This chapter contains the following sections:
This section contains details of the suggested accounting entries that can be set up, for the Securitization of Loan module of Oracle FLEXCUBE. The details of the suggested accounting entries are given event-wise.
The following is an exhaustive list of events that can take place during the lifecycle of a Securitization of Loan. In the subsequent paragraphs we shall examine the accounting entries and advices for each of the events listed below.
Event Code | Event Description | ||
---|---|---|---|
BOOK | Booking Of Securitization Contract | ||
INIT | Contract Initiation | ||
SAMD | Sale of additional loans accounts to SPV | ||
BAMD | Buyback of loan accounts from SPV | ||
AMND | Amendment of Securitization Contract | ||
LIQD | Manual Liquidation event to liquidate the charges / payments from / to SPV | ||
CLOS | Auto Closure of Securitization Contract | ||
MAMD | Update the Pool Maturity Date with the latest date of all underlying loans | ||
REVP | Reversal of Payment | ||
LAMD | Amendment of Loan Contract | ||
LDBR | Disbursement of Loan Contract | ||
LPMT | Payment of Loan Contract | ||
PRCH | Collecting Service Charges from SPV on scheduled date based on the pre-defined schedule | ||
PLAC | Realizing Profit / Loss on the scheduled date | ||
RECR | Replacement of loan transaction is securitized |
The table below describes the Amount tags in securitization contract which supports accounting entries:
Amount Tag | Description | |||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOAN_OUTSTANDING | For a New Contract: | Sum of (Simple and amortized loans) | (Outstanding Principal, | + Interest Accrued till sale date | + Penalty accrued till sale date | + Overdue components) | Sum of (Discounted type Loans) | (Outstanding Principal, -- RIA Balance) | For amendments (SAMD) – Addition of new loans to Pool: | Sum of newly added Loans(Simple and amortized loans) | (Outstanding Principal | + Interest Accrued till sale date | + Penalty accrued till sale date | + Overdue components) | Sum of (Discounted type Loans) | (Outstanding Principal, -- RIA Balance) | For amendments (BAMD) – removal of loan accounts from Pool: | Sum of excluded loan(Simple and amortized loans) | (Outstanding Principal | + Interest Accrued till sale date | + Penalty accrued till sale date | + Overdue components) | Sum of (Discounted type Loans) | (Outstanding Principal + RIA Balance | ||||||
SALE_AMT | For new Contract: | Sale Amount of the Securitization contract | For amendment contracts: | Increased / decreased in Sale Amount of the Securitization contract | ||||||||||||||||||||||||||
SALE_PROFIT | Applicable, if the profit / loss accrual is not set as required | For new Contract: | Profit of the Securitization Sale contract | For amendment(AMND,SAMD,BAMD) contracts: | Increased in Profit of the amendment contract | |||||||||||||||||||||||||
SALE_PROFIT_AC | Applicable, if the profit / loss accrual is set as required | For new Contract: | Profit of the Securitization Sale contract | For amendment(AMND,SAMD,BAMD) contracts: | Increased in Profit of the amendment contract | |||||||||||||||||||||||||
SALE_LOSS | Applicable, if the profit / loss accrual is not set as required | For new Contract: | Loss of the Securitization Sale contract | For amendment(AMND,SAMD,BAMD) contracts: | Increased in Loss of the amendment contract | |||||||||||||||||||||||||
SALE_LOSS_AC | Applicable, if the profit / loss accrual is set as required | For new Contract: | Loss of the Securitization Sale contract | For amendment(AMND,SAMD,BAMD) contracts: | Increased in Loss of the amendment contract | |||||||||||||||||||||||||
PLAC_PROFT | Consolidated profit accrual for the securitization contract | |||||||||||||||||||||||||||||
PLAC_LOSS | Consolidated loss accrual for the securitization contract |
The table below describes the accounting roles in Securitization contract:
Accounting Role | Description | ||
---|---|---|---|
SPV_SETTL_BRIDGE | Accounting role head for the Bridge GL. | ||
SPV_SETTLE_ACC | Accounting role head for the SPV Settlement Account | ||
PLAC_INC | Bank real income GL for realizing the income arising out the Securitization contract | ||
PLAC_EXP | Bank real expense GL for realizing the loss arising out the Securitization contract | ||
PLAC_PIA | Bank GL to realize the loss from securitization contract periodically | ||
PLAC_RIA | Bank GL to realize the profit from securitization contract periodically. | ||
SPV_SETTL_BRIDGE_CR | Bank GL account for SPV Credit Settlement bridge | ||
SPV_SETTL_BRIDGE_DR | Bank GL account for SPV Debit Settlement bridge |
In this section we will discuss the suggested events and advices that should be generated for that particular event in the life cycle of Securitization of Loans.
The system executes the INIT event when a contract is initiated on value date. If the value date is application date, then system triggers the BOOK and INIT event while booking the contract. During this event, system computes the total profit/loss of the transaction. Depending on the type of profit/loss accrual mode set for product/contract, the system either posts the entries to RIA/PIA GL for periodic accrual of Profit/Loss to Balance sheet or posts it directly to the income/expense GL. The system generates the configured advices and sends as part of the INIT authorized.
Note
The system triggers the CL status change event and changes the status from NORM to SECR. It does not allow backdated/future dated contract booking of securitization.
The table below describes the accounting entries for Processing Fee Components and Sale Activities:
Role | Amount Tag | Debit/Credit | Remarks | ||||
---|---|---|---|---|---|---|---|
SPV_SETTLE_ACC | CHARGES | Dr | |||||
CHG_INC | CHARGES | Cr | |||||
SPV_SETTLE_ACC | LOAN_OUTSTANDING | Dr | |||||
SPV_SETTL_BRIDGE_CR | LOAN_OUTSTANDING | CR | |||||
SPV_SETTLE_ACC | SALE_PROFIT | DR | For immediate realization | ||||
PLAC_INC | SALE_PROFIT | CR | |||||
SPV_SETTLE_ACC | SALE_PROFIT_AC | DR | For periodic realization | ||||
PLAC_RIA | SALE_PROFIT_AC | CR | |||||
PLAC_EXP | SALE_LOSS | DR | For immediate realization | ||||
SPV_SETTL_BRIDGE_CR | SALE_LOSS | CR | |||||
PLAC_PIA | SALE_LOSS_AC | DR | For periodic realization | ||||
SPV_SETTL_BRIDGE_CR | SALE_LOSS_AC | CR |
It is an event for sale of additional loans accounts to SPV (Addition of loan accounts to securitization pool). During this event, the system computes the total profit/loss of the transaction. Depending on the type of profit/loss accrual mode set for product/contract, the system will either post the entries to RIA/PIA GL for periodic accrual of Profit/Loss to balance sheet or post it directly to the income/expense GL. The system triggers the CL status change event and changes the status from NORM to SECR.
The table below descries the accounting entries for Charges incurred during amendment:
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | CHARGES | Dr | |||
CHARGE COMPONENT_INC | CHARGES | Cr |
The table below describes the accounting entries for Securitization Pool Amendment:
Role | Amount Tag | Debit/Credit | Remarks | ||||
---|---|---|---|---|---|---|---|
SPV_SETTLE_ACC | LOAN_OUTSTANDING | DR | |||||
SPV_SETTL_BRIDGE_CR | LOAN_OUTSTANDING | CR | |||||
SPV_SETTLE_ACC | SALE_PROFIT | DR | For immediate realization | ||||
PLAC_INC | SALE_PROFIT | CR | |||||
SPV_SETTLE_ACC | SALE_PROFIT_AC | DR | For periodic realization | ||||
PLAC_RIA | SALE_PROFIT_AC | CR | |||||
PLAC_EXP | SALE_LOSS | DR | For immediate realization | ||||
SPV_SETTL_BRIDGE_CR | SALE_LOSS | CR | |||||
PLAC_PIA | SALE_LOSS_AC | DR | For periodic realization | ||||
SPV_SETTL_BRIDGE_CR | SALE_LOSS_AC | CR |
It is an event for Buyback of loan accounts from SPV (removal of loan accounts from securitization pool). During this event, the system computes the total profit/loss of the transaction. Depending on the type of profit/loss accrual mode set for product/contract, the system will either post the entries to contingent GL for periodic accrual of Profit/Loss to Balance sheet or post it directly to the income/expense GL. The system triggers the CL status change activity from SECR to NORM.
The table below describes the accounting entries for Charge components during Buyback:
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | CHARGES | Dr | |||
CHG_INC | CHARGES | Cr |
The table below describes the accounting entries for the Buyback Activity:
Role | Amount Tag | Debit/Credit | Remarks | ||||
---|---|---|---|---|---|---|---|
SPV_SETTL_BRIDGE_DR | LOAN_OUTSTANDING | Dr | |||||
SPV_SETTLE_ACC | LOAN_OUTSTANDING | Cr | |||||
SPV_SETTLE_ACC | SALE_PROFIT | DR | |||||
PLAC_INC | SALE_PROFIT | CR | For immediate realization | ||||
SPV_SETTLE_ACC | SALE_PROFIT_AC | DR | |||||
PLAC_RIA | SALE_PROFIT_AC | CR | For periodic realization | ||||
PLAC_EXP | SALE_LOSS | DR | For immediate realization | ||||
SPV_SETTL_BRIDGE_CR | SALE_LOSS | CR | |||||
PLAC_PIA | SALE_LOSS_AC | DR | For periodic realization | ||||
SPV_SETTL_BRIDGE_CR | SALE_LOSS_AC | CR |
It is an event for Amendment of Securitization Contract. The system does not allow modifying the Pool details.
The table below describes the accounting entries for Charges incurred during Amendment:
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | CHARGES | Dr | |||
CHARGE COMPONENT_INC | CHARGES | Cr |
The table below describes the accounting entries for Securitization Pool Amendment:
Role | Amount Tag | Debit/Credit | Remarks | ||||
---|---|---|---|---|---|---|---|
SPV_SETTLE_ACC | SALE_PROFIT | DR | For immediate realization | ||||
PLAC_INC | SALE_PROFIT | CR | |||||
SPV_SETTLE_ACC | SALE_PROFIT_AC | DR | For periodic realization | ||||
PLAC_RIA | SALE_PROFIT_AC | CR | |||||
PLAC_EXP | SALE_LOSS | DR | For immediate realization | ||||
SPV_SETTLE_ACC | SALE_LOSS | CR | |||||
PLAC_PIA | SALE_LOSS_AC | DR | For periodic realization | ||||
SPV_SETTLE_ACC | SALE_LOSS_AC | CR |
It is an event for Reversal of Payment. The table below describes the accounting entries for Reversal of Payments (charge components).
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | -PRCH_LIQD | Dr | |||
PRCH_INC | -PRCH_LIQD | Cr |
It is an event for Manual Liquidation to liquidate the charges/payments from/to SPV.
The table below describes the accounting entries for collecting periodic service charges from SPV on due date (Manual payment):
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | PRCH_LIQD | Dr | |||
PRCH_INC | PRCH_LIQD | Cr |
The system triggers this event during EOD for collecting the service charges from SPV on scheduled date based on the pre-defined schedule.
The table below describes the accounting entries for collecting periodic service charges from SPV on due date:
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | PRCH_CHG | Dr | |||
PRCH_INC | PRCH_CHG | Cr |
The system triggers this event during EOD if any payment has been triggered in underlying loan contract (principal, interest, penalty and overdue components). The system posts consolidated accounting entries posted to SPV accordingly for credit payment and debit payments.
The table below describes the accounting entries for posting the consolidated payments to/from SPV on value date:
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | LOAN_PMNT_DR | DR | |||
SPV_SETTL_BRIDGE_CR | LOAN_PMNT_DR | CR | |||
SPV_SETTL_BRIDGE_DR | LOAN_PMNT_CR | DR | |||
SPV_SETTLE_ACC | LOAN_PMNT_CR | CR |
The system triggers the event during EOD for realizing the Profit/Loss on the scheduled date.
The table below describes the accounting entries for realize the profit / loss in real GL from the receivables:
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
PLAC_RIA | PLAC_PROFT | Dr | |||
PLAC_INC | PLAC_PROFT | Cr | |||
PLAC_PIA | PLAC_LOSS | Dr | |||
PLAC_EXP | PLAC_LOSS | Cr |
Note
The system supports this event in securitizing product and is triggered whenever the replacement of loan transaction is securitized.
The system compute the profit / loss for the securitization contract amendment and pass the accounting entries accordingly.
Role | Amount Tag | Debit/Credit | |||
---|---|---|---|---|---|
SPV_SETTLE_ACC | LOAN_OUTSTANDING_CR | DR | |||
SPV_SETTL_BRIDGE_CR | LOAN_OUTSTANDING_CR | CR | |||
SPV_SETTL_BRIDGE_DR | LOAN_OUTSTANDING_DR | DR | |||
SPV_SETTLE_ACC | LOAN_OUTSTANDING_DR | CR | |||
PLAC_EXP | SALE_LOSS | DR | |||
SPV_SETTLE_ACC | SALE_LOSS | CR | |||
PLAC_PIA | SALE_LOSS_AC | DR | |||
SPV_SETTLE_ACC | SALE_LOSS_AC | CR | |||
PLAC_EXP | SALE_LOSS_BR | DR | |||
SPV_SETTL_BRIDGE_CR | SALE_LOSS_BR | CR | |||
PLAC_PIA | SALE_LOSS_BR_AC | DR | |||
SPV_SETTL_BRIDGE_CR | SALE_LOSS_BR_AC | CR | |||
SPV_SETTLE_ACC | SALE_PROFIT | DR | |||
PLAC_INC | SALE_PROFIT | CR | |||
SPV_SETTLE_ACC | SALE_PROFIT_AC | DR | |||
PLAC_RIA | SALE_PROFIT_AC | CR | |||
SPV_SETTL_BRIDGE_DR | SALE_PROFIT_BR | DR | |||
PLAC_INC | SALE_PROFIT_BR | CR | |||
SPV_SETTL_BRIDGE_DR | SALE_PROFIT_BR_AC | DR | |||
PLAC_RIA | SALE_PROFIT_BR_AC | CR | |||
SPV_SETTLE_ACC | PRCH_LIQD | DR |
The elements mentioned in the table below are available for constructing the formula:
Pre-Defined Elements | Description | Type | |||
---|---|---|---|---|---|
PRODUCT_CODE | Product Code | VARCHAR2 | |||
BRANCH_CODE | Branch Code | VARCHAR2 | |||
COLLATERAL_AMOUNT | Collateral Amount | NUMBER | |||
LOAN_STATUS | Loan Status | VARCHAR2 | |||
PRINCIPAL_OUTSTAND | Outstanding Principal | NUMBER | |||
AMOUNT_DISBURSED | Disbursed Amount | NUMBER | |||
AMOUNT_NOT_DISBURSED | Undisbursed Principal(future scheduled disbursement amount) | NUMBER | |||
LOAN_TYPE | Loan Type (Discounted/ True Discounted / Amortized/Amortized 78) | NUMBER | |||
TENOR_OUTSTAND | Outstanding Tenor | NUMBER | |||
INTEREST_RATE | Rate of Interest | NUMBER | |||
INTEREST_TYPE | Type of Interest (Floating / Fixed) | NUMBER | |||
PRINCIPAL_PAYMENT_FREQ | Principal Payment frequency | NUMBER | |||
INTEREST_PAYMENT_FREQ | Interest Payment frequency | NUMBER | |||
CUSTOMER_TYPE | Customer Type | NUMBER | |||
CUSTOMER_CITY | Customer city location | NUMBER | |||
COLLATERAL_TYPE | Collateralized/Non-collateralized | NUMBER | |||
CREDIT_SCORE | Credit Rating | NUMBER | |||
PAYMENT_OUTSTAND | Payment outstanding | NUMBER | |||
LOAN_CURRENCY | Currency of Loan | NUMBER | |||
CUSTOMER_CATEGORY | Customer Category | NUMBER | |||
PROD_CATEGORY | Product category | VARCHAR2 | |||
PROFIT_RATE | Profit rate | NUMBER | |||
FUND_ID | Fund ID | VARCHAR2 | |||
ACC_STATUS | Account Status | VARCHAR2 | |||
RP_STATUS | Relationship Pricing Status | VARCHAR2 |
The table below describes the advice messages for the securitization product:
Message | Message Type | Message Format | Tag Name | Tag Type | Tag Description | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Securitization Contract Book Advice | SZ_BOOK_ADV | SZ_BOOK_ADV_FMT | SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_SALEAMT_ | Single | Securitized Pool Sale Amount | |||||||||
_SALECCY_ | Single | Securitized Pool Sale Currency | |||||||||
_SALE_DATE_ | Single | Securitized Pool Sale Date | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization Contract Init Advice | SZ_INIT_ADV | SZ_INIT_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_SALEAMT_ | Single | Securitized Pool Sale Amount | |||||||||
_SALECCY_ | Single | Securitized Pool Sale Currency | |||||||||
_SALE_DATE_ | Single | Securitized Pool Sale Date | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization Contract Amendment Advice | SZ_AMND_ADV | SZ_AMND_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization Contract Sale Amendment Advice | SZ_SAMD_ADV | SZ_SAMD_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_LNFLAG_ | Single | Loan Exists Flag | |||||||||
_LNACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_LNACUSERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LNAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LNCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LNSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LNDATE_ | Multiple | Underlying Loan's Date | |||||||||
_LNMDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LNTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LNBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LNBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization Contract Buyback Amendment Advice | SZ_BAMD_ADV | SZ_BAMD_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_LNFLAG_ | Single | Loan Exists Flag | |||||||||
_LNACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_LNACUSERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LNAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LNCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LNSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LNDATE_ | Multiple | Underlying Loan's Date | |||||||||
_LNMDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LNTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LNBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LNBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization Contract Maturity Date Amendment Advice | SZ_MAMD_ADV | SZ_MAMD_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization Closure Advice | SZ_CLSR_ADV | SZ_CLSR_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SPOOLAMT_ | Single | Securitized Pool Amount | |||||||||
_SPOOLCCY_ | Single | Securitized Pool Currency | |||||||||
_SALEAMT_ | Single | Securitized Pool Sale Amount | |||||||||
_SALECCY_ | Single | Securitized Pool Sale Currency | |||||||||
_SALE_DATE_ | Single | Securitized Pool Sale Date | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Consolidated Loan Account Amendment Advice | SZ_LAMD_ADV | SZ_LAMD_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SREFNO_ | Single | SZ Contract Reference Number | |||||||||
_DATE_ | Single | Underlying Loan's Amendment Date | |||||||||
_LNFLAG_ | Single | Loan Exists Flag | |||||||||
_LNACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_LNACUSERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LNAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LNCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LNSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LNDATE_ | Multiple | Underlying Loan's Date | |||||||||
_LNMDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LNTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LNBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LNBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Consolidated Loan Account Disbursement Advice | SZ_LDSB_ADV | SZ_LDSB_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SREFNO_ | Single | SZ Contract Reference Number | |||||||||
_DATE_ | Single | Underlying Loan's Disbursement Date | |||||||||
_LNFLAG_ | Single | Loan Exists Flag | |||||||||
_LNACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_LNACUSERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LNAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LNCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LNSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LNDATE_ | Multiple | Underlying Loan's Date | |||||||||
_LNMDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LNTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LNBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LNBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Consolidated Loan Account pre-payment Advice | SZ_PPAY_ADV | SZ_PPAY_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SPVID_ | Single | Special Purpose Vehicles ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_SREFNO_ | Single | SZ Contract Reference Number | |||||||||
_DATE_ | Single | Underlying Loan's Pre-Payment Date | |||||||||
_LNFLAG_ | Single | Loan Exists Flag | |||||||||
_LNACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_LNACUSERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LNAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LNCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LNSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LNDATE_ | Multiple | Underlying Loan's Date | |||||||||
_LNMDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LNTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LNBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LNBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
_SECLNFLAG_ | Single | Loan Exists Flag | |||||||||
_ACCNUM_ | Multiple | Underlying Loan's Account Number | |||||||||
_AC-USERREF_ | Multiple | Underlying Loan's User Reference | |||||||||
_LOAMT_ | Multiple | Underlying Loan's Amount | |||||||||
_LCCY_ | Multiple | Underlying Loan's Loan Currency | |||||||||
_LSTATUS_ | Multiple | Underlying Loan's Account Status | |||||||||
_LDATE_ | Multiple | Underlying Loan's Date | |||||||||
_MDATE_ | Multiple | Underlying Loan's Maturity Date | |||||||||
_LTENOR_ | Multiple | Underlying Loan's Tenor | |||||||||
_LBNAME_ | Multiple | Underlying Loan's Borrower Name | |||||||||
_LBID_ | Multiple | Underlying Loan's Borrower ID | |||||||||
Securitization contract Payment Advice | SZ_PMNT_ADV | SZ_PMNT_ADV_FMT | _SZBRANCHDATE_ | Single | Securitization Branch Date | ||||||
_BRANCH-NAME_ | Single | Securitization Branch Name | |||||||||
_SZSPV-NAME_ | Single | SPV Customer Name | |||||||||
_SZSPV-ADDR-LN1_ | Single | SPV Address Line 1 | |||||||||
_SZSPV-ADDR-LN2_ | Single | SPV Address Line 2 | |||||||||
_SZSPV-ADDR-LN3_ | Single | SPV Address Line 3 | |||||||||
_SZSPV-ADDR-LN4_ | Single | SPV Address Line 4 | |||||||||
_USERREF_ | Single | SZ User Reference Number | |||||||||
_SVDATE_ | Single | SZ Contract Value Date | |||||||||
_SBDATE_ | Single | SZ Contract Book Date | |||||||||
_SMDATE_ | Single | SZ Contract Maturity Date | |||||||||
_SPVID_ | Single | Special Purpose Vehicle ID | |||||||||
_SPVNAME_ | Single | SPV Name | |||||||||
_PMNTFLAG_ | Single | Payment Exists Flag | |||||||||
_PAYAMT_ | Single | Securitization Contract Payment Amount | |||||||||
_PAYCCY_ | Single | Securitization Contract Payment Currency | |||||||||
_PAYDATE_ | Single | Securitization Contract Payment Date |
The table below describes the generation time and supported tag of the advices and its corresponding event:
Advice Name | Event | Generation Time | Supported tags | ||||
---|---|---|---|---|---|---|---|
Securitization Book Advice | BOOK | Authorize | SZ_ADV_FMT | ||||
Securitization Init Advice | INIT | Authorize | SZ_ADV_FMT | ||||
Securitization contract Amendment Advice | AMND | Authorize | SZ_AMD_ADV | ||||
Sale Advice | SAMD | Authorize | SZ_AMD_ADV | ||||
Buyback Advice | BAMD | Authorize | SZ_AMD_ADV | ||||
Payment Advice | LIQD | Authorize | SZ_PMNT_ADV | ||||
Closure Advice (Manual closure) | CLOS | Authorize | SZ_CLSR_ADV | ||||
Consolidated Loan Amendment statement | LAMD | EOD | SZ_LAMD_ADV | ||||
Consolidated Loan Disbursement Request | LDBR | EOD | SZ_LDSB_ADV | ||||
Consolidated Loan Pre-payments received | LPMT | EOD | SZ_PPAY_ADV |