Structure and Format for Statistical Data on Credit Exposures and Involved Persons

1 Structure and Format to Be Used for Providing Statistical Data on the Credit Institutions' Credit Exposures and the Persons Involved I. Notations used

1. Notations Notation used Explanation N Value is a number C Value is a combination of characters. Characters to be used are '0'–'9', 'A'–'Z', 'a'–'z', Space symbols, "–", "+", "!", "?", ".", ",", "&", "*", "_", "(", ")", "'", ":", "%", ";" and "/". Diacritical marks are not allowed Cn Value as in C format; maximum length of the value is n characters Nm Value is a number with a maximum length of m characters YYYY-MM-DD Value is expressed as the date in the format YYYY-MM-DD where: YYYY – four digit number of the year; MM – double digit number of the month (from 01 to 12); DD – double digit number of the day (from 01 to 31) HH.MM:SS Value is expressed as time in the format HH.MM:SS, where: HH – hours (from 00 to 23); MM – minutes (from 00 to 59); SS – seconds (from 00 to 59) Cn or Nn Value as in C or N formats, and the length of the value is exactly n characters II. File exchange using the file exchange service
2. The file name format shall be aaaggmmddnnnnnn.xml, compressed (in GZIP format) file name format shall be aaaggmmddnnnnnn.gz, and an encrypted and electronically signed file name format shall be aaaggmmddnnnnnn.ext, where: 2.1 aaa – the prefix of the name of the respective file type; 2.2 ggmmdd – the date of preparing the file; 2.3 nnnnnn – unique file number on the day when the file was prepared; 2.4 ext – encrypted and electronically signed file extension ("ent" or "p7m").
3. After compressing, electronic signing and encrypting the prepared files, the Credit Register (hereinafter, the Register) participant shall insert them in the KREG/OUT catalogue of the file exchange service. After compressing, electronic signing and encrypting the reply files, Latvijas Banka shall insert them in the KREG/IN catalogue of the file exchange service. File compression is mandatory if the encrypted and electronically signed "p7m" file format is used. III. The file of information on credit exposures
4. The prefix of the file name shall be "krd".

2 5. Unless otherwise stipulated in the present description, information to be provided shall comply with the description and format stated in Formats and Structure of Credit Register Files and Web Services (hereinafter, Register Formats and Structure). 6. File structure

<?xml version="1.0" encoding="Windows-1257"?> <KRFile> <Header>Header element (see Paragraph 7)</Header> <KRMessages> <Message>Exposure data message element(see Paragraph 8)</Message> … <Message>Exposure data message element</Message> </KRMessages> <KRFile> 7. Header element of the file 7.1 Structure of the header element of the file <Header> <Participant>Identifier of the Register participant</Participant> <Subject>Data subject</Subject> <Messages>Number of messages</Messages> <Prepared>Date</Prepared> <FileType>D</FileType> </Header> 8. Exposure data message element 8.1 Structure of the exposure data message element <Message> <Header> <Year>Year</Year> <Month>Calendar month</Month> <MessageType>D</MessageType> <Operation>Type of operation</Operation> </Header> <BorrowerList> <Borrower>Person description element(see Paragraph 8.3)</Borrower> … <Borrower>Person description element</Borrower> </BorrowerList> <Credit> <ContractID>Customer contract identifier</ContractID> <CreditType>Identifier of customer obligations</CreditType> <CreditType>Type of the customer's obligations</CreditType> <CreditPurpose>Purpose of the customer's obligations</CreditPurpose> <ValidFrom>Date of the customer's obligations taking effect</ValidFrom> <TakeOverDate>Date of taking over the customer's obligations</TakeOverDate> <ValidTo>End date of the customer's obligations as per customer contract</ValidTo>

3 <SettlementDate>Settlement date</SettlementDate> <ActualEndDate>Actual end date of the customer's obligations</ActualEndDate> <Amount>Amount of the customer's obligations as per customer contract</Amount> <Currency>Currency code of the customer's obligations as per customer contract</Currency> <Syndicate>Reference to a syndicated loan</Syndicate> <SyndContractID>Syndicated loan contract identifier</SyndContractID> <RegrRights>Reference to the right of recourse</RegrRights> <FiduciaryInst>Reference to fiduciary instrument</FiduciaryInst> <ProjectLoan>Reference to a project finance loan</ProjectLoan> <SubDebts>Reference to subordinated debt</SubDebts> <RpmntRights>Reference to repayment rights</RpmntRights> <RemainingAmount>Actual outstanding amount of the customer's obligations</RemainingAmount> <RemainderCurrency>Currency code of the actual outstanding amount of the customer's obligations</RemainderCurrency> <OffBlncAmount>Off-balance sheet amount of the customer's obligations</OffBlncAmount> <OffBlncCurrency>Currency code of the off-balance sheet amount of the customer's obligations</OffBlncCurrency> <CreditAccounting>Reference to the accounting</CreditAccounting> <IntRate>Interest rate</IntRate> <IntRateCap>Interest rate cap</IntRateCap> <IntRateFloor>Interest rate floor</IntRateFloor> <RefRate>Reference rate values</RefRate> <RefRateDur>Reference rate maturity</RefRateDur> <IntRateSpread>Interest rate spread</IntRateSpread> <IntRateType>Interest rate type</IntRateType> <IntRateFrq>Interest rate reset frequency</IntRateFrq> <InterestRateRevisionDate>Next interest rate reset date</InterestRateRevisionDate> <IntRateEndDate>End date of interest-only period</IntRateEndDate> <AccInterest>Accrued interest</AccInterest> <AccInterestCurrency>Currency code of the accrued interest</AccInterestCurrency> <Accruals>Accumulated impairment amount</Accruals> <AccrualsCurrency>Currency account of the accumulated impairment amount</AccrualsCurrency> <QualityRate>Impairment assessment method</QualityRate> <ImpairmentType>Type of impairment </ImpairmentType> <PrvsnOffBlnc>Provisions associated with off-balance-sheet exposures</PrvsnOffBlnc> <PrvsnOffBlncCurrency>Currency account of the provisions associated with off-balance-sheet exposures</PrvsnOffBlncCurrency> <DelayPeriod>Number of days past due</DelayPeriod> <DelayAmount>Principal past due</DelayAmount> <DelayCurrency>Currency code of the principal past due</DelayCurrency>

4 <DelayInterest>Interest past due</DelayInterest> <DelayInterestCurrency>Currency code of the interest past due</DelayInterestCurrency> <OtherDelayedFees>Other payments past due</OtherDelayedFees> <OtherDelayedFeesCurrency>Currency code of the other payments past due</OtherDelayedFeesCurrency> <ProbabilityOfDefault>Probability of the customer's default on its obligations</ProbabilityOfDefault> <LossGivenDefault>Potential losses in the event of the customer's default on its obligations</LossGivenDefault> <PoDMethod>Reference to the assessment method</PoDMethod> <CreditDefaultStatus>Default status of the instrument</CreditDefaultStatus> <CreditDefaultStatus>Date of the default status of the instrument</CreditDefaultDate> <PerformingStatus>Performing status of the instrument</PerformingStatus> <PerformingDate>Date of the performing status of the instrument</PerformingDate> <RecognBalStatus>Reference to balance sheet and off-balance sheet recognition</RecognBalStatus> <AccountClsf>Accounting classification of customer's obligations</AccountClsf> <AmrtType>Amortisation type</AmrtType> <PmntFrq>Payment frequency</PmntFrq> <FairValueRisk>Fair value changes due to changes in credit risk before purchase</FairValueRisk> <TransfAmount>Transferred amount</TransfAmount> <TransfAmountCurrency>Currency account of the transferred amount</TransfAmountCurrency> <CountryRiskTransfBasis>Reason for the country risk transfer</CountryRiskTransfBasis> <RiskEmanatingCountry>Country where the risk is transferred from</RiskEmanatingCountry> <RiskAcceptCountry>Country where the risk is transferred to</RiskAcceptCountry> <SecuritType>Type of securitisation</SecuritType> <Losses>Amount of losses</Losses> <LossesCurrency>Currency account of the amount of losses</LossesCurrency> <SrcEncumbrance>Source of encumbrance </SrcEncumbrance> <CreditStatus>Status of the customer's obligations</CreditStatus> <ForbearanceStatus>Status feature of the customer's obligations</ForbearanceStatus> <ForbearanceStatusDate>Date of the status feature of the customer's obligations</ForbearanceStatusDate> <FairValAccu>Accumulated changes in fair value due to credit risk</FairValAccu> <FairValAccuCurrency>Currency code of the accumulated changes in fair value due to credit risk</FairValAccuCurrency>

5 <CumulatRecov>Cumulative recoveries since the date of default</CumulatRecov> <CumulatRecovCurrency>Currency code of the cumulative recoveries since the date of default</CumulatRecovCurrency> <ClsExposure>Reference to the classification of customer's obligations in the trading book</ClsExposure> <CarryAmount>Carrying amount</CarryAmount> <CarryAmountCurrency>Currency code of the carrying amount</CarryAmountCurrency> <CollateralList> <Collateral> <CollateralId>Collateral identifier</CollateralId> <CollateralType>Type of collateral</CollateralType> <CollateralCountry>Real estate collateral location</CollateralCountry> <CollateralOrigValue>Original collateral value</CollateralOrigValue> <CollateralOrigValueCurrency>Currency code of the original collateral value</CollateralOrigValueCurrency> <CollateralOrigDate>Date of original collateral value</CollateralOrigDate> <CollateralValue>Collateral value</CollateralValue> <CollateralValueCurrency>Currency code of the collateral value</CollateralValueCurrency> <CollateralValueType>Type of collateral value</CollateralValueType> <CollateralValueDate>Date of collateral value</CollateralValueDate> <CollateralValutApproach>Collateral valuation approach</CollateralValutApproach> <Collateral3rdPartyClaims>Value of third party priority claims against the collateral</Collateral3rdPartyClaims> <Collateral3rdPartyClaimsCurrency>Currency code of the value of third party priority claims against the collateral</Collateral3rdPartyClaimsCurrency> <CollateralAllocValue>Collateral allocated value</CollateralAllocValue> <CollateralAllocValueCurrency>Currency code of the collateral allocated value</CollateralAllocValueCurrency> <CollateralMaturityDate>Collateral end date</CollateralMaturityDate> </Collateral> … <Collateral>…</Collateral> </CollateralList> </Credit> </Message> 8.2 Description of data used in the element Name Description Format

6 Customer's obligations identifier; Customer's obligations identifier; C35 Type of the customer's obligations From the code list. Shall be omitted if the type of operation is D N2 or N3 8.3 Person description element 8.3.1The structure of the person description element depends on the person type and the resident type. 8.3.2The structure of the description element of a resident legal person <Borrower> <ResidentType>Resident type</ResidentType> <RegNumber>Uniform registration number</RegNumber> <InvestmentFundID>Fund identifier</InvestmentFundID> <CustomerDefaultStatus>Default status of the customer</CustomerDefaultStatus> <CustomerDefaultStatus>Date of the default status of the customer</CollateralValueDate> </Borrower> 8.3.3The structure of the description element of a non-resident legal person <Borrower> <ResidentType>Resident type</ResidentType> <Country>Code of the country of registration</Country> <RegNumberN>Registration number</RegNumberN> <RegNumType>Type of registration number</RegNumType> <InvestmentFundID>Fund identifier</InvestmentFundID> <RegDate>Registration date</RegDate> <NameJP>Name</NameJP> <LegalForm>Legal form</LegalForm> <AddressStreet>Registered address – street</AddressStreet> <AddressCity>Registered address – administrative territory</AddressCity> <AddressPostalCode>Registered address – postal code</AddressPostalCode> <AddressPostBox> Registered address – post box</AddressPostBox> <Category>Category</Category> <EconomicSector>Sector of the economy</EconomicSector> <LegalStatus>Status of legal proceedings</LegalStatus> <LegalStatusDate>Date of the legal proceedings status</LegalStatusDate> <CustomerDefaultStatus>Default status of the customer</CustomerDefaultStatus> <CustomerDefaultStatus>Date of the default status of the customer</CustomerDefaultStatusDate></Borrower> </Borrower> 8.3.4Description of data used in the element Name Description Format Category From the code list N2 IV. File of the persons involved in credit exposures 9. The prefix of the file name shall be "krf".

7 10. Unless otherwise stipulated in the present description, information to be provided shall comply with the description and format stated in Register Formats and Structure. 11. File structure

<?xml version="1.0" encoding="Windows-1257"?> <KRFile> <Header>Header element (see Paragraph 12)</Header> <KRMessages> <Message>Role description element (see Paragraph 13)</Message> … <Message>Role description element</Message> <KRMessages> <KRFile> 12. Header element of the file 12.1 Structure of the header element of the file <Header> <Participant>Identifier of the Register participant</Participant> <Subject>Data subject</Subject> <Messages>Number of messages</Messages> <Prepared>Date</Prepared> <FileType>F</FileType> </Header> 13. Role description element 13.1 Structure of the role description element <Message> <Header> <MessageID>Message identifier</MessageID> <Year>Year</Year> <Month>Calendar month</Month> <MessageType>F</MessageType> <Operation>Type of operation</Operation> </Header> <Credit> <CreditID>General data identifier</CreditID> <ContractID>Customer contract identifier</ContractID> <CollateralId>Collateral identifier</CollateralId> <Role>Reference to the role of a person involved</Role> </Credit> <Person>Person description element(see Paragraph 8.3)</Person> </Message> 13.2 Description of data used in the element Name Description Format Message identifier Unique identifier assigned by a Register participant within the file C16 Type of operation "N" – message entry; "D" – message cancellation C1

8 Collateral identifier Collateral identifier. Collateral identifier shall be indicated only where the value of the message Reference to the role of a person involved is N C60 Reference to the role of a person involved "C" – the person involved is a creditor; "N" – the person involved is a provider of obligations' collateral; "P" – the person involved is a service provider; "I" – the person involved is an originator C1 V. Identification data correction file on the persons involved in credit exposures 14. The prefix of the file name shall be "krt". Structure of the identification data correction file

<?xml version="1.0" encoding="Windows-1257"?> <KRFile> <Header>Header element of the file (see Paragraph 16.1)</Header> <KRMessages> <Message>Message element (see Paragraph 16.2)</Message> … <Message>Message element (see Paragraph 16.3)</Message> </KRMessages> </KRFile> Header element of the file Structure of the header element of the file <Header> <Participant>Identifier of the Register participant or restricted Register participant</Participant> <Subject>Data subject</Subject> <Prepared>Date</Prepared> <FileType>T</FileType> </Header> Description of data used in the element Name Description Format Identifier of the Register participant or restricted Register participant Uniform registration number N11 Data subject BIC of the Register participant's branch C8 Date The date when the identification data correction file on the persons involved in credit exposures is prepared YYYY-MM-DD Message element Structure of the message element <Message> <Header> <MessageType>T</MessageType>

9 <MessageID>Message identifier</MessageID>

</Header> <Substitution> <PersonFrom>Current person description element</PersonFrom> <PersonTo>New person description element</PersonTo> </Substitution> </Message> The person description element referred to in Paragraph 16.3.1 shall be prepared in line with Paragraph 8.2, replacing the name of the element "Borrower" with "PersonFrom" and "PersonTo" respectively without indicating the data Default status of the customer, Date of the default status of the customer, Category, Sector of the economy, Status of legal proceedings and Date of the legal proceedings status. Description of the data used in the element Name Description Format Message identifier Unique identifier assigned by a Register participant or restricted Register participant within the file C16 VI. Reply file 17. The format and structure of the reply file are described in Register Formats and Structure .