FR Y-14Q Retail Auto International

FR Y-14Q: Retail International Auto Loan Schedule
FR Y-14Q: Retail International Auto Loan Schedule Instructions
This document provides general guidance and data definitions for the International Auto Loan Schedule. In this
schedule, reporting bank holding companies (BHCs) should include international (not US or US territories) loans
reported in line 6.c of schedule HC-C of the FR-Y9C and international auto leases included in line 10.a of schedule HCC of the FR Y-9C. For the US Auto Loan Schedule, see the separate set of instructions.
For the September 2012 reporting period, or the first reporting period if the first reporting period occurs after the
September 2012 reporting period, report monthly portfolio-level data for the international portion of the auto loan
portfolio by segments from January 2007 to the first reporting period. For subsequent periods, the requirement is to
report data for the months within the reporting period. The required segments are presented in Table A below.
Start each row of data with your BHC name (Variable name: BHC_NAME), your RSSD ID number (Variable name:
RSSD_ID), the reporting month (Variable name: REPORTING_MONTH), and Portfolio ID (Variable name:
PORTFOLIO_ID) (use IntAuto for the portfolio ID within this schedule).
Table B below lists the summary variables that are to be reported for each portfolio segment. Definitions for each of
these variables can be found in Section B of these instructions. Provide all dollar unit data in millions of dollars ($
Millions).
Detailed instructions on how to submit the data will be provided separately. Use the variable names and formats
provided in table A. Include in the submission all segments that are not applicable (e.g., there are no loans or
accounts in those segments).
Reporting BHCs should provide a segment ID for each reported segment. This segment ID should be a unique eight
digit identifier where each pair of the eight digits refers to a specific classification for each of the four segment
categories. Refer to table A below for the attribute codes for the four segment categories. Do not drop leading
zeros.
For the requested segment-level summary variables, report unpaid principal balance gross of any partial charge-offs
that may have been taken on the loan. For the $ gross contractual charge-offs, $ bankruptcy charge-offs, $
recoveries, and $ net charge-offs report the dollar amount of charge-offs or recoveries for the segment only for the
month that they occurred. For the delinquency status segment, categorize charge-offs or recoveries by their
delinquency status at charge-off. A summation of charge-offs or recoveries across the delinquency buckets for a
given reporting month should thus result in the total charge-offs or recoveries recorded by the institution in that
month.
A. Segments
For each of the summary variables (to be described in further detail in Section B), information should be
reported for the following segments:
1. Product type – Segment the managed (securitized or non-securitized) portfolio into new auto loans,
used auto loans and consumer auto leases as of month-end. "Managed" refers to loans originated by
the BHC, including securitized loans put back on the books due to FAS 166/167. It does not include
loans that were originated by a third party and only serviced by the BHC.
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FR Y-14Q: Retail International Auto Loan Schedule
2. Original FICO score or equivalent – Segment the portfolio by original FICO score or equivalent.
Original FICO or equivalent should be the credit score upon which the original underwriting decision
was based. If the bank does not have original FICO scores, map the internal score or other bureau
score used to the equivalent FICO score. Segment the portfolio into the following three categories:
a) <=620
b) >620
c) N/A – Original FICO or equivalent score is missing or unknown
3. Delinquency status - Segment the portfolio into the following six delinquency statuses:
a) Current: Accounts that are not past due (accruing and non-accruing) as of month-end.
b) 1-29 DPD: Accounts that are 1 to 29 days past due (accruing and non-accruing) as of
month-end.
c) 30-59 DPD: Accounts that are 30 to 59 days past due (accruing and non-accruing) as of
month-end.
d) 60-89 DPD: Accounts that are 60 to 89 days past due (accruing and non-accruing) as of
month-end.
e) 90-119 DPD: Accounts that are 90 to 119 days past due (accruing and non-accruing) as of
month-end.
f) 120+ DPD: Accounts that are 120 or more days past due (accruing and non-accruing) as
of month-end.
4. Geography –Segment the portfolio into the following four geographical area designations. The
borrower’s current place of residency should be used to define the region.
a) Canada
b) EMEA—Europe, Middle East, and Africa
c) LATAM—Latin America and Caribbean
d) APAC—Asia Pacific

B. Summary Variables
For each of the segments described above and for each reference month, report information on the
following summary variables:
1. # Accounts – Total number of accounts on the book for the segment as of month-end.
2. $ Outstandings – Total unpaid principal balance for accounts on the book for the segment reported
as of month-end.
3. # New accounts – The total number of new accounts originated (or purchased) in the given month
for the segment as of month-end.
4. $ New accounts – The total dollar amount of new accounts originated (or purchased) in the given
month for the segment as of month-end.
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FR Y-14Q: Retail International Auto Loan Schedule

5. $ Vehicle type car/van – The unpaid principal balance in the portfolio with vehicle type classified as
“car/van” for the segment as of month-end.
6. $ Vehicle type SUV/truck – The unpaid principal balance in the portfolio with vehicle type classified
as “SUV/truck” for the segment as of month-end.
7. $ Vehicle type sport/luxury/convertible – The unpaid principal balance in the portfolio with vehicle
type classified as “sport/luxury/convertible” for the segment as of month-end.
8. $ Vehicle type unknown – The unpaid principal balance in the portfolio with vehicle type classified as
“unknown” for the segment as of month-end.
9. $ Repossession – The unpaid principal balance of loans with repossessed vehicles for the segment as
of month-end.
10. $ Current month repossession – The unpaid principal balance of loans with vehicles newly
repossessed in the given month for the segment as of month-end.
11. $ Gross contractual charge-offs – The total unpaid principal balance for the segment that was
contractually charged off as of month-end. Report principal charge-offs only, not interest and fees.
For the delinquency status segment, categorize charge-offs by their delinquency status at charge-off.
All partial charge-offs not due to bankruptcy (i.e., taken at re-possession, death of the borrower, etc.)
should be reported in this variable.
12. $ Bankruptcy charge-offs – The total unpaid principal balance for the segment that was charged off
due to bankruptcy as of month-end. Report principal charge-offs only, not interest and fees. For the
delinquency status segment, categorize charge-offs by their delinquency status at charge-off.
13. $ Recoveries – The total dollar amount of any balance recovery collected during the month from
previously charged-off accounts for the segment as of month-end. For the Delinquency Status
segment, categorize recoveries by their delinquency status at charge-off. Report recoveries as a
positive number.
14. $ Net charge-offs – The total unpaid principal balance for the segment that was charged-off in the
reference month, net of any recoveries in the reference month. Report principal charge-offs only, not
interest and fees. Generally, $ net charge-offs should equal [$ gross contractual charge-offs + $
bankruptcy charge-offs - $ recoveries].
15. Adjustment factor to reconcile $ gross contractual charge-offs to $ net charge-offs – If it is not the
case that $ net charge-offs equals [$ gross contractual charge-offs + $ bankruptcy charge-offs - $
recoveries], provide the value of $ net charge-offs minus [$ gross contractual charge-offs + $
bankruptcy charge-offs - $ recoveries] in this variable. As a separate document included in the
submission, provide an explanation for such a difference (for example, fraud losses are also included

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FR Y-14Q: Retail International Auto Loan Schedule
in the BHC’s $ net charge-offs variable). If the adjustment factor variable represents more than one
factor leading to the difference, provide a separate breakout of the multiple factors.
16. $ Ever 30DPD in the last 12 months – The total unpaid principal balance for the segment as of
month-end that was 30 or more days past due at any given time in the twelve months ending in the
reference month.
17. $ Ever 60DPD in the last 12 months – The total unpaid principal balance for the segment as of
month-end that was 60 or more days past due at any given time in the twelve months ending in the
reference month.
18. Projected value (example ALG) – Total projected value of lease at termination. Only calculated for
leased vehicles.
19. Actual sale proceeds – Sales proceeds from terminated leases. Only calculated for leased vehicles.

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FR Y-14Q: Retail International Auto Loan Schedule

FR Y-14: International Auto Loan Schedule
Table A
Definition
Reference
Report Instruction A - 1
Report Instruction A - 2
Report Instruction A - 3
Report Instruction A - 4

Please provide all Dollar Unit data in $ Millions.
Segments

Variable Name

Product Type
Original FICO or Equivalent
Delinquency Status
Geography

PRODUCT_TYPE
ORIG_FICO
DLQ_STATUS
GEOGRAPHY

Data Type
Character
Character
Character
Character

Format
char(35)
char(35)
char(35)
char(35)

Variable Name
N_ACCT
D_OS
N_NEW_ACCOUNTS
D_NEW_ACCOUNTS
D_VEHICLE_TYPE_CAR_VAN
D_VEHICLE_TYPE_SUV_TRUCK
D_VEHICLE_TYPE_SPORT
D_VEHICLE_TYPE_UNKNOWN
D_REPO
D_CUR_MONTH_REPO
D_GROSS_CONTRACTUAL_CO
D_BANKRUPTCY_CO
D_RECOVERIES
D_NET_CO

Data Type
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric

Format
16.
16.6
16.
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6

D_ADJ_NET_CO
D_ACCT_EVER_30DPD_LAST12
D_ACCT_EVER_60DPD_LAST12
D_PROJ_VALUE_LEASE
D_ACT_SALE_PROCEEDS_LEASE

Numeric
Numeric
Numeric
Numeric
Numeric

16.6
16.6
16.6
16.6
16.6

Segment ID
Position
1-2
3-4
5-6
7-8

01
Managed-Loan-New
< = 620
Current
Region 1

Attribute ID within Segment ID Positions
02
03
04
05
06
Managed-Loan-Used Managed-Lease
> 620
N/A
1-29 DPD
30-59 DPD
60-89 DPD 90-119 DPD 120 + DPD
Region 2
Region 3
Region 4

International Geographic Regions
Region 1
Region 2
Region 3
Region 4

Canada
EMEA -- Europe, Middle East, and Africa
LATAM -- Latin America and Caribbean
APAC -- Asia Pacific

Table B
Definition
Reference
Report Instruction B - 1
Report Instruction B - 2
Report Instruction B - 3
Report Instruction B - 4
Report Instruction B - 5
Report Instruction B - 6
Report Instruction B - 7
Report Instruction B - 8
Report Instruction B - 9
Report Instruction B - 10
Report Instruction B - 11
Report Instruction B - 12
Report Instruction B - 13
Report Instruction B - 14
Report Instruction B - 15
Report Instruction B - 16
Report Instruction B - 17
Report Instruction B - 18
Report Instruction B - 19

Summary Variables
# Accounts
$ Outstandings
# New Accounts
$ New Accounts
$ Vehicle Type - Car/Van
$ Vehicle Type - SUV/Trucks
$ Vehicle Type - Sport/Luxury/Convertible
$ Vehicle Type - Unknown
$ Repossession
$ Current Month Repossessed
$ Gross Contractual Charge-offs
$ Bankruptcy Charge-offs
$ Recoveries
$ Net Charge-offs
Adjustment Factor to Reconcile $ Gross
Contractual Charge-off to $ Net Charge-offs
$ Ever 30DPD in the last 12 months
$ Ever 60DPD in the last 12 months
Projected Value (example ALG) - Lease only
Actual Sale Proceeds - Lease only

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