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Response to discussion on the review of the NPL transaction data templates
Go back1. Do you agree with the proposed data structure and the relationship between templates? If not, please provide explanation.
Please see attached our response letter 2. Do you agree with the deletion of data categories ‘NPL portfolio’ and ‘Swap’? If not, please provide explanation.
Please see attached our response letter3. Do you think the suggested list of data fields capture all the relevant information on the counterparty needed for NPL valuation and financial due diligence? If not, please indicate which other data fields should be included and provide explanation for this.
Please see attached our response letter4. Do you think any specific data fields should be excluded from the template? If yes, please specify the data fields and give explanation to your answer.
Please see attached our response letter5. Do you agree that data fields on current external and internal credit scores and current external and internal credit scores at origination should be included in the template (for both private individual and corporate counterparties)?
Please see attached our response letter6. Do you agree that data fields on corporate’s latest available financial statement amounts should be included in the template?
Please see attached our response letter7. Do you agree that data fields related to corporate counterparties’ assets and liabilities, market capitalisation should be included in the template?
Please see attached our response letter8. Do you agree with the proposed Template 2 of Annex I? If not, please provide explanation to your answer.
Please see attached our response letter9. Do you agree with the inclusion of the data fields related to interest rates and other information as per contractual agreement for the valuation and financial due diligence of NPLs, especially when they are not more than 90 days past due? Please provide data field-specific explanation to your answer.
Please see attached our response letter10. Do you agree with the inclusion of the data fields related to forbearance measures for the valuation and financial due diligence of NPLs?
Please see attached our response letter11. Do you think the suggested list of data fields capture all relevant information on financial instrument needed for NPL valuation and financial due diligence? If not, please indicate which other data fields should be included and provide explanation for this.
Please see attached our response letter12. Do you think any specific data fields should be excluded from the template? If yes, please specify the data fields and give explanation to your answer.
Please see attached our response letter13. Do you agree with the data fields related to lease? Please provide data field-specific explanation to your answer.
Please see attached our response letter14. Do you think the suggested list of data fields capture all relevant information on collateral needed for NPL valuation and financial due diligence? If not, please indicate which other data fields should be included and provide explanation for this.
Please see attached our response letter15. Do you think any specific data fields should be excluded from the template? If yes, please specify the data fields and give explanation to your answer.
Please see attached our response letter16. Do you agree with the data fields on the characteristics of non-property collateral? Please provide data field-specific explanation to your answer.
Please see attached our response letter17. Do you agree with the data fields related to the enforcement of collateral? Please provide data field-specific explanation to your answer.
Please see attached our response letter18. Do you agree with the proposed Template 5 of Annex I for NPL valuation and financial due diligence? Please provide data field-specific explanation to your answer.
Please see attached our response letter19. Do you agree with description of data fields presented in data dictionary?
Please see attached our response letter20. Do you agree with criticality (and non-criticality) of data fields presented in data dictionary? If not, please provide suggestions and explanations related to specific data fields.
Please see attached our response letter21. Do you agree with confidentiality aspects of data fields? If not, please provide explanation.
Please see attached our response letter22. Do you agree with excluding no data options for data fields? If not, please provide suggestions and explanations related to specific data fields.
Please see attached our response letter23. Please provide your views on how proportionality considerations regarding the size of the exposures or portfolios being sold should be incorporated in the implementation of NPL data templates.
Please see attached our response letter24. Should there be a threshold (e.g. in monetary terms) for the application of the proportionality principle? If yes, then how should this be defined?
Please see attached our response letter25. Do you agree that the proposed approach takes into account, in an adequate way, the proportionality principle? If not, which additional elements should be considered?
Please see attached our response letter26. Please provide your views on the asset classes covered and whether any specific data fields, other than already foreseen, should be included in the templates for ensure full coverage of certain asset classes.
Please see attached our response letter27. In your view, is the structure and coverage of the templates adequate for both portfolio transactions and transactions where an individual exposure is traded? Please explain your answer.
Please see attached our response letter28. Please add any additional comments, remarks or observations you may wish to include in your feedback to the discussion paper.
Please see attached our response letterName of the organization
AFME Association for Financial Markets in Europe
