_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Date_of_the_Latest_Residual_Valuation
0.1
Date that the personal details of the Private Individual Counterparty, i.e. nationality, residence, annual income and occupation in the above fields, were last verified
EBA 1.1 Field Index: 3.022
has_date_of_verification_for_personal_details
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_of_Verification_for_Personal_Details
0.1
Date that the Loan was received back from the external collection agent, i.e. when the agent stopped recovery efforts and passed the Loan back to the Institution
EBA 1.1 Field Index: 9.007
has_date_returned_from_agent
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Date_Returned_From_Agent
0.1
Date that the Loan was sent to the external collection agent
EBA 1.1 Field Index: 9.006
has_date_sent_to_agent
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Date_Sent_to_Agent
0.1
Date that the Reservation of Rights Letter was issued by the Institution
EBA 1.1 Field Index: 3.094
has_date_when_reservation_of_rights_letter_was_issued
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Date_when_Reservation_of_Rights_Letter_Was_Issued
0.1
EBA 1.1 Field Index: 7.068
Number of days that the Loan is currently past-due as at the NPL Portfolio Cut-Off Date
has_days_in_pastdue
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Days_in_PastDue
0.1
Additional margin charged on the balance of the Loan in default according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.054
has_default_penalty_interest_margin
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Default_Penalty_Interest_Margin
0.1
Deposit amount the Counterparty holds with the Institution as defined by annex II, Part two of the ECB BSI Regulation
EBA 1.1 Field Index: 3.071
has_deposit_balance_with_institution
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Deposit_Balance_with_Institution
0.1
Detailed description of the collateral. Country specific for Spain - please see instructions.
EBA 1.1 Field Index: 14.005
has_description
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Description
0.1
Description of the bespoke repayment profile when "Bespoke Repayment" is selected in field "Amortisation Type"
EBA 1.1 Field Index: 7.011
has_description_of_bespoke_repayment
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Description_of_Bespoke_Repayment
0.1
Description of contingent obligations when "Yes" is selected in field "Contingent Obligations"
EBA 1.1 Field Index: 3.07
has_description_of_contingent_obligations
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Description_of_Contingent_Obligations
0.1
Description of cross collateralisation when "Partial" is selected in field "Cross Collateralisation for Counterparty"
EBA 1.1 Field Index: 3.065
has_description_of_cross_collateralisation
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Description_of_Cross_Collateralisation
0.1
Description of cross default when "Partial" is selected in field "Cross Default for Counterparty"
EBA 1.1 Field Index: 3.063
has_description_of_cross_default
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Description_of_Cross_Default
0.1
Description of current interest rate type when "Mixed" is selected in field "Current Interest Rate Type"
EBA 1.1 Field Index: 7.033
has_description_of_current_interest_rate_type
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Description_of_Current_Interest_Rate_Type
0.1
EBA 1.1 Field Index: 10.004
Further comments / details on the current forbearance
has_description_of_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Description_of_Forbearance
0.1
Description of the legal procedure type when 'Other' is selected in the data field 'Legal Procedure Type'
EBA 1.1 Field Index: 3.078
has_description_of_legal_procedure_type
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Description_of_Legal_Procedure_Type
0.1
Description of original interest rate type when "Mixed" is selected in field "Original Interest Rate Type"
EBA 1.1 Field Index: 7.027
has_description_of_original_interest_rate_type
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Description_of_Original_Interest_Rate_Type
0.1
EBA 1.1 Field Index: 3.067
Further comments / details on the nature of the relation between the institution and the related party when "Yes" is selected in field "Related Party"
has_description_of_related_party
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Description_of_Related_Party
0.1
Description of the relevant scheme if 'Yes' is selected in the field 'Relevant Schemes'
EBA 1.1 Field Index: 7.095
has_description_of_relevant_schemes
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Description_of_Relevant_Schemes
0.1
Description and related narrative on the Sponsor
EBA 1.1 Field Index: 2.005
has_description_of_sponsor
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Description_of_Sponsor
0.1
EBA 1.1 Field Index: 10.017
Further comments / details on the clause if "Yes" is selected in field "Clause to Stop Forbearance"
has_description_of_the_forbearance_clause
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Description_of_the_Forbearance_Clause
0.1
Description of the origination channel when "Broker" or "Other" is selected in field "Channel of Origination"
EBA 1.1 Field Index: 7.003
has_details_of_origination_channel
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Details_of_Origination_Channel
0.1
EBA 1.1 Field Index: 3.088
Indicator as to whether a distribution has been made to the seller
has_distribution_made_to_the_seller
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Distribution_made_to_the_Seller
0.1
Additional charge on the early redemption made by the Counterparty according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.052
has_early_redemption_penalty
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Early_Redemption_Penalty
0.1
EBA 1.1 Field Index: 3.073
Indicator as to whether the deposit held with the Institution can be used to pay down the loan
has_eligibility_for_deposit_to_offset
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Eligibility_for_Deposit_to_Offset
0.1
Employed
Employed with partial support (company subsidy)
Other
Pensioner
Protected life-time employment (civil servant)
Self-employed
Student
Unemployed
EBA 1.1 Field Index: 3.019
Employment status of the Private Individual Counterparty
has_employment_status
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Employment_Status
0.1
Date that the current fixed interest period ends according to the Loan Agreement and applicable as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.04
has_end_date_of_current_fixed_interest_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.End_Date_of_Current_Fixed_Interest_Period
0.1
Date that the current forbearance arrangement ends
EBA 1.1 Field Index: 10.01
has_end_date_of_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.End_Date_of_Forbearance
0.1
Date that the interest payment ends postponement according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.048
has_end_date_of_interest_grace_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.End_Date_of_Interest_Grace_Period
0.1
Date that the interest repayment only period ends according to the current Loan Agreement and applicable as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.038
has_end_date_of_interest_only_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.End_Date_of_Interest_Only_Period
0.1
Date that the principal payment ends postponement according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.046
has_end_date_of_principal_grace_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.End_Date_of_Principal_Grace_Period
0.1
Date that the current subsidy ends
EBA 1.1 Field Index: 7.099
has_end_date_of_subsidy
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.End_Date_of_Subsidy
0.1
Comments or description of the stage of enforcement
EBA 1.1 Field Index: 16.005
has_enforcement_description
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Enforcement_Description
0.1
EBA 1.1 Field Index: 14.035
Status of the enforcement process that the Collateral is currently in as at cut-off date, e.g. if it is in receivership
has_enforcement_status
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Enforcement_Status
0.1
EBA 1.1 Field Index: 14.036
Indicator as to whether any other secured creditors have taken steps to enforce security over the asset? (Y/N)
has_enforcement_status_third_parties
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Enforcement_Status_Third_Parties
0.1
EBA 1.1 Field Index: 14.03
Engine size (litres) of the Collateral
has_engine_size
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Engine_Size
0.1
Additional costs to "Current Opex And Overheads" when the Units are vacant
EBA 1.1 Field Index: 11.047
has_estimated_annual_void_cost
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Estimated_Annual_Void_Cost
0.1
EBA 1.1 Field Index: 11.046
Estimated number of months the property is expected to be void
has_estimated_rental_void
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Estimated_Rental_Void
0.1
EBA 1.1 Field Index: 14.026
Estimated remaining useful life as at cut-off date
has_estimated_useful_life
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Estimated_Useful_Life
0.1
Date that the Counterparty is evicted
EBA 1.1 Field Index: 3.098
has_eviction_date
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Eviction_Date
0.1
EBA 1.1 Field Index: 7.088
External credit rating issued to the Loan applicable at the point of time when the counterparty became a customer. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.
has_external_credit_rating_at_origination
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.External_Credit_Rating_at_Origination
0.1
EBA 1.1 Field Index: 3.026
External credit scoring issued to the Private Individual Counterparty at loan origination
has_external_credit_scoring_at_origination
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.External_Credit_Scoring_at_Origination
0.1
Annual fees charged by the receiver
EBA 1.1 Field Index: 16.036
has_fees_of_receivership
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Fees_of_Receivership
0.1
EBA 1.1 Field Index: 7.012
Total amount of principal repayment to be paid at the maturity date of the loan
has_final_bullet_repayment
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Final_Bullet_Repayment
0.1
Consolidated
Counterparty level
EBA 1.1 Field Index: 3.043
Indicator as to whether the financial statements have been prepared at the Consolidated or at the Counterparty level
has_financial_statements_type
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Financial_Statements_Type
0.1
EBA 1.1 Field Index: 3.059
Indicator as to whether the financial statements have been audited or not by the Corporate Counterparty
has_financials_audited
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Financials_Audited
0.1
Date that the first auction has been performed in order to sell the Property / Collateral
EBA 1.1 Field Index: 16.024
has_first_auction_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.First_Auction_Date
0.1
Amount of fixed assets held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.049
has_fixed_assets
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Fixed_Assets
0.1
Date that the funds were remitted fully
EBA 1.1 Field Index: 16.032
has_funds_remitted_full_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Funds_Remitted_Full_Date
0.1
Date that the funds were remitted partially
EBA 1.1 Field Index: 16.031
has_funds_remitted_partial_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Funds_Remitted_Partial_Date
0.1
EBA 1.1 Field Index: 11.011
NUTS3 classification used for the field "Geographic Region of Property", i.e. NUTS3 2013 (1), NUTS3 2010 (2), NUTS3 2006 (3), NUTS3 2003 (4), Other (5)
has_geographic_region_classification
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Geographic_Region_Classification
0.1
EBA 1.1 Field Index: 11.01
Province / Region where the Property is located at
has_geographic_region_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Geographic_Region_of_Property
0.1
EBA 1.1 Field Index: 3.038
Province or Region where the Corporate Counterparty is registered
has_geographic_region_of_registered_location
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Geographic_Region_of_Registered_Location
0.1
EBA 1.1 Field Index: 3.012
Province / Region where the Private Individual Counterparty lives
has_geographic_region_of_residence
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Geographic_Region_of_Residence
0.1
EBA 1.1 Field Index: 7.006
Governing law is the law of the country in which the Loan Agreement was entered into. This does not necessarily correspond to the country where the loan was originated
has_governing_law_of_loan_agreement
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Governing_Law_of_Loan_Agreement
0.1
EBA 1.1 Field Index: 16.013
Gross sale proceeds, i.e. sales proceeds and costs incurred from the disposal
has_gross_sale_proceeds
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Gross_Sale_Proceeds
0.1
Claim amount of the guarantee when "Guarantee" is selected in field "Collateral Type"
EBA 1.1 Field Index: 14.007
has_guarantee_amount
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Guarantee_Amount
0.1
EBA 1.1 Field Index: 3.018
Indicator as to whether the Private Individual Counterparty has self-certified their annual income
has_income_selfcertified
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Income_SelfCertified
0.1
EBA 1.1 Field Index: 3.096
Indicator as to whether the Corporate or Private Individual Counterparty is cooperative or not
has_indicator_of_counterparty_cooperation
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Indicator_of_Counterparty_Cooperation
0.1
EBA 1.1 Field Index: 16.004
Indicator as to whether the Enforcement process has been entered into by a Corporate or Private Individual Counterparty
has_indicator_of_enforcement
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Indicator_of_Enforcement
0.1
EBA 1.1 Field Index: 16.033
Indicator as to whether the Corporate or Private Individual Counterparty is in Receivership
has_indicator_of_receivership
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Indicator_of_Receivership
0.1
EBA 1.1 Field Index: 3.047
Industry in which the Corporate Counterparty mainly operates
has_industry_segment
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Industry_Segment
0.1
EBA 1.1 Field Index: 2.002
Industry in which the Counterparty Group mainly operates
has_industry_segment_of_counterparty_group
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Industry_Segment_of_Counterparty_Group
0.1
EBA 1.1 Field Index: 11.035
Estimated annual gross rental value of the Unit assessed at loan origination
has_initial_estimated_rental_value
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Initial_Estimated_Rental_Value
0.1
Date at which the initial residual value of the Collateral was assessed, residual value refers to how much the Collateral will be worth at end of the loan term
EBA 1.1 Field Index: 14.013
has_initial_residual_valuation_date
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Initial_Residual_Valuation_Date
0.1
EBA 1.1 Field Index: 14.012
Estimated residual value of the Collateral at loan origination, residual value refers to how much the Collateral will be worth at end of the loan term
has_initial_residual_value
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Initial_Residual_Value
0.1
EBA 1.1 Field Index: 14.009
Value of the Collateral assessed at loan origination
has_initial_valuation_amount
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Initial_Valuation_Amount
0.1
EBA 1.1 Field Index: 3.082
Indicator as to whether an insolvency practitioner has been appointed
has_insolvency_practitioner_appointed
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Insolvency_Practitioner_Appointed
0.1
EBA 1.1 Field Index: 16.037
Indicator as to whether the receiver has insured the Property / Collateral
has_insurance
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Insurance
0.1
Amount that the insurance covers
EBA 1.1 Field Index: 16.039
has_insurance_coverage_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Insurance_Coverage_Amount
0.1
EBA 1.1 Field Index: 16.038
Name of the insurance provider
has_insurance_provider
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Insurance_Provider
0.1
EBA 1.1 Field Index: 7.043
Maximum interest rate which can be charged on the Loan as specified in the current Loan Agreement (if applicable)
has_interest_cap_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Interest_Cap_Rate
0.1
EBA 1.1 Field Index: 7.044
Minimum interest rate of a loan which can be charged on the Loan as specified in the current Loan Agreement (if applicable)
has_interest_floor_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Interest_Floor_Rate
0.1
Annually
Daily
Monthly
Other
Quarterly
Semi-Annually
EBA 1.1 Field Index: 7.061
Frequency of interest payments based on the current Loan Agreement as at the NPL Portfolio Cut-Off Date
has_interest_payment_frequency
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Interest_Payment_Frequency
0.1
EBA 1.1 Field Index: 10.015
Interest rate that the Institution and Counterparty agreed under the current forbearance terms
has_interest_rate_under_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Interest_Rate_Under_Forbearance
0.1
EBA 1.1 Field Index: 7.049
Number of months between two interest reset dates according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
has_interest_reset_interval
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Interest_Reset_Interval
0.1
EBA 1.1 Field Index: 7.087
Internal credit rating issued to the Loan applicable at the point of time when the counterparty became a customer and please provide the internal methodology used to decide the rating as a part of the transaction documents
has_internal_credit_rating_at_origination
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Internal_Credit_Rating_at_Origination
0.1
Internal
Outsourced
EBA 1.1 Field Index: 11.032
Indicator as to whether the initial valuation was outsourced, or done internally
has_internal_or_external_initial_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Internal_or_External_Initial_Valuation
0.1
Internal
Outsourced
EBA 1.1 Field Index: 11.038
Indicator as to whether the latest valuation was performed internally or by an external appraiser
has_internal_or_external_latest_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Internal_or_External_Latest_Valuation
0.1
EBA 1.1 Field Index: 16.002
Location of the court where the case is being heard in
has_jurisdiction_of_court
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Jurisdiction_of_Court
0.1
EBA 1.1 Field Index: 11.027
Land area (square metres) of the Property
has_land_area_m2
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Land_Area_M2
0.1
Date that the last auction was performed in order to sell the Property / Collateral
EBA 1.1 Field Index: 16.028
has_last_auction_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Last_Auction_Date
0.1
Date that the covenant levels were tested last time by the institution
EBA 1.1 Field Index: 7.086
has_last_covenant_test_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Last_Covenant_Test_Date
0.1
Date that the last interest reset event happened
EBA 1.1 Field Index: 7.05
has_last_interest_reset_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Last_Interest_Reset_Date
0.1
Amount of last payment
EBA 1.1 Field Index: 7.056
has_last_payment_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Last_Payment_Amount
0.1
Date that the last payment was made
EBA 1.1 Field Index: 7.055
has_last_payment_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Last_Payment_Date
0.1
EBA 1.1 Field Index: 11.041
Estimated annual gross rental value of the Unit when last assessed
has_latest_estimated_rental_value
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Latest_Estimated_Rental_Value
0.1
EBA 1.1 Field Index: 14.017
Estimated residual value of the Collateral when last assessed, residual value refers to how much the Collateral will be worth at end of the loan term
has_latest_residual_value
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Latest_Residual_Value
0.1
EBA 1.1 Field Index: 14.014
Value of the Collateral when last assessed
has_latest_valuation_amount
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Latest_Valuation_Amount
0.1
EBA 1.1 Field Index: 7.022
Total claim amount, i.e. Total Balance + Accrued Interest Balance (Off book)
has_legal_balance
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Legal_Balance
0.1
Balance of the Loan when the Loan has defaulted (CRR Art.178)
EBA 1.1 Field Index: 7.076
has_legal_balance_at_chargeoff_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Legal_Balance_at_Chargeoff_Date
0.1
EBA 1.1 Field Index: 3.035
Global standard 20-character corporate identifier of the Corporate Counterparty
has_legal_entity_identifier
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Legal_Entity_Identifier
0.1
EBA 1.1 Field Index: 3.1
Total amount of legal fees accrued at the NPL Portfolio Cut-Off Date
has_legal_fees_accrued
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Legal_Fees_Accrued
0.1
Corporate Insolvency Procedures which also include funds
Corporate Restructuring Procedures which also include funds
Other
Partnership Insolvency Procedures
Partnership Restructuring Procedures
Private Individual Counterparty Debt Compromise Procedures
Private Individual Counterparty Insolvency Procedures
EBA 1.1 Field Index: 3.077
Type of insolvency or restructuring process the counterparty is currently in
has_legal_procedure_type
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Legal_Procedure_Type
0.1
EBA 1.1 Field Index: 7.024
Total available credit extended as at the NPL Portfolio Cut-Off Date
has_loan_commitment
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Loan_Commitment
0.1
Debt Service Coverage Ratio (DSCR) is the ratio of annual net operating income to debt obligations owed in the last 12m
Interest Coverage Ratio (ICR) is the ratio of earnings before interest and tax to the interest expense in the same period
Loan to Value (LTV) is the ratio of a loan to the value of the collateral purchased
Other
EBA 1.1 Field Index: 7.083
List of the covenants as agreed in the current Loan Agreement as at the NPL Portfolio Cut-Off Date (LTV, ICR, DSCR etc.), each in a separate column
has_loan_covenants
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Loan_Covenants
0.1
Currency which the Loan is expressed in as per latest Loan Agreement
EBA 1.1 Field Index: 7.015
has_loan_currency
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Loan_Currency
0.1
Asset finance
Commercial Real Estate (CRE)
Commercial development
Consumer lending
Credit card
Debt financing
Margin lending where the Counterparty borrows money to invest in shares or managed funds
Residential development
Residential real estate investment
Residential real estate – owner occupied
Working capital facility
EBA 1.1 Field Index: 7.008
Ultimate financing purpose of the Loan
has_loan_purpose
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Loan_Purpose
0.1
Non-performing as defined in table F18 in Annex V to Implementing Regulation (EU) No 680/2014
Performing
EBA 1.1 Field Index: 7.071
Loan status, e.g. performing and non-performing
has_loan_status
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Loan_Status
0.1
EBA 1.1 Field Index: 14.028
Name used to refer to the manufacturer of the Collateral
has_manufacturer_of_collateral
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Manufacturer_of_Collateral
0.1
EBA 1.1 Field Index: 3.056
Market capitalisation of a listed Corporate Counterparty
has_market_capitalisation
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Market_Capitalisation
0.1
EBA 1.1 Field Index: 7.104
Indicator as to whether the Institution operates a Mortgage Arrears Resolution Process when dealing with Corporates or Private Individual Counterparties in Mortgage Arrears
has_marp_applicable
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.MARP_Applicable
0.1
Date loan entered current MARP status
EBA 1.1 Field Index: 7.105
has_marp_entry
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.MARP_Entry
0.1
Alternative Repayment Arrangement (ARA)
Exited MARP
Not in MARP
Provision 23 - 31 days in arrears
Provision 24 - Financial difficulty
Provision 28 - Not co-operating warning
Provision 29 - Not co-operating
Provision 42 - Restructure offer
Provision 45 - Restructure declined by seller
Provision 47 - Restructure declined by borrower
Self-Cure
EBA 1.1 Field Index: 7.106
The status of the current Mortgage Arrears Resolution Process; Not in MARP, Exited MARP, Provision 23,24,28,29,42,45,47,Self Cure, Alternative Repayment Arrangement (ARA)
has_marp_status
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.MARP_Status
0.1
EBA 1.1 Field Index: 3.001
Name used to refer to the Counterparty
has_name_of_counterparty
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Name_of_Counterparty
0.1
EBA 1.1 Field Index: 2.001
Name used to refer to the Counterparty Group
has_name_of_counterparty_group
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Name_of_Counterparty_Group
0.1
EBA 1.1 Field Index: 9.003
Name of the external collection agent
has_name_of_external_debt_collection_agent
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Name_of_External_Debt_Collection_Agent
0.1
EBA 1.1 Field Index: 3.084
Name of Insolvency Practitioner
has_name_of_insolvency_practitioner
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Name_of_Insolvency_Practitioner
0.1
EBA 1.1 Field Index: 3.075
Name of any insolvency or restructuring proceedings to which the Counterparty is subject
has_name_of_insolvencyorrestructuring_proceedings
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Name_of_InsolvencyorRestructuring_Proceedings
0.1
EBA 1.1 Field Index: 16.001
Name of legal firm acting on behalf of the Institution
has_name_of_legal_firm
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Name_of_Legal_Firm
0.1
EBA 1.1 Field Index: 16.034
Name of the receiver appointed
has_name_of_receiver
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Name_of_Receiver
0.1
EBA 1.1 Field Index: 2.003
Name used to refer to the main decision maker / key individual in relation to the Counterparty Group
has_name_of_sponsor
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Name_of_Sponsor
0.1
EBA 1.1 Field Index: 14.029
Name / model of the Collateral
has_name_or_model_of_collateral
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Name_or_Model_of_Collateral
0.1
EBA 1.1 Field Index: 3.009
Main nationality of the Private Individual Counterparty
has_nationality_of_counterparty
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Nationality_of_Counterparty
0.1
Amount of net assets held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.053
has_net_assets
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Net_Assets
0.1
EBA 1.1 Field Index: 16.015
Net sale proceeds
has_net_sale_proceeds
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Net_Sale_Proceeds
0.1
New
Used
Condition of the Collateral at loan origination
EBA 1.1 Field Index: 14.031
has_new_or_used
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.New_Or_Used
0.1
Date that the next intended auction has been performed in order to sell the Property / Collateral
EBA 1.1 Field Index: 16.026
has_next_auction_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Next_Auction_Date
0.1
Date that the next interest reset event happened
EBA 1.1 Field Index: 7.051
has_next_interest_reset_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Next_Interest_Reset_Date
0.1
Amount of next scheduled interest repayment as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.058
has_next_interest_scheduled_repayment_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Next_Interest_Scheduled_Repayment_Amount
0.1
Date that the next interest repayment is made as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.06
has_next_interest_scheduled_repayment_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Next_Interest_Scheduled_Repayment_Date
0.1
Amount of next scheduled principal repayment as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.057
has_next_principal_scheduled_repayment_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Next_Principal_Scheduled_Repayment_Amount
0.1
Date that the next principal repayment is made as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.059
has_next_principal_scheduled_repayment_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Next_Principal_Scheduled_Repayment_Date
0.1
Defaulted as defined by CRR Art. 178
Impaired as defined by IFRS 9.5.5 or the applicable accounting standard
More than 90 days past due
Unlikely to pay
EBA 1.1 Field Index: 7.072
Main reason why the non-performing status was provided, i.e. impaired (according to the applicable accounting standard), defaulted (CRR Art. 178), more than 90 DPD, unlikely to pay
has_nonperforming_reason
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.NonPerforming_Reason
0.1
EBA 1.1 Field Index: 3.089
Indicator as to whether the notice of the end of the procedure has been given to the seller
has_notice_for_procedure_termination
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Notice_for_Procedure_Termination
0.1
EBA 1.1 Field Index: 11.019
Number of bedrooms that the Unit has
has_number_of_bedrooms
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Number_of_Bedrooms
0.1
EBA 1.1 Field Index: 11.028
Number of car parking spaces relating to the Unit
has_number_of_car_parking_spaces
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Number_of_Car_Parking_Spaces
0.1
EBA 1.1 Field Index: 3.09
Number of outstanding Court Enforcement Orders at the NPL Portfolio Cut-Off Date against the Private Individual Counterparty
has_number_of_current_judgements
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Number_of_Current_Judgements
0.1
EBA 1.1 Field Index: 3.091
Number of discharged Court Enforcement Orders against the Private Individual Counterparty
has_number_of_discharged_judgements
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Number_of_Discharged_Judgements
0.1
EBA 1.1 Field Index: 16.03
Number of failed previous auctions for the Property / Collateral
has_number_of_failed_auctions
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Number_of_Failed_Auctions
0.1
EBA 1.1 Field Index: 3.06
Number of full-time employees (or equivalent) working for the Corporate Counterparty as at the last financial reporting date
has_number_of_fte
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Number_of_FTE
0.1
EBA 1.1 Field Index: 10.006
Number of forbearance(s) that happened in the past
has_number_of_historical_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Number_of_Historical_Forbearance
0.1
EBA 1.1 Field Index: 3.005
Number of joint Counterparties who jointly own parts of the Loan.
has_number_of_joint_counterparties
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Number_of_Joint_Counterparties
0.1
EBA 1.1 Field Index: 11.024
Number of lettable units that the Property has
has_number_of_lettable_units
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Number_of_Lettable_Units
0.1
EBA 1.1 Field Index: 7.07
Number of times that the Loan was previously categorised as past-due
has_number_of_pastdue_events
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Number_of_PastDue_Events
0.1
EBA 1.1 Field Index: 11.02
Number of rooms that the Unit has excluding kitchen and bathroom(s)
has_number_of_rooms
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Number_of_Rooms
0.1
EBA 1.1 Field Index: 11.026
Number of occupied lettable units that the Property has
has_number_of_units_occupied
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Number_of_Units_Occupied
0.1
EBA 1.1 Field Index: 11.025
Number of vacant lettable units that the Property has
has_number_of_units_vacant
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Number_of_Units_Vacant
0.1
Description of the occupation of the Private Individual Counterparty, providing more detail for field "Occupation Type"
EBA 1.1 Field Index: 3.021
has_occupation_description
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Occupation_Description
0.1
EBA 1.1 Field Index: 3.02
Main occupation of the Private Individual Counterparty, where (a), (b), (c) or (d) is selected in the field 'Employment Status'
has_occupation_type
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Occupation_Type
0.1
EBA 1.1 Field Index: 16.011
The highest price offered by potential buyers
has_offer_price
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Offer_Price
0.1
EBA 1.1 Field Index: 16.02
On market offer date
has_on_market_offer_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.On_Market_Offer_Date
0.1
EBA 1.1 Field Index: 16.01
Price of the Property / Collateral for which it is on the market
has_on_market_price
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.On_Market_Price
0.1
Amount the Borrower will pay at the end of the lease in order to take ownership of the Collateral
EBA 1.1 Field Index: 14.021
has_option_to_buy_price
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Option_to_Buy_Price
0.1
Country that the Collateral was originally registered in
EBA 1.1 Field Index: 14.024
has_original_country_of_registration
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Original_Country_of_Registration
0.1
EBA 1.1 Field Index: 7.028
Original base rate of the Loan when "Variable" is selected in field "Original Interest Rate Type"
has_original_interest_base_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Original_Interest_Base_Rate
0.1
EBA 1.1 Field Index: 7.029
Original margin above the base rate at loan origination
has_original_interest_margin
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Original_Interest_Margin
0.1
EBA 1.1 Field Index: 7.025
Original total interest rate of the Loan as states in the Loan Agreement and as applicable as of Loan Origination
has_original_interest_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Original_Interest_Rate
0.1
1m EURIBOR
1m LIBOR
3m EURIBOR
3m LIBOR
6m EURIBOR
6m LIBOR
EONIA
Standard Variable Rate (SVR)
EBA 1.1 Field Index: 7.03
Original interest rate base / reference of the Loan when "Variable" is selected in field "Original Interest Rate Type"
has_original_interest_rate_reference
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Original_Interest_Rate_Reference
0.1
Fixed
Mixed
Variable
EBA 1.1 Field Index: 7.026
Original interest rate type as states in the Loan Agreement and as applicable as of Loan origination i.e. Fixed / Variable / Mixed
has_original_interest_rate_type
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Original_Interest_Rate_Type
0.1
EBA 1.1 Field Index: 7.013
Original contractual maturity date of the Loan
has_original_maturity_date
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Original_Maturity_Date
0.1
EBA 1.1 Field Index: 7.016
Loan amount advanced to the Borrower / drawn down by the Borrower at the origination date on the loan
has_origination_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Origination_Amount
0.1
Current amount of other outstanding amounts, e.g. other charges, commissions, fees etc., as recognised on the balance sheet
EBA 1.1 Field Index: 7.019
has_other_balances
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Other_Balances
0.1
EBA 1.1 Field Index: 16.043
Further comments / details if there is other proceedings in place
has_other_ongoing_enforcement_proceedings
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Other_ongoing_enforcement_proceedings
0.1
Accumulated amount of other past-due amounts, e.g. fees, as recognised on balance sheet at NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.065
has_other_pastdue_amounts
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Other_PastDue_Amounts
0.1
EBA 1.1 Field Index: 3.068
Other products that the Counterparty holds with the Institution that are not included in the NPL Portfolio
has_other_products_with_institution
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Other_Products_with_Institution
0.1
Buyer(s)
Counterparty
Institution
EBA 1.1 Field Index: 11.049
Party who is liable to pay the VAT on the disposal of the Unit i.e. the Institution or the buyer(s)
has_party_liable_for_vat
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Party_Liable_for_VAT
0.1
Accumulated amount of past-due interest as recognised on balance sheet as at NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.064
has_pastdue_interest_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.PastDue_Interest_Amount
0.1
Additional margin charged on the past-due portion of the Loan according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.053
has_pastdue_penalty_interest_margin
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.PastDue_Penalty_Interest_Margin
0.1
Accumulated amount of past-due principal as recognised on balance sheet at NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.063
has_pastdue_principal_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.PastDue_Principal_Amount
0.1
EBA 1.1 Field Index: 11.052
The percentage of development completed since construction started (applicable to Units in development)
has_percentage_complete
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Percentage_complete
0.1
EBA 1.1 Field Index: 3.007
Unique external identifier assigned to the Private Individual Counterparty
has_personal_identity_number
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Personal_Identity_Number
0.1
Current planned CAPEX for the next 12 months
EBA 1.1 Field Index: 11.044
has_planned_capex_next_12m
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Planned_Capex_next_12m
0.1
EBA 1.1 Field Index: 3.04
Postcode where the Corporate Counterparty is registered
has_postcode_of_registered_location
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Postcode_of_Registered_Location
0.1
EBA 1.1 Field Index: 3.014
Postcode where the Private Individual Counterparty lives
has_postcode_of_residence
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Postcode_of_Residence
0.1
EBA 1.1 Field Index: 16.018
Prepare property for sale date
has_prepare_property_for_sale_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Prepare_Property_for_Sale_Date
0.1
Current amount of outstanding principal as recognised on the balance sheet at Cut-Off Date
EBA 1.1 Field Index: 7.017
has_principal_balance
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Principal_Balance
0.1
Amount of the principal that was forgiven by the external collection agent as part of recovery negotiations
EBA 1.1 Field Index: 9.012
has_principal_forgiveness
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Principal_Forgiveness
0.1
Annually
Daily
Monthly
Other
Quarterly
Semi-Annually
EBA 1.1 Field Index: 7.062
Frequency that the principal payment is currently made based on the current Loan Agreement as at the NPL Portfolio Cut-Off Date
has_principal_payment_frequency
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Principal_Payment_Frequency
0.1
EBA 1.1 Field Index: 3.087
Proof of Claim Filed by the seller
has_proof_of_claim_filed_by_the_seller
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Proof_of_Claim_Filed_by_the_seller
0.1
Country of residence where the Property is located at
EBA 1.1 Field Index: 11.013
has_property_country
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Property_Country
0.1
EBA 1.1 Field Index: 16.019
Property on market date
has_property_on_market_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Property_on_Market_Date
0.1
EBA 1.1 Field Index: 11.012
Postcode where the Property is located at
has_property_postcode
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Property_Postcode
0.1
Internal identifier or collateral
has_protection_identifier
0.1
EBA 1.1 Field Index: 11.04
Name of the external appraiser or managing / estate agent when "Full Appraisal" or "Managing / Estate Agent" is selected in field "Type of Latest Valuation". If the valuation was done internally, please select "Internal"
has_provider_of_latest_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Provider_of_Latest_Valuation
0.1
Buy-to-let
Investment property
Other
Owner occupied
EBA 1.1 Field Index: 11.006
Purpose of the Property
has_purpose_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Purpose_of_Property
0.1
Amount of times the at the Loan was received back from the external debt collection agent
EBA 1.1 Field Index: 9.008
has_quantity_returned_from_agent
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Quantity_Returned_From_Agent
0.1
EBA 1.1 Field Index: 7.101
Indicator as to whether the Institution has the legal right to access other assets of the Borrower
has_recourse_to_other_assets
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Recourse_to_Other_Assets
0.1
EBA 1.1 Field Index: 11.002
Registration number of the Property
has_register_of_deeds_number
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Register_of_Deeds_Number
0.1
Company registration number of the external collection agent according to the registration with the country specific registration office
EBA 1.1 Field Index: 9.004
has_registration_number
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Registration_number
0.1
EBA 1.1 Field Index: 3.066
Indicator as to whether the Counterparty is a related party to the Institution, e.g. Counterparty is an employee of the Institution
has_related_party
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Related_Party
0.1
EBA 1.1 Field Index: 7.094
Indicator as to whether the Loan is involved with any relevant schemes, e.g. Right to Buy Scheme in UK
has_relevant_schemes
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Relevant_Schemes
0.1
EBA 1.1 Field Index: 11.018
Remaining term of the leasehold when "Leasehold" is selected in field "Tenure"
has_remaining_term_of_leasehold
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Remaining_Term_of_Leasehold
0.1
EBA 1.1 Field Index: 10.011
Periodic repayment amount that the Institution and Counterparty agreed under the current forbearance terms
has_repayment_amount_under_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Repayment_Amount_Under_Forbearance
0.1
Annually
Daily
Monthly
Other
Quarterly
Semi-Annually
EBA 1.1 Field Index: 10.012
Frequency that the repayment under current forbearance terms is made
has_repayment_frequency_under_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Repayment_Frequency_Under_Forbearance
0.1
EBA 1.1 Field Index: 9.013
Indicator as to whether a repayment plan has been agreed with the external collection agency
has_repayment_plan
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Repayment_Plan
0.1
Description of the repayment plan which has been agreed with the external collection agency
EBA 1.1 Field Index: 9.014
has_repayment_plan_description
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Repayment_Plan_Description
0.1
EBA 1.1 Field Index: 16.021
Sale agreed date
has_sale_agreed_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Sale_Agreed_Date
0.1
Agreed price for the disposal of the Property / Collateral
EBA 1.1 Field Index: 16.012
has_sale_agreed_price
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Sale_Agreed_Price
0.1
Commercial Real Estate
Residential Real Estate
EBA 1.1 Field Index: 11.003
Sector which the property is used for, e.g. commercial real estate, residential real estate, etc.
has_sector_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Sector_of_Property
0.1
EBA 1.1 Field Index: 7.082
Indicator as to whether the Loan has been securitised or within covered bond pool
has_securitised
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Securitised
0.1
Date that sheriff / bailiff is acquired by the court
EBA 1.1 Field Index: 3.099
has_sheriff_or_bailiff_acquisition_date
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Sheriff_or_Bailiff_Acquisition_Date
0.1
EBA 1.1 Field Index: 16.023
Sold date
has_sold_date
https://www.openriskmanual.org/wiki/EBA_NPL.Enforcement.Sold_Date
0.1
EBA 1.1 Field Index: 7.093
Indicator as to whether the Loan is a specialised product, e.g. Fractioned Loans in Italy
has_specialised_product
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Specialised_Product
0.1
A bar date for claims has been issued
A creditors committee has been formed
A distribution has been made to secured creditors
A distribution has been made to unsecured creditors
A moratorium against enforcement is in place
A notice of intention to sell secured assets has been given
A notice of the end of the procedure has been given
A proof of claim has been filed
A restructuring plan has been approved
A restructuring plan has been proposed
EBA 1.1 Field Index: 3.08
Stage Reached in Insolvency/Restructuring procedure
has_stage_reached_in_insolvencyorrestructuring_procedure
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Stage_Reached_in_InsolvencyorRestructuring_procedure
0.1
Date that the current fixed interest period started according to the Loan Agreement and applicable as at the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.039
has_start_date_of_current_fixed_interest_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Start_Date_of_Current_Fixed_Interest_Period
0.1
Date that the current forbearance arrangement starts
EBA 1.1 Field Index: 10.009
has_start_date_of_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Start_Date_of_Forbearance
0.1
Date that the interest payment starts being postponed according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.047
has_start_date_of_interest_grace_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Start_Date_of_Interest_Grace_Period
0.1
Date that the interest repayment only period starts according to the most recent Loan Agreement and applicable as the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.037
has_start_date_of_interest_only_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Start_Date_of_Interest_Only_Period
0.1
Date that the principal payment starts being postponed according to the Loan Agreement and applicable as of the NPL Portfolio Cut-Off Date
EBA 1.1 Field Index: 7.045
has_start_date_of_principal_grace_period
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Start_Date_of_Principal_Grace_Period
0.1
Date that the current subsidy starts
EBA 1.1 Field Index: 7.098
has_start_date_of_subsidy
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Start_Date_of_Subsidy
0.1
EBA 1.1 Field Index: 7.096
Indicator where contractual payments are subsidised by an external party
has_subsidy
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Subsidy
0.1
Amount of the subsidy received
EBA 1.1 Field Index: 7.1
has_subsidy_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Subsidy_Amount
0.1
EBA 1.1 Field Index: 7.097
Name of the external party who provided the subsidy
has_subsidy_provider
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Subsidy_Provider
0.1
EBA 1.1 Field Index: 7.079
Indicator as to whether the Loan is provided by a syndicate or consortium of two or more institutions. This means that in the case of a syndicated loan the Institution holds less than 100% of the total loan
has_syndicated_loan
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Syndicated_Loan
0.1
EBA 1.1 Field Index: 7.08
Percentage of the portion held by the Institution when "Yes" is selected in field "Syndicated Loan"
has_syndicated_portion
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Syndicated_Portion
0.1
Freehold
Leasehold
Other
Conditions that the Property is held or occupied, e.g. freehold and leasehold
EBA 1.1 Field Index: 11.017
has_tenure
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Tenure
0.1
EBA 1.1 Field Index: 7.069
Total number of months that the Loan has been in past-due in the past 12 months
has_time_in_pastdue
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Time_in_PastDue
0.1
Amount of total assets held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.052
has_total_assets
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Total_Assets
0.1
EBA 1.1 Field Index: 7.02
Total unpaid balance, i.e. Principal Balance + Accrued Interest Balance (On book) + Other Balances
has_total_balance
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Total_Balance
0.1
Amount of total debt held by the Corporate Counterparty as per the latest available financial statements
EBA 1.1 Field Index: 3.055
has_total_debt
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Total_Debt
0.1
Amount of total liabilities held by the Corporate Counterparty on the balance sheet as defined by the applicable accounting standard as per the latest available financial statements
EBA 1.1 Field Index: 3.054
has_total_liabilities
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Total_Liabilities
0.1
EBA 1.1 Field Index: 7.066
Total past-due amount, i.e. Past-Due Principal Amount + Past-Due Interest Amount + Other Past-Due Amount
has_total_pastdue_amount
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Total_PastDue_Amount
0.1
Corresponding trigger levels as agreed in the Loan Agreement, as at the NPL Portfolio Cut-Off Date, each in a separate column
EBA 1.1 Field Index: 7.084
has_trigger_levels_of_loan_covenants
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Trigger_Levels_of_Loan_Covenants
0.1
Amortisation change
Capitalisation of costs advanced: which is insurance and ground rent
Capitalisation of interest
Combination
Loan maturity date extension
Other
Principal write-off
Temporary rate reduction
EBA 1.1 Field Index: 10.003
Type of current forbearance
has_type_of_forbearance
https://www.openriskmanual.org/wiki/EBA_NPL.Forbearance.Type_of_Forbearance
0.1
Counterparty
Loan
EBA 1.1 Field Index: 9.0
Indicator as to whether the external collections have been prepared on a Counterparty level or on a Loan Level
has_type_of_identifier
https://www.openriskmanual.org/wiki/EBA_NPL.External_Collection.Type_of_Identifier
0.1
Automated Valuation Model
Counterparties Valuation
Desktop
Drive-by
Full Appraisal
Hair Cut
Indexed
Managing or Estate Agent
Mark to market
Other
Purchase Price
EBA 1.1 Field Index: 14.011
Type of the initial valuation
has_type_of_initial_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Type_of_Initial_Valuation
0.1
Automated Valuation Model
Counterparties Valuation
Desktop
Drive-by
Full Appraisal
Hair Cut
Indexed
Managing or Estate Agent
Mark to market
Other
Purchase Price
EBA 1.1 Field Index: 14.016
Type of the latest valuation for the Collateral
has_type_of_latest_valuation
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Type_of_Latest_Valuation
0.1
Listed Corporate is a Corporate entity whose shares are quoted and traded on a Stock Exchange
Listed Fund is a fund whose shares are quoted and traded on a Stock exchange
Partnership is where the Sponsor constitutes a group of individuals who form a legal partnership where profits and liabilities are shared
Private Individual
Unlisted Corporate is a Corporate entity whose shares are not quoted and traded on a stock exchange
Unlisted Fund is a fund whose shares are not quoted and traded on a Stock exchange
EBA 1.1 Field Index: 14.002
Type of the legal owner, i.e. Private Individual, Listed Corporate, Unlisted Corporate and Partnership
has_type_of_legal_owner
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Type_of_Legal_Owner
0.1
Other
Owner-occupied
Partially owner-occupied Defined as a property that is partly rented
Tenanted
Vacant
EBA 1.1 Field Index: 11.005
Type of occupancy, i.e. owner occupied, tenanted, not tenanted
has_type_of_occupancy
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Type_of_Occupancy
0.1
National Insurance Number
National tax number
Other
Passport Number
EBA 1.1 Field Index: 3.008
Type of the personal identity number entered in field "Personal Identity Number", e.g. National Insurance Number, Passport Number, National Tax Number
has_type_of_personal_identity_number
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty.Type_of_Personal_Identity_Number
0.1
Apartment
Bar / Pub
Car Park
Caravan Park
Commercial centre
Detached house
Health Care
High street retail
Hospitality / Hotel
Industrial
Land - permit
Land - zoning
Land – agriculture
Leisure
Mixed Use
Multifamily
Office
Other
Restaurant
Retail
Self-Storage
Semi-detached house
Terrace
Warehouse
EBA 1.1 Field Index: 11.004
Type of the Property, e.g. Apartment, Semi Detached House, Terraced House, Land, etc.
has_type_of_property
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Type_of_Property
0.1
EBA 1.1 Field Index: 7.041
Type of reversion interest rate after the fixed interest period according to the Loan Agreement and applicable as of the NPL Portfolio Cur-Off Date, reversion means that after the interest fixed period the Institution would revert the rate to a different type, e.g. the Institution's Standard Variable Rate
has_type_of_reversion_interest_rate
https://www.openriskmanual.org/wiki/EBA_NPL.Loan.Type_of_Reversion_Interest_Rate
0.1
Listed Corporate is a Corporate entity whose shares are quoted and traded on a Stock Exchange
Listed Fund is a fund whose shares are quoted and traded on a Stock exchange
Partnership is where the Sponsor constitutes a group of individuals who form a legal partnership where profits and liabilities are shared
Private Individual
Unlisted Corporate is a Corporate entity whose shares are not quoted and traded on a stock exchange
Unlisted Fund is a fund whose shares are not quoted and traded on a Stock exchange
EBA 1.1 Field Index: 2.004
Type of entity the sponsor is i.e. Listed Corporate, Unlisted Corporate, Listed Fund, Unlisted Fund and High Net Worth Individual
has_type_of_sponsor
https://www.openriskmanual.org/wiki/EBA_NPL.Counterparty_Group.Type_of_Sponsor
0.1
A
B
C
D
E
F
G
EBA 1.1 Field Index: 11.053
Value stated on Energy Performance Certificate
has_value_of_energy_performance_certificate
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Value_of_Energy_Performance_Certificate
0.1
EBA 1.1 Field Index: 11.048
Indicator as to whether the VAT is payable on the disposal of the Unit
has_vat_payable
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.VAT_Payable
0.1
EBA 1.1 Field Index: 11.015
Year that the Property was completed and refurbished
has_year_of_construction
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Year_of_Construction
0.1
EBA 1.1 Field Index: 14.027
Year that the Collateral was manufactured / first sold
has_year_of_manufacture
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Year_of_Manufacture
0.1
EBA 1.1 Field Index: 11.016
Year in which the last significantly refurbished was completed
has_year_of_refurbishment
https://www.openriskmanual.org/wiki/EBA_NPL.Property_Collateral.Year_of_Refurbishment
0.1
EBA 1.1 Field Index: 14.022
Year that the Collateral was registered
has_year_of_registration
https://www.openriskmanual.org/wiki/EBA_NPL.NonProperty_Collateral.Year_of_Registration
0.1
Borrower Class. A sub-class of Counterparty that applies to Lending relations
https://www.openriskmanual.org/wiki/Borrower
0.1
General Collateral Class
https://www.openriskmanual.org/wiki/Collateral
0.1
Collection Agent class
https://www.openriskmanual.org/wiki/Debt_Collection
0.1
Corporate Borrower Class. A sub-class of Borrower that applies to Corporations
https://www.openriskmanual.org/wiki/Corporate_Borrower
0.1
Corporate Loan class
https://www.openriskmanual.org/wiki/Corporate_Loan
0.1
General Counterparty Class (not necessarily to a credit contract)
https://www.openriskmanual.org/wiki/Counterparty
0.1
Counterparty Group Class
https://www.openriskmanual.org/wiki/Counterparty_Group
0.1
Enforcement Class
Enforcement
https://www.openriskmanual.org/wiki/Enforcement
0.1
External Collection Class
https://www.openriskmanual.org/wiki/Debt_Collection
0.1
Forbearance Class
Forbearance
https://www.openriskmanual.org/wiki/Forbearance
0.1
Individual Borrower Class. A sub-class of Borrower that applies to Individuals
https://www.openriskmanual.org/wiki/Corporate_Borrower
0.1
Insolvency Practitioner Class
https://www.openriskmanual.org/wiki/Insolvency_Practitioner
0.1
Insurance Provider Class
https://www.openriskmanual.org/wiki/Insurance_Company
0.1
Loan class
https://www.openriskmanual.org/wiki/Loan
0.1
Personal Loan class
https://www.openriskmanual.org/wiki/Personal_Loan
0.1
Property Collateral Class
https://www.openriskmanual.org/wiki/Loan_Property_Collateral
0.1
Credit Rating Agency Class
https://www.openriskmanual.org/wiki/Credit_Rating_Agency
0.1
Receiver Class
https://www.openriskmanual.org/wiki/Receiver
0.1