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[null,"Data inputs - Information Requirements"]
[null,"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"]

{"sheet":"Guidelines","index":1,"n_rows":62,"n_cols":3,"rows_kept":62,"cut":false,"hidden":false,"merged":[[61,2,61,15],[26,2,26,15],[9,2,9,15],[52,2,52,15],[57,2,57,15],[24,2,24,15],[14,2,14,15],[16,2,16,15],[18,2,18,15],[20,2,20,15],[22,2,22,15],[33,2,33,15],[39,2,39,15],[43,2,43,15],[47,2,47,15]]}
[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
["Guidelines for information reporting"]
["Note: A more detailed breakdown could be requested during the due diligence process."]
[]
[{"$f":"+'2.1'!A4","v":"Key financial figures"}]
[]
[]
[null,{"$f":"+'2.1'!A5","v":"2.1. Key financial figures for the last three full years available"},"Provide the key financial figures (as reported in the table) for the last three full years available. Please specify in case the fiugures are unaudited."]
[]
[{"$f":"+'5.1.1'!A5","v":"5.1 Recent origination"}]
[{"$f":"+'5.1.1'!A7","v":"5.1.1 Financing volumes in the EE and RE sector and other eligible sectors (as per eligibility criteria listed in Appendix A to Annex III)"}]
[]
[null,"General guideline","When providing the data below the intermediary should ideally include 'Relevant transactions' only. \nRelevant Transactions are Loans and Leases (as applicable) with characteristics (industry focus, facility type, borrower segment) showing a high degree of consistency with the Final Recipient Transactions Eligiblity Criteria and the Final Recipient Eligibility Criteria detailed under the Call for Expression of Interest."]
[]
[null,{"$f":"+'5.1.1'!A12","v":"a) Rating class (e.g. internal scoring/rating/probability of default/expected loss) (if available)"},"Indicate for each segment (internal risk/commercial classification of borrowers) the distribution by rating category.\nData reported for year n-1 (latest available full year of origination), should include the loan balance as of the origination date and the rating assigned at the origination. Data reported in the 'outstanding' section should consider the outstanding balance of the loan and the most updated rating assigned.\nData should ideally be split by borrower segment (according to internal risk classification)."]
[]
[null,{"$f":"+'5.1.1'!A27","v":"b) Recent lending activity by internal business segment, as applicable"},"Indicate for each segment (internal risk/commercial classification of borrowers) the recent lending activity. Please use the segments as used by the bank internally, and suh would typically include [e.g.] corporate, small bussines, retail, etc. Specific segments per industry [e.g. real estate] could be considered by financial intermediaries. \nFor years n-1 to n-3, please refer only to the new origination and include the loan balance as of the origination.\nFor outstanding amount, please include the data as of the time of information reporting, including the total outstanding loan balance for all the segments."]
[]
[null,{"$f":"+'5.1.1'!A42","v":"c) Industry (using NACE Rev.2 (Division Level, i.e. one letter followed by two digits))"},"Provide the distribution by NACE codes of the portfolio originated in year n-1 (including the balance as of the time of the origination) and distribution by NACE code of the outstanding balance of the aggregate portfolio.\nPlease indicate industry distribution using the NACE Codes Rev. 2, i.e. one letter follower by two digits. Reference available at https://ec.europa.eu/eurostat/documents/3859598/5902521/KS-RA-07-015-EN.PDF"]
[]
[null,{"$f":"+'5.1.1'!A57","v":"d) Maturity of the Relevant Transactions"},"Provide the distribution by initial loan maturity for the year n-1 (including the loan balance at the time of the origination) and the outstanding balance (still reporting the initial maturity of the loan and the outstanding balance of the aggregate portfolio). For each bucket of the distribution, please include the number of loans (therefore borrowers to which different credit products have been originated should appear more than once)."]
[]
[null,{"$f":"+'5.1.1'!A72","v":"e) Purpose of finance"},"Provide the distribution by purpose of financing for the year n-1 (including the loan balance at the time of the origination) and the outstanding balance (reporting the outstanding balance of the aggregate MSME/Corporate portfolio). For each bucket of the distribution, please include the number of loans (therefore borrowers to which different credit products have been originated should appear more than once).\nPurposes of finance typically considered include [e.g.] working capital, investment loans, construction, debt consolidation."]
[]
[null,{"$f":"+'5.1.1'!A82","v":"f) Type of borrowers (private individuals, SMEs and Mid-Caps) (if available)"},"Provide distribution by type of borrowers such as private individuals for residential buildings, SMEs or Mid-Caps for energy efficiency or renewable energy investments- if such informations is easily extracted. "]
[]
[]
[{"$f":"+'5.2'!A5","v":"5.2. Expected characteristics of the Portfolio to be built up:"}]
[]
[]
[]
[null,"General guideline","Data reporting guidelines for section 5.2 are consistent with indications set forth under section 5.1. Scope of the information requirement is restricted to the portfolio expected to be included under the Mandate"]
[]
[{"$f":"+'5.3.1'!A5","v":"5.3 Performance Track Record "}]
[{"$f":"+'5.3.1'!A8","v":"(a) Rating master scale (for each rating/scoring model expected in the Portfolio)"}]
[]
[]
[null,"Master-scale","For each rating model in use (applicable to borrowers within the scope of the mandate)and each rating category thereunder, include the PD range (min, max and mid-point) as per rating model output.\nDo not include in this section default rates actually observed for each rating category (to be reported under section 'observed default frequencies').\nData on rating model and historical performance are not mandatory for the purpose of the application. If historical data are not available, the intermediary should provide the best estimate of the lifetime PD and the RR for the portfolio to be included in the Data Checklist section."]
[]
[{"$f":"+'5.3.1'!A26","v":"(c) Annual rating migration per rating class (observation 12 months after) for each rating system in place and for,at least, the past 3 years"}]
[]
[null,"Rating migration","For each rating model in use and each rating category thereunder, each cell in the matrix should represent the number of clients who started the year with the rating included in the first column and during the year transitioned to the rating included in the first row.\n- Data should be presented by number of clients (therefore borrowers to which different credit products were originated should appear only once) for each year of observations. E.g. different transition matrices should be included to report the migrations observed in year 201X, 201Y and 201Z.\nThe scope of the data should ideally cover the Relevant Transactions, as defined in the General Guidelines above.\nAt least the latest three years should be included.\n\nDefaulted borrowers (Def):\n- Borrowers classified as defaulted during the year, but then reperforming, should appear as transitioned to default in the matrix.\n- The definition of default applied in the matrix should be consistent with the definition of default detailed under the Call for Expression of Interest; any deviation should be reported in the 'Data and information checklist'.\nWithdrawn rating (WR):\n- The matrix should include all the borrowers active (i.e. with positive outstanding balance) at the beginning of the year, therefore still including borrowers that over the year of observation fully amortised the outstanding balance.\n- The WR status should include borrowers who had a rating at the beginning of the year but that are unrated at the end of the year upon the occurrence of credit events (e.g. liquidation, alerts, no financial data available) or full amortisation of the loan.\n\nData on rating model and historical performance are not mandatory for the purpose of the application. If historical data are not available, the intermediary should provide the best estimate of the lifetime PD for the portfolio to be included in the Data Checklist section."]
[]
[{"$f":"+'5.3.1'!A67","v":"(d) Observed default frequencies for the last 5 years  for each internal rating/scoring model"}]
[]
[null,"Observed default frequencies","The sample should correspond to clients rated at the beginning of the relevant year.\nFor each year it should be provided the following:\n- Number of observations: number of clients for each year at the beginning of the year\n- Number of defaults. Def: out of the number of Clients, number of clients that defaulted at any time during the relevant year. Clients defaulted and then reperforming should be accounted as defaulted borrowers.\nThe definition of default shall be consistent with the one included under the Call for Expression of Interest, i.e: (i) more than 90 days delinquent, (ii) bankruptcy, (iii) restructured, (iv) accelerated, (v) otherwise classified as defaulted by the bank under its credit and collection policies.\n\nData on rating model and historical performance are not mandatory for the purpose of the application. If historical data are not available, the intermediary should provide the best estimate of the lifetime PD for the portfolio to be included in the Data Checklist section."]
[]
[{"$f":"+'5.3.2'!A7","v":"5.3.2. Default vintage data:"}]
[]
[]
[null,"Default vintage data","Vintages are to be presented by reference to all Relevant Transactions originated during the same period, ideally split by internal segments classification (e.g. Micro, SMEs, Corporates). If available, data should be reported by segment.\nDefault definition:The definition of default shall be consistent with the one included under the Call for Expression of Interest, i.e: (i) more than 90 days delinquent, (ii) bankruptcy, (iii) restructured, (iv) accelerated, (v) otherwise classified as defaulted by the bank under its credit and collection policies. The default definition used must be specified in the . \nDefaulted amounts: The aggregate of the outstanding principal amount of all transactions that defaulted in each period following their origination date is tracked separately for each vintage. The vintage analysis table is thus produced by recording in each cell - for each vintage line - the total outstanding amount at the time of default for transactions that have defaulted in the period of the relevant column (1, 2, 3, …). For instance, assuming quarterly periods, if the time to default [Time to default = default date - origination date, expressed in number of months] is comprised between 0-3 months, i.e. transactions defaulted within the first period of their life, the respective defaulted amount is to be shown in the column corresponding to period 1; if the time to default is comprised between 4-6 months, the respective defaulted amount is to be shown in the column corresponding to period 2, etc.\nData should be reported by amount. Under the column 'Period of origination' the aggregate initial balance of the transaction should be reported, while the amount at default should include the sum of the outstanding balances at default in the relevant period."]
[]
[{"$f":"+'5.3.3'!A7","v":"5.3.3. Recovery vintage data:"}]
[]
[]
[null,"Recovery vintage data","Data reported under the 'Period of Transaction default' shall aggregate the exposures at default of all those exposures that met the default definition for the first time in the relevant period regardless of the period of origination. Data are ideally split by Secured Vs Unsecured and,if available, reported by segment. Recovery vintage data is always required, independently of the use of internal ratings.\nThe definition of default to populate the column 'Period od Transaction Default' shall be consistent with the one included under the Call for Expression of Interest, i.e: (i) more than 90 days delinquent, (ii) bankruptcy, (iii) restructured, (iv) accelerated, (v) otherwise classified as defaulted by the bank under its credit and collection policies.\nThe vintage analysis table is produced by recording in each cell - for each vintage line - the recovery amount at the relevant period (any recovery proceed, reported at the time of recovery) for transactions that have defaulted in the period of the relevant column (1, 2, 3, …). Each vintage should present the amount recovered on ech subsequent relevant period out of the total amount defaulted in that vintage, and should mirror the cash flow accrual from the defaulted position, coming from extrajudicial (restructuring, repayment arrangements with the borrower) or from judicial actions (sale of collateral).\n\nThe aggregate of the outstanding principal amount of all transactions that recovered in each period following their origination date is tracked separately for each vintage. The vintage analysis table is thus produced by recording in each cell - for each vintage line - the total redcovered amount in each period for transactions that have defaulted in the period of the relevant column (1, 2, 3, …). For instance, assuming quarterly periods, if the time to default [Time to recovery = recovery date - origination date, expressed in number of months] is comprised between 0-3 months, i.e. amounts recovered within the first period of their life, the respective recovery amount is to be shown in the column corresponding to period 1; if the time to recovery is comprised between 4-6 months, the respective recovery amount is to be shown in the column corresponding to period 2, etc.\n\nHistorical performance data are not mandatory for the purpose of the application. If historical data are not available, the intermediary should provide the best estimate of the RR for the portfolio to be included in the Data Checklist section."]
[]
[{"$f":"\"5.3.5 Loan by loan information\"","v":"5.3.5 Loan by loan information"}]
[]
[null,"5.3.5 Loan tape","Sample of the loans should refer to the most recent origination (1-2 previous full years), filtered by products and client segments to be originated under the transaction. The information reported should include data as of the origination date of the loan (initial loan balance, rating assigned at origination, initial maturity) as well as information updated as of the date of the application.\nLoan tape information is optional in case data under 5.1.1a to 5.1.1f are provided, mandatory otherwise."]

{"sheet":"2.1","index":2,"n_rows":16,"n_cols":4,"rows_kept":16,"cut":false,"hidden":false,"merged":[]}
[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
["Key financial figures"]
["2.1. Key financial figures for the last three full years available"]
[]
["Currency: [EUR]‘000","Year (N-3)","Year (N-2)","Year (N-1)"]
["Net profit (EUR)"]
["Return on equity (%)"]
["Total assets (EUR)"]
["Total Lending Book (EUR)"]
["Total SME Lending Book (in % of total Lending Book)"]
["Cost/income (%)"]
["Shareholders’ equity (EUR)"]
["Tier 1 capital ratio (%) (or applicable equivalent, if relevant)"]
["Solvency ratio (%) (or applicable equivalent, if relevant)"]

{"sheet":"5.1.1","index":3,"n_rows":88,"n_cols":9,"rows_kept":88,"cut":false,"hidden":false,"merged":[[13,7,13,8],[13,5,13,6],[43,5,43,6],[28,1,28,2],[28,3,28,4],[28,5,28,6],[28,7,28,8],[13,3,13,4],[13,1,13,2],[43,7,43,8],[43,1,43,2],[43,3,43,4],[73,3,73,4],[58,1,58,2],[58,3,58,4],[58,5,58,6],[58,7,58,8],[73,5,73,6],[73,7,73,8],[83,5,83,6],[83,7,83,8],[83,1,83,2],[83,3,83,4],[83,0,84,0],[28,0,29,0],[13,0,14,0],[43,0,44,0],[73,0,74,0],[73,1,73,2],[58,0,59,0]]}
[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
[]
["5.1 Recent origination"]
[]
["5.1.1 Financing volumes in the EE and RE sector and other eligible sectors (as per eligibility criteria listed in Appendix A to Annex III)"]
[]
["5.1.1.1. New business: annual number and principal volume of Final Recipient Transactions entered into over the past 3 years, split by:"]
["5.1.1.2. Outstanding portfolio: total number and principal volume of Final Recipient Transactions outstanding at the most recent available year-end or half-year end (whichever most recently available), split by:"]
[]
["a) Rating class (e.g. internal scoring/rating/probability of default/expected loss) (if available)"]
[]
["Rating class - Segment 1","New business Year N-1:",null,"New business Year N-2:",null,"New business Year N-3:",null,"Outstanding portfolio:"]
[null," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"]
[]
[]
[]
[]
[]
[]
[]
[]
["Total"]
[]
[]
["b) Recent lending activity by internal business segment, as applicable"]
[]
["Internal business segment ","New business Year N-1:",null,"New business Year N-2:",null,"New business Year N-3:",null,"Outstanding portfolio:"]
[null," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"]
["Segment 1"]
["Segment 2"]
["etc."]
[]
[]
[]
[]
[]
["Total"]
[]
[]
["c) Industry (using NACE Rev.2 (Division Level, i.e. one letter followed by two digits))"]
[]
["Industry","New business Year N-1:",null,"New business Year N-2:",null,"New business Year N-3:",null,"Outstanding portfolio:"]
[null," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"]
[]
[]
[]
[]
[]
[]
[]
[]
["Total"]
[]
[]
["d) Maturity of the Relevant Transactions"]
[]
["Maturity","New business Year N-1:",null,"New business Year N-2:",null,"New business Year N-3:",null,"Outstanding portfolio:"]
[null," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"]
["Less than 24 months"]
["24 to 36 months (including)"]
["36 to 48 months (including)"]
["48 to 60 months (including)"]
["60 to 72 months (including)"]
["72 to 84 months (including)"]
["84 to 96 months (including)"]
["96 to 120 months (including)"]
["More than 120 months"]
[]
[]
["e) Purpose of finance"]
[]
["Purpose","New business Year N-1:",null,"New business Year N-2:",null,"New business Year N-3:",null,"Outstanding portfolio:"]
[null," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"]
["Investment"]
["Working Capital"]
["etc."]
[]
[]
[]
["f) Type of borrowers (private individuals, SMEs and Mid-Caps) (if available)"]
[]
["Type of borrowers","New business Year N-1:",null,"New business Year N-2:",null,"New business Year N-3:",null,"Outstanding portfolio:"]
[null," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"," [EUR]‘000","Number"]
["Private individuals"]
["SMEs"]
["MidCaps"]

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[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
[]
["5.2. Expected characteristics of the Portfolio to be built up:"]
[]
["5.2.1. Expected features of the Final Recipient Transactions:"]
[]
["5.2.1.1. Internal segmentation: Internal segments under which the Applicant intends to classify Final Recipient Transactions to be included in the Portfolio."]
[]
["Internal  segments","Expected portfolio  "]
[null," [EUR]‘000","Number"]
["Internal segment name (e.g. corporate, small business, retail, etc)"]
["…."]
["…."]
["…."]
["Total"]
[]
[]
["5.2.1.2. Economic sector: Expected sectors (using NACE Rev.2, Division level) and their expected weights in each Portfolio (both by number and volume of Final Recipient Transactions)."]
[]
["Industry (NACE Rev.2 Division Level)","Expected portfolio","Expected portfolio"]
[null," [EUR]‘000","Number"]
["(1) ….."]
["(2) ….."]
["(3) ….."]
[]
[]
[]
[]
["Total"]
[]
[]
["5.2.1.3. Indicative expected breakdown of the Portfolio by principal amount (in case of leases – financed amount) and expected average amount"]
[]
["Principal amount*","Expected portfolio","Expected portfolio"]
[null," [EUR]‘000","Number"]
["Up to 50 000 (including)"]
["Between 50 001 - 100 000"]
["Between 100 001 - 200 000"]
["Between 200 001 - 500 000"]
["Between 500 001 - 1000 000"]
["Between 1 000 001 - 3 000 000"]
["Total"]
["Average amount"]
[]
[]
["5.2.1.4.  Maturity profile: Expected breakdown by maturity, weighted average maturity (WAM) and weighted average life (WAL)."]
["Refer to maturity buckets as applicable under Eligibility Criteria"]
[]
["Duration","Expected portfolio","Expected portfolio"]
["Duration"," [EUR]‘000","Number"]
["Less than 24 months"]
["24 to 36 months (including)"]
["36 to 48 months (including)"]
["48 to 60 months (including)"]
["60 to 72 months (including)"]
["72 to 84 months (including)"]
["84 to 96 months (including)"]
["96 to 120 months (including)"]
["More than 120 months"]
["WAM"]
["WAL"]
[]
[]
["5.2.1.5. Expected breakdown by amortisation type "]
[]
["Amortisation type ","Expected portfolio","Expected portfolio"]
[null," [EUR]‘000","Number"]
["French (Annuity)"]
["Linear"]
["Balloon"]
["Bullet"]
["Other - please specify"]
["Total"]
[]
[]
["5.2.1.6. Interest rate type breakdown"]
[]
["Interest rate type ","Expected portfolio","Expected portfolio"]
[null," [EUR]‘000","Number"]
["Fixed"]
["Floating"]
["Other - please specify"]
["Total"]
[]
["Payment Frequency","Expected portfolio","Expected portfolio"]
[null," [EUR]‘000","Number"]
["Monthly"]
["Quarterly"]
["Semi-annually"]
["Annually"]
["Other - please specify"]
["Total"]
[]
[]
["5.2.2. Portfolio risk profile:"]
["5.2.2.1 Rating/Scoring of the Final Recipient Transactions in the Portfolio "]
["Note: include different tables if different rating/scoring models are applicable to different segments"]
[null,null,null,null,"Corresponding PDs:"]
["Rating class - Segment 1","Expected portfolio","Expected portfolio",null,"Minimum PD","Maximum PD","Median PD"]
[null," [EUR]‘000","Number"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
["Total"]
[]
[null,null,null,null,"Corresponding PDs:"]
["Rating class - Segment N","Expected portfolio","Expected portfolio",null,"Minimum PD","Maximum PD","Median PD"]
[null," [EUR]‘000","Number"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
["Total"]
[]
["5.2.2.2 Collateralisation of the Final Recipient Transactions in the Portfolio"]
[]
["Type, e.g.:","Expected portfolio","Expected portfolio","Expected LGD level"]
[null," [EUR]‘000","Number"]
["Real estate"]
["Equipment"]
["Other assets"]
["Unsecured (i.e. only personal guarantees)"]
["Other - please specify"]
["Total"]

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[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
[]
["5.3 Performance Track Record "]
[]
["5.3.1. If rating models are used: "]
["(a) Rating master scale (for each rating/scoring model expected in the Portfolio)"]
["When a model is used for several client segments, but those segments may imply significant calibrations within the model (eg: Corporate and Micro), please split by segment"]
[]
["Rating class","Minimum PD","Maximum PD","Median PD"]
["Rating class \"A\""]
["Rating class \"B\""]
["Rating class \"C\""]
["Rating class \"D\""]
["Rating class \"E\""]
["Rating class \"F\""]
["Rating class \"G\""]
["Rating class \"H\""]
["Rating class \"I\""]
["Rating class N"]
[]
[]
[]
[]
["(c) Annual rating migration per rating class (observation 12 months after) for each rating system in place and for,at least, the past 3 years"]
[]
["Rating class",null,"At the beginning of year 201X+1"]
[null,null,"Rating class \"A\"","Rating class \"B\"","Rating class \"C\"","Rating class \"D\"","Rating class \"E\"","Rating class \"F\"","Rating class \"G\"","Rating class \"H\"","Rating class \"I\"","Rating class \"N\"","Defaulted*","Rating withdrawn","Total number of clients"]
["At the beginning of year 201X","Rating class \"A\"","%"]
[null,"Rating class \"B\""]
[null,"Rating class \"C\""]
[null,"Rating class \"D\""]
[null,"Rating class \"E\""]
[null,"Rating class \"F\""]
[null,"Rating class \"G\""]
[null,"Rating class \"H\""]
[null,"Rating class \"I\""]
[null,"Rating class \"N\""]
[]
["Rating class",null,"At the beginning of year 201X+2"]
[null,null,"Rating class \"A\"","Rating class \"B\"","Rating class \"C\"","Rating class \"D\"","Rating class \"E\"","Rating class \"F\"","Rating class \"G\"","Rating class \"H\"","Rating class \"I\"","Rating class \"N\"","Defaulted*","Rating withdrawn","Total number of clients"]
["At the beginning of year 201X+1","Rating class \"A\"","%"]
[null,"Rating class \"B\""]
[null,"Rating class \"C\""]
[null,"Rating class \"D\""]
[null,"Rating class \"E\""]
[null,"Rating class \"F\""]
[null,"Rating class \"G\""]
[null,"Rating class \"H\""]
[null,"Rating class \"I\""]
[null,"Rating class \"N\""]
[]
["Rating class",null,"At the beginning of year 201X+3"]
[null,null,"Rating class \"A\"","Rating class \"B\"","Rating class \"C\"","Rating class \"D\"","Rating class \"E\"","Rating class \"F\"","Rating class \"G\"","Rating class \"H\"","Rating class \"I\"","Rating class \"N\"","Defaulted*","Rating withdrawn","Total number of clients"]
["At the beginning of year 201X+2","Rating class \"A\"","%"]
[null,"Rating class \"B\""]
[null,"Rating class \"C\""]
[null,"Rating class \"D\""]
[null,"Rating class \"E\""]
[null,"Rating class \"F\""]
[null,"Rating class \"G\""]
[null,"Rating class \"H\""]
[null,"Rating class \"I\""]
[null,"Rating class \"N\""]
[]
["(d) Observed default frequencies for the last 5 years  for each internal rating/scoring model"]
[]
["Segment 1"]
["Rating class","N-4",null,"N-3",null,"N-2",null,"N-1",null,"N"]
[null,"Number of observations","Number of defaults","Number of observations","Number of defaults","Number of observations","Number of defaults","Number of observations","Number of defaults","Number of observations","Number of defaults"]
["Rating class \"A\""]
["Rating class \"B\""]
["Rating class \"C\""]
["Rating class \"D\""]
["Rating class \"E\""]
["Rating class \"F\""]
["Rating class \"G\""]
["Rating class \"H\""]
["Rating class \"I\""]
["Rating class \"N\""]
[]
[]
["Segment N"]
["Rating class","N-4",null,"N-3",null,"N-2",null,"N-1",null,"N"]
[null,"Number of observations","Number of defaults","Number of observations","Number of defaults","Number of observations","Number of defaults","Number of observations","Number of defaults","Number of observations","Number of defaults"]
["Rating class \"A\""]
["Rating class \"B\""]
["Rating class \"C\""]
["Rating class \"D\""]
["Rating class \"E\""]
["Rating class \"F\""]
["Rating class \"G\""]
["Rating class \"H\""]
["Rating class \"I\""]
["Rating class \"N\""]

{"sheet":"5.3.2","index":6,"n_rows":67,"n_cols":12,"rows_kept":67,"cut":false,"hidden":false,"merged":[[9,11,12,11],[29,11,32,11],[49,11,52,11],[49,10,52,10],[51,0,52,0],[51,1,52,1],[51,2,52,2],[51,3,52,3],[51,4,52,4],[51,5,52,5],[51,6,52,6],[51,7,52,7],[51,8,52,8],[51,9,52,9],[23,0,25,9],[29,2,30,9],[63,0,65,9],[43,0,45,9],[49,0,50,1],[49,2,50,9],[29,10,32,10],[31,0,32,0],[31,1,32,1],[31,2,32,2],[31,3,32,3],[31,4,32,4],[31,5,32,5],[31,6,32,6],[31,7,32,7],[31,8,32,8],[31,9,32,9],[29,0,30,1],[9,10,12,10],[11,0,12,0],[11,1,12,1],[11,9,12,9],[11,7,12,7],[11,2,12,2],[11,3,12,3],[11,4,12,4],[11,5,12,5],[11,6,12,6],[11,8,12,8],[9,2,10,9],[9,0,10,1]]}
[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
[]
["5.3 Performance Track Record "]
[]
["5.3.2. Default vintage data:"]
[]
["Default vintage analysis table - Segment 1"]
[null,null,"Defaults occurred within 1, 2, 3, … periods (EUR)",null,null,null,null,null,null,null,"Cumulative defaults","WAL"]
[]
["Period of origination3","Originated transaction volume (EUR)1",1,2,3,4,5,6,7,"N"]
[null,null,1,2,3,4,5]
["…."]
["N-7"]
["N-6"]
["N-5"]
["N-4"]
["N-3","  "]
["N-2","  "]
["N-1","  "]
[]
["1 - Aggregate initial principal amount of transactions granted in each year"]
["2 - Aggregate defaulted amount for each year following origination, i.e. aggregate outstanding principal amount at the time of default for the transactions belonging to the same vintage (i.e. the same year of origination), with the relevant defaulted principal amounts shown in the respective year of default relative to the year of origination."]
[]
[]
["3 - If available, data per quarters would be preferred."]
[]
["Default vintage analysis table - Segment 2"]
[null,null,"Defaults occurred within 1, 2, 3, … periods (EUR)",null,null,null,null,null,null,null,"Cumulative defaults","WAL"]
[]
["Period of origination3","Originated transaction volume (EUR)1",1,2,3,4,5,6,7,"N"]
[null,null,1,2,3,4,5]
["…."]
["N-7"]
["N-6"]
["N-5"]
["N-4"]
["N-3","  "]
["N-2","  "]
["N-1","  "]
[]
["1 - Aggregate initial principal amount of transactions granted in each year"]
["2 - Aggregate defaulted amount for each year following origination, i.e. aggregate outstanding principal amount at the time of default for the transactions belonging to the same vintage (i.e. the same year of origination), with the relevant defaulted principal amounts shown in the respective year of default relative to the year of origination."]
[]
[]
["3 - If available, data per quarters would be preferred."]
[]
["Default vintage analysis table - Segment N"]
[null,null,"Defaults occurred within 1, 2, 3, … periods",null,null,null,null,null,null,null,"Cumulative defaults","WAL"]
[]
["Period of origination3","Originated transaction volume (EUR)1",1,2,3,4,5,6,7,"N"]
[null,null,1,2,3,4,5]
["…."]
["N-7"]
["N-6"]
["N-5"]
["N-4"]
["N-3","  "]
["N-2","  "]
["N-1","  "]
[]
["1 - Aggregate initial principal amount of transactions granted in each year"]
["2 - Aggregate defaulted amount for each year following origination, i.e. aggregate outstanding principal amount at the time of default for the transactions belonging to the same vintage (i.e. the same year of origination), with the relevant defaulted principal amounts shown in the respective year of default relative to the year of origination."]
[]
[]
["3 - If available, data per quarters would be preferred."]

{"sheet":"5.3.3","index":7,"n_rows":46,"n_cols":11,"rows_kept":46,"cut":false,"hidden":false,"merged":[[43,0,44,9],[23,0,24,9],[9,0,10,1],[9,10,11,10],[9,2,10,9],[29,0,30,1],[29,2,30,9],[29,10,31,10]]}
[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
[]
["5.3 Performance Track Record "]
[]
["5.3.3. Recovery vintage data:"]
[]
["Recovery vintage analysis table: Security type 1 (or Secured Vs Unsecured)"]
[null,null,"Amounts recovered in 1, 2, 3, … periods (EUR)",null,null,null,null,null,null,null,"Total amounts recovered (EUR)"]
[]
["Period of SME Transaction default3","Defaulted SME transaction volume (EUR)1",1,2,3,4,5,6,"…","N"]
["…."]
["N-7"]
["N-6"]
["N-5"]
["N-4","  "]
["N-3","  "]
["N-2"]
["N-1","  "]
["Note: Please provide data split by collateral i.e. secured vs unsecured, in different tables"]
[]
["1 - Aggregate outstanding principal amount of transactions defaulted in each year."]
["2 - Aggregate recovered amount for each year following default, i.e. aggregate recovered amount in a given year for the transactions belonging to the same vintage (i.e. the same year of default), with the relevant recovered amounts shown in the respective year of recovery relative to the year of default."]
[]
["3 - If available, data per quarters would be preferred."]
[]
[]
["Recovery vintage analysis table: Security type N (or Secured Vs Unsecured)"]
[null,null,"Amounts recovered in 1, 2, 3, … periods (EUR)",null,null,null,null,null,null,null,"Total amounts recovered (EUR)"]
[]
["Period of SME Transaction default3","Defaulted SME transaction volume (EUR)1",1,2,3,4,5,6,"…","N"]
["…."]
["N-7"]
["N-6"]
["N-5"]
["N-4","  "]
["N-3","  "]
["N-2"]
["N-1","  "]
["Note: Please provide data split by collateral i.e. secured vs unsecured, in different tables"]
[]
["1 - Aggregate outstanding principal amount of transactions defaulted in each year."]
["2 - Aggregate recovered amount for each year following default, i.e. aggregate recovered amount in a given year for the transactions belonging to the same vintage (i.e. the same year of default), with the relevant recovered amounts shown in the respective year of recovery relative to the year of default."]
[]
["3 - If available, data per quarters would be preferred."]

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[{"$f":"+Title1","v":"Data inputs - Information Requirements"}]
[{"$f":"+Title","v":"Annex I to the Open Call for Expression of Interest to select Financial Intermediaries under the EERE Malta"}]
[]
[]
["5.3.5 Loan by loan information"]
[]
[null,"Loan Features",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Obligor Info",null,null,null,null,null,null,null,null,null,null,null,null,"Collateral"]
[null,"Originator","Originator Channel","Loan ID","Product type","Origination Date","Maturity Date","Grace Period end Date","Original Balance","Currency","Amortisation type","Balloon Amount","Interest Payment frequency","Principal Payment frequency","Interest rate Type","Base Interest Rate Reference","Contract Margin (for Floating Rate Loans)","Minimum Margin","Coupon","Payment Type"," Obligor ID","Obligor Group ID","Segment/Client Type","Client Turnover (EUR)","# Employees","Industry sector (NACE Code)","Industry sector description","Country","Region","Internal rating category","Internal rating","Rating date","Internal PD","Main collateral","Collateral Value","Valuation Date","Lien","Additional Collateral","Internal LGD"]
[null,"Entity originating the loan","Branch, Internet, broker, etc","Dummy ID","Loan, Credit Line, Lease, Mortgage, etc",null,null,"If applicable",null,null,"French-Annuity (equal instalments), Linear (principal constant), Bullet, other","If applicable, amount payable as a single instalment out of the regular amortisation","Monthly, quarterly, etc","Monthly, quarterly, etc","Fixed, Floating","Euribor 1M, etc","Contractual spread over base interest rate","In case the spread can be reduced, minimum contractual spread","Total interest rate payable under the Loan","Direct debit, etc","Dummy Obligor ID","Dummy Group Obligor ID","Internal segmentation of the bank: Self-employed, Micro, SME, Corporates, etc",null,null,"NACE Code Rev. 2 SNA/ISIC",null,null,null,"Risk segmentation or risk model used for the purposes of the rating/scoring",null,"If different from the origination date",null,"Main collateral type: real estate, cash, equipment, etc.",null,null,null,"If any","If available"]