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["  "]
[]
[{"$nulls":7},"Key"]
[{"$nulls":8},"Data field will be relocated to another template"]
[{"$nulls":8},"Data field will be deleted from final version of template"]
[{"$nulls":8},"New data field or relocated from another template"]
[null,"DRAFT REPORTING TEMPLATE SPECIFICATION FOR REPO-ELIGIBLE SECURITIES"]
[]
[null,"Residential Mortgage Backed Securities"]
[null,"Security Level Data"]
[]
[null,"Version 0.4 (October 2012)"]
[]
[null,"GUIDANCE NOTES"]
[null,"•  All data fields are mandatory."]
[null,"•  Entries should comply with the data formats specified for the relevant field."]
[null,"•  For fields containing multiple entries, the entries should be separated with a semi-colon (;)."]
[null,"•  When data are not available for a particular field, the field should be left blank. Issuers are expected to explain the reasons for any data omissions."]
[null,"•  For fields with an 'ongoing' reporting frequency, related data should be as at the most recent report date."]
[null,"•  For fields with an 'upfront' reporting frequency, related data should be as at origination. However, if updated information for these fields is available, these data should be recorded."]
[null,"•  Issuers are expected to adhere to the definitions and guidance notes provided in the data template. Where this is not possible, an explanation is required."]
[]
[null,"Field Code","Category","Field Name","Reporting\nFrequency","Description","Data Type","Data Format","Guidance Notes","Selected comments from Submissions","RBA response"]
[null,"RS001","General","Report Date","Upfront","As at date of the data. Should correspond with the last day of the collection period for post-issuance reporting. For RMBS with monthly distribution dates, the collection period is the previous month determination date to the most current determination date. For RMBS with quarterly reset, the collection period is the previous quarter determination date to the most current determination date.  The distribution dates are those disclosed in the individual prospectus for each trust. ","Date","dd-mm-yyyy","Refer to field items 'collections period start date' and 'collection period end date' ","Some respondents have noted that the collection period does not correspond to previous determination date to the most current determination date. Rather it refers to the first day of a calendar month and either ends on the last day of the calendar month or the last calendar day of the quarter (depending on the payment cycle).\n\nMost respondents have suggested that this field should be \"ongoing\" not \"upfront\".","RBA has decided to delete references to the determination date. It has also agreed to change the Reporting Frequency to 'Ongoing'."]
[null,"RS002","Transaction Details","Transaction ID","Ongoing","Unique numeric identifier of the transaction assigned by the Trust Manager.","Numeric",12345,"Should agree with the Transaction ID in field RT002 of the Transaction Level Reporting Template.","Some respondents have requested that the Transaction name be included too.","RBA has decided to include an extra field to capture the Transaction Name. This data field will be consistent across all templates."]
[null,"NEW","General","Master Trust Name","Upfront","Full name of the master trust for the transaction.","Text","N/A","For transactions structured under a master trust arrangement."]
[null,"NEW","General","Series Trust Name","Upfront","Full name of the series trust for the transaction","Text","N/A","May also be known as the transaction name."]
[null,"RS003","Security / Tranche","Class Name","Upfront","The designation (typically a letter and/or number) given to a class of RMBS which exhibit the same rights, priorities and characteristics as defined in the offering document. Also known as a tranche.","Text","A1/A"]
[null,"RS004","Security / Tranche","ISIN","Upfront","ISIN code for the security","Text","N/A","The security identification code assigned to each class of security pursuant to standards established by the ISO (International Organisation for Standardisation)."]
[null,"RS005","Security / Tranche","Austraclear ID","Upfront","Unique security identifier assigned by Austraclear","Text","N/A"]
[null,"RELOCATED","Security / Tranche","Clearing system","Upfront","Name of any clearing / settlement systems that each class of note will be lodged onto.","Text","Austraclear; Clearstream; Euroclear","If there are multiple entities, list the names separated by a semi-colon ';'."]
[null,"RS006","Security / Tranche","Issue Date","Upfront","The date on which a class of securities was first issued","Date","dd-mm-yyyy"]
[null,"RS007","Security / Tranche","Accrual Start Date","Upfront","The start date of the accrual period for calculating coupon earned on the securities, in relation to the period being covered in this report.","Date","dd-mm-yyyy",null,"Some respondents have suggested that this field should be \"ongoing\" not \"upfront\".","RBA has agreed to make this change to this data field."]
[null,"RS008","Security / Tranche","Accrual End Date","Upfront","The end date of the accrual period for calculating coupon earned on the securities, in relation to the period being covered in this report.","Date","dd-mm-yyyy",null,"Some respondents have suggested that this field should be \"ongoing\" not \"upfront\".","RBA has agreed to make this change to this data field."]
[null,"RS009","Security / Tranche","Accrual Period","Upfront","The number of days in the accrual period inclusive of the Accrual Start Date and the Accrual End Date, in relation to the period being covered in this report.","Numeric",12,null,"Some respondents have suggested that this field should be \"ongoing\" not \"upfront\".","RBA has agreed to make this change to this data field."]
[null,"RS010","Security / Tranche","Currency of issuance","Upfront","Currency denomination of the security as specified in the currency codes published by the International Organisation for Standardisation (ISO 4217 codes).","Text","ABC"]
[null,"RS011","Security / Tranche","Denomination","Upfront","Initial invested amount of a single note in the currency of issuance.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},"Also known as the minimum settlement size.","Some respondents have suggested that this field should be \"ongoing\" not \"upfront\".\nSome also noted the comment in the Guidance column, \"Also known as the minimum settlement size.\" is not a term that is frequently used by market participants. This may be confused by the minimum holding amount ($500k) required under the Corporations Act.","RBA has provided further guidance to this data field."]
[null,"RS012","Security / Tranche","Stock Exchange Listings","Upfront","Full legal name of any exchanges or regulated markets on which the security is intended to be listed and traded.","Text","N/A"]
[null,"RS013","Security / Tranche","Credit Ratings Agency","Upfront","Name of all credit rating agencies who have rated the security.","Text","Fitch; Moody's; Standard & Poor's","If there are multiple entities, list the names separated by a semi-colon ';'.","Some respondents have suggested that the RBA consider defining a set of Credit Rating Agencies.","RBA has agreed to define a set of credit rating agencies."]
[null,"RS014","Security / Tranche","Original Credit Rating","Upfront","The original public rating assigned to the security by each Credit Rating Agency.","Text","AAA; Aaa; AAA","If there are multiple ratings, list the ratings separated by a semi-colon ';' in the same order as the Credit Ratings Agencies they correspond with in RS013.","Some respondents have suggested that the RBA consider defining a set of Credit Rating Agencies.","RBA is pleased with the current format of this data field."]
[null,"RS015","Security / Tranche","Current Credit Rating","Ongoing","The current public rating assigned to the security by each Credit Rating Agency.","Text","AAA; Aaa; AAA","If there are multiple ratings, list the ratings separated by a semi-colon ';' in the same order as the Credit Ratings Agencies they correspond with in RS013. If a rating has been withdrawn, enter 'N/A' for the relevant rating.","Some respondents have suggested that the RBA consider defining a set of Credit Rating Agencies.","RBA is pleased with the current format of this data field."]
[null,"RS016","Security / Tranche","Business Day Calendar","Upfront","The jurisdictions which determine whether a given day is a good business day or not.","Text","Sydney; Melbourne","Used for the purposes of determining Payment Dates and other calendar based events for the transaction. If there are multiple calendars used, list each one separated by a semi-colon ';'."]
[null,"RS017","Security / Tranche","Business Day Convention","Upfront","The protocol used when a particular event (e.g. Payment Date) falls on a non-business day. ","Text","N/A","For example, “Following Business Day\" means if a Payment Date falls on a weekend or a non-business day, the Payment Date moves to the next business day. The \"Modified business day” convention refers to the next business day, except when the next business day falls in the following month, in which case it would be moved back to the last business day of that month.","Some respondents have suggested that the RBA consider defining a set of possible responses here.","RBA has agreed to categorise this data field."]
[null,"RS018","Security / Tranche","Original Subordination","Upfront","The original level of subordination (expressed as a percentage of the notes issued) supporting each class of security.","Numeric",12.34,null,"Some respondents have suggested that the RBA provide a detailed definition of subordination and specify a formula to calculate this.","RBA is pleased with the current format of this data field."]
[null,"RS019","Security / Tranche","Current Subordination","Ongoing","The current level of subordination (expressed as a percentage of the current level of notes outstanding) supporting each class of security.","Numeric",12.34,null,"Some respondents have suggested that the RBA provide a detailed definition of subordination and specify a formula to calculate this.","RBA is pleased with the current format of this data field."]
[null,"RELOCATED","Security / Tranche","Offer Amount","Upfront","Total dollar amount of each class of securities to be issued.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"}]
[null,"RELOCATED","Security / Tranche","Offer Type","Upfront","A description of the manner in which the offering is obliged to be made, relevant to the jurisdictions involved. It is dependent on the rules governing the location of investors, and the type of investors to which the offer of securities is made. Examples include REG-AB, REG D and 144A, UCITS regulations.","Text","N/A"]
[null,"RS020","Payments","Principal Distribution Frequency","Upfront","The frequency with which principal payments will be made to note holders for each class of securities. Expressed in months.","Numeric",12,"If distribution only occurs at maturity, enter 0.","Some respondents would like the RBA to clarify the data format - i.e. monthly = 12.","RBA has changed this data field so that it is categorical."]
[null,"RS021","Payments","Coupon Distribution Frequency","Upfront","The frequency with which coupon payments will be made to note holders for each class of securities. Expressed in months.","Numeric",12,"If distribution only occurs at maturity, enter 0.","Some respondents would like the RBA to clarify the data format - i.e. monthly = 12.","RBA has changed this data field so that it is categorical."]
[null,"RS022","Payments","Report Date","Ongoing","As at date of the data for the current report. ","Date","dd-mm-yyyy","Should correspond with the last day of the collection period for post-issuance reporting.","Some respondents have noted that this field maybe asking for the data as RS001.","RBA has agreed to delete this data field."]
[null,"NEW","Payments","Coupon Payment Reference","Upfront","Is the coupon payment based on the 'invested' or 'stated' amount? Choose one from:\n1 - Invested\n2 - Stated","Numeric",1]
[null,"NEW","Payments","Books close convention","Upfront","The books close convention used for a specific class of securities. Choose one of:\n1 - Business Day\n2 - Calendar Days\n3 - Other","Numeric",1]
[null,"NEW","Payments","Books Close Period","Upfront","The number of days, with respect to the books close convention used in RS028, in the books close (ex-coupon) period for a specific class of securities.","Number",12]
[null,"NEW","Payments","Payment Convention","Upfront","The Payment convention used for a specific class of securities. Chose one of:\n1 - Business Day\n2 - Calendar Day\n3 - Other"]
[null,"RS023","Payments","Coupon Payment Date","Ongoing","The date on which payment of coupon to holders of a specific class of securities occurred in relation to the current reporting period.","Date","dd-mm-yyyy"]
[null,"RS024","Payments","Coupon Payment Day Count","Upfront","The day of the month, with respect to the books close convention used in RS0NEW, on which payment of coupon to holders of a class of securities is scheduled to occur. (e.g. for 10th business day of the month, report \"10\" for this data field)","Numeric",12,null,"Some respondents have request that the RBA request the 'day count' rather than the day of the month. Some have also suggested the RBA request the month in which payments are made.","RBA has changed the description to this data field and added another data field (Books Close Convention)."]
[null,"RS025","Payments","Principal Payment Date","Ongoing","The date on which payment of principal to holders of a specific class of securities occurred in relation to the current reporting period.","Date","dd-mm-yyyy"]
[null,"RS026","Payments","Principal Payment Day Count","Upfront","The day of the month, with respect to the books close convention used in RS0NEW, on which payment of principal to holders of a class of securities is scheduled to occur. (e.g. for 10th business day of the month, report \"10\" for this data field)","Numeric",12,null,"Some respondents have request that the RBA request the 'day count' rather than the day of the month. Some have also suggested the RBA request the month in which payments are made.","RBA has changed the description to this data field and added another data field (Books Close Convention)."]
[null,"RS027","Payments","Previous Bond Factor","Ongoing","The ratio of the original Stated Amount prior to payment of a specific class of RMBS to the original Stated Amount of the class.","Date","dd-mm-yyyy",null,"Many respondents have noted that the data type should be numeric, not date.","RBA has agreed to change the data type to Numeric."]
[null,"RS028","Payments","Current Bond Factor","Ongoing","The ratio of the original Stated Amount of a specific RMBS class subsequent to payment to the original Stated Amount of the class.","Date","dd-mm-yyyy",null,"Many respondents have noted that the data type should be numeric, not date.","RBA has agreed to change the data type to Numeric."]
[null,"RS029","Payments","Record Date","Upfront","The number of full business days preceding the payment date on which registered note holders are determined by the Trustee for the purpose of making payments.","Numeric",12]
[null,"RS030","Payments","Determination Date","Upfront","The number of full business days preceding the payment date on which payments to note holders will be calculated by the Trust Manager for a given payment date.","Numeric",12]
[null,"RS031","Payments","Exchange Rate","Ongoing","Conversion rate from AUD to Currency of Issuance (RS010).","Numeric",0.7253,"Quote as units of foreign currency per AUD (e.g. AUD/USD, AUD/GBP, AUD/EUR)",null,"RBA has decided to delete this data field from the template"]
[null,"RS032","Payments","Total Original Invested Amount ","Upfront","The total original principal balance of a specific class of RMBS at issuance.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS033","Payments","Total Invested Amount Prior to Payment","Ongoing","The total principal balance of a specific class of RMBS after the immediately preceding Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS034","Payments","Total Invested Amount after Payment","Ongoing","The total principal balance of a specific class of RMBS after the Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS035","Payments","Total Stated Amount Prior to Payment","Ongoing","The total principal balance of a specific class of RMBS after the preceding Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS036","Payments","Total Stated Amount after Payment","Ongoing","The total principal balance of a specific class of RMBS after the Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS037","Payments","Invested Amount per Note Prior to Payment","Ongoing","The principal balance of a single note within a specific class of RMBS after the immediately preceding Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":12345.67,"d":"$12,345.67"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS038","Payments","Invested Amount per Note after Payment","Ongoing","The principal balance of a single note within a specific class of RMBS after the Principal Payment Date (excluding charge-offs and reimbursements).","Numeric",{"v":12345.67,"d":"$12,345.67"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS039","Payments","Stated Amount per Note Prior to Payment","Ongoing","The principal balance of a single note within a specific class of RMBS after the preceding Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":12345.67,"d":"$12,345.67"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS040","Payments","Stated Amount per Note after Payment","Ongoing","The principal balance of a single note within a specific class of RMBS after the Principal Payment Date, after deducting charge-offs and adding reimbursements.","Numeric",{"v":12345.67,"d":"$12,345.67"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS041","Payments","Coupon Reference Index","Upfront","The name of the base reference coupon index as defined in the offering document (e.g. 3 month BBSW) applicable to a specific class of securities.","Text","N/A"]
[null,"RS042","Payments","Coupon Reference Rate","Ongoing","Current applicable reference rate applied to a specific class of securities for the Accrual Period. Expressed as a percentage.","Numeric",12.3456]
[null,"RS043","Payments","Current Coupon Margin","Ongoing","Margin over/under the Coupon Reference Rate for the current Accrual Period for a specific class. Only required for floating rate, public notes. Expressed in basis points.","Numeric",123.45,null,"Some respondents have suggested that the RBA exclude the \"only required for public notes\" part of the description; in regards to self-securitisations. Some have also expressed potential sensitivities around disclosing margins on certain non-internal transactions.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS044","Payments","Total Scheduled Coupon","Ongoing","Total amount of scheduled coupon due on the Coupon Payment Date for a class of notes. ","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS045","Payments","Scheduled Coupon per Note","Ongoing","Amount of scheduled coupon due on the relevant Coupon Payment Date for a single note within a class of notes. ","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions. Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS046","Payments","Current Coupon Rate","Ongoing","The coupon rate on the security, which is used to calculate coupon due for the coupon period for each specific class.  Expressed as a percentage.","Numeric",12.3456,null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS047","Payments","Total Principal Payments","Ongoing","The total amount of principal paid on a class of RMBS for the current Principal Payment Date.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA is pleased with the current format of this data field."]
[null,"RS048","Payments","Total Coupon Payments","Ongoing","The total amount of coupon paid on a class of RMBS  for the current Coupon Payment Date. ","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS049","Payments","Total Scheduled Principal","Ongoing","The total amount of principal scheduled to be paid on a class of RMBS on the Principal Payment Date, as specified in the Offer Document for notes with a pre-defined amortisation schedule.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"}]
[null,"RS050","Payments","Principal Payment Per Note","Ongoing","The total amount of principal paid on a single note within a specific class of RMBS for the current Principal Payment Date.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS051","Payments","Coupon Payment per Note","Ongoing","The total amount of coupon paid on a single note within a specific class of RMBS for the current Coupon Payment Date. ","Numeric",{"v":123.45,"d":"$123.45"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions. Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS052","Payments","Scheduled Principal per Note","Ongoing","The total amount of principal scheduled to be paid on a single note within a specific class of RMBS on the Principal Payment Date, as specified in the Offer Document.","Numeric",{"v":123.45,"d":"$123.45"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance."]
[null,"RS053","Payments","Excess Spread","Ongoing","The total dollar payment to the residual income unit holder on the current Coupon Payment Date.","Numeric",{"v":123456.78,"d":"$123,456.78"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions. Others have noted that this information would be better suited to the Transaction level template.","RBA has decided to delete this data field."]
[null,"RS054","Payments","Current Coupon Shortfall per Note","Ongoing","The difference between the Total Coupon Payments per Note and the Scheduled Coupon per Note for the current Accrual Period for the current Coupon Payment Date. ","Numeric",{"v":123456.78,"d":"$123,456.78"},null,"Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance. Some have also expressed potential sensitivities around disclosing this information for certain non-internal transactions. ","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS055","Payments","Cumulative Coupon Shortfall per Note","Ongoing","The cumulative difference between the Total Coupon Payments per Note and the Scheduled Coupon per Note up to and including the current Accrual Period on a specific class of note. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions. Some respondents have requested that here and elsewhere, the RBA explicitly state whether dollar amounts are to be provided in AUD, or the currency of issuance.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS056","Payments","Total Coupon Shortfall","Ongoing","The difference between the Total Scheduled Coupon and the Total Coupon Payments for the current Accrual Period for a specific class of notes. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS057","Payments","Cumulative Coupon Shortfall ","Ongoing","The cumulative difference between Total Scheduled Coupon amounts and the Total Coupon Payment for the current Accrual Period and all previous Accrual Periods on a specific class of notes. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS058","Payments","Total Principal Shortfall","Ongoing","The difference between the Total Scheduled Principal and the Total Principal Payments for the current Accrual Period for a specific class of notes. ","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},null,null,"RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS059","Payments","Cumulative Principal Shortfall ","Ongoing","The cumulative difference between Total Scheduled Principal amounts and the Total Principal Payment for the current Accrual Period and all previous Accrual Periods for a specific of (public) class of note.","Numeric",{"v":1234567.89,"d":"$1,234,567.89"},null,"Some issuers have suggested that the RBA delete \"public\" from the description.","RBA has specified this data to be provided in 'currency of issuance' in the guidance notes."]
[null,"RS060","Payments","Current Subordination","Ongoing","The current level of subordination of each tranche in the transaction. Expressed as a percentage of the total amount of securities on issue.","Numeric",12.3456,null,"Some issuers have noted that this data is already requested in RS018/19","RBA has decided to delete this data field."]
[null,"RS061","Payments","Step-up Date","Ongoing","Date upon which there is to be an increase in the coupon payable.","Date","dd-mm-yyyy"]
[null,"RS062","Payments","Next Step-up Margin","Ongoing","The incremental change to the coupon margin for a class of securities. Expressed in basis points.","Numeric",123,null,"Some respondents have expressed potential sensitivities around disclosing this information for certain non-internal transactions.","RBA has changed this data field so that data for private placements and internal securitisations is reported only to the RBA."]
[null,"RS063","Payments","Legal Maturity Date","Upfront","The date by which a specific class of securities must be repaid in order not to be in default.","Date","dd-mm-yyyy"]
[null,"RS064","Payments","Original Estimated Weighted Average Life","Upfront","As at the date of issuance, the expected weighted average number of years a dollar of principal on the security remains outstanding based on its total original balance and a range of assumptions regarding prepayments, defaults and other relevant variables.","Numeric",12.34,null,"Some respondents have noted that offer documents contain a range of WALs. Some have also request guidance on how to report this field for internal deals which have top-ups. Some have also noted that the Category should be changed to \"WAL and Underlying Assumptions\". Some have also asked if the RBA is requesting this information using Issuers/arrangers assumptions or rating agency's? Data type should be changed to Text/numeric.","RBA has provided further guidance on issues raised by respondents."]
[null,"RS065","WAL and Underlying Assumptions","WAL","Upfront","The estimated original WAL of each class of security. Expressed as a percentage.","Numeric",12.3456,null,"Some respondents have noted that this data has been provided in the data field above.","RBA has changed the description to specify the 'current' WAL and provided further guidance for self securitisations."]
[null,"RS066","WAL and Underlying Assumptions","Estimated last payment date","Upfront","The estimated last payment date of each class of security.","Date","dd-mm-yyyy",null,"Some respondents have expressed potential difficulties reporting this field for internal transactions with top-up facilities.","RBA has provided further guidance for self securitisations."]
[null,"RS067","WAL and Underlying Assumptions","Loan arrears rate","Upfront","The estimated original arrears rate on the underlying pool of mortgages. Expressed as a percentage.","Numeric",12.3456,null,"Some respondents have noted that this data is not relevant for WAL calculations and is difficult to determine.","RBA has decided to delete this data field"]
[null,"RS068","WAL and Underlying Assumptions","Default rate","Upfront","The estimated default rate on the underlying pool of mortgages. Expressed as a percentage.","Numeric",12.3456,null,"Some respondents have noted that this data is not relevant for WAL calculations and is difficult to determine.","RBA has decided to delete this data field"]
[null,"RS069","WAL and Underlying Assumptions","Total losses","Upfront","The estimated original total losses on the underlying mortgages.","Numeric",{"v":123456789.12,"d":"$123,456,789.12"},null,"Some respondents have noted that this data is not relevant for WAL calculations and is difficult to determine.","RBA has decided to delete this data field"]
[null,"RS070","WAL and Underlying Assumptions","Original CPR","Upfront","The estimated original constant prepayment rate (CPR) on the underlying pool of mortgages. Expressed as a percentage.","Numeric",12.3456,null,"Some respondents have noted that this data is not relevant for WAL calculations and is difficult to determine."]
[null,"RS071","WAL and Underlying Assumptions","Other Assumptions","Upfront","A description of any other material assumptions made in modelling the estimated original WAL of each class of security.","Text","N/A",null,"Some respondents have noted that this will involve rehashing a lot of legal terminology from the offer document on a monthly basis and question the relevance to monthly reporting.","RBA has decided to delete this data field"]