FR Y-14Q Retail Mortgage International

FR Y-14Q: Retail International First Mortgage Schedule Instructions
FR Y-14Q: Retail International First Mortgage Schedule Instructions
This document provides general guidance and data definitions for the International First Mortgage Schedule. In this
schedule, reporting bank holding companies (BHCs) should include all international (not US or US territories) loans
secured by real estate reported on line 1 of schedule HC-C of the FR-Y9C which meet the loan criteria of line item
1.c.2.a of schedule HC-C of the FR-Y9C. Note that this includes international first lien residential mortgage and
international first-lien closed-end home equity loans.
For the first reporting period (e.g., September 2011), report monthly portfolio-level data for the international first
mortgage 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. Include both held for investment (HFI) and hold for sale (HFS) loans. 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 IntFM for your 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).
Use the variable names and formats provided in table A. Detailed instructions on how to submit the data will be
provided separately. Include in your 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 twelve
digit identifier where each of the pairs of the twelve digits refers to a specific classification for each of the six
segmentation categories. Refer to table A for the attribute codes for the six 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 please report the dollar amount of charge-offs or recoveries for the segment only
for the month that they occurred. For the delinquency status segmentation, please 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. Segmentation Variables
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 portfolio into product types based on payment terms of the loan (at
origination). The portfolio should be segmented into two product types:
a) Fixed Rate
1

FR Y-14Q: Retail International First Mortgage Schedule Instructions
b) Other
2. Original FICO Score or Equivalent – Segment the portfolio by original FICO score or equivalent.
Original FICO score or equivalent should be the 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) <= 660
b) > 660
c) N/A—Original FICO or equivalent score is missing or unknown
3. Geography – Report the region in which the property is located. Segment the portfolio into the
following four geographical area designations:
a) Region 1: Canada
b) Region 2: EMEA—Europe, Middle East, and Africa
c) Region 3: LATAM—Latin America and Caribbean
d) Region 4: APAC—Asia Pacific
4. Age – Age refers to the time that has elapsed since the account was originated. There are two
possible ages to report:
a) <= Three years old
b) > Three years old
5. Original LTV – The original loan-to-value ratio is the original amount of the loan divided by the
property value at the time of origination. Segment the portfolio as follows:
a) < 80
b) >= 80
6. Delinquency Status – Segment the portfolio into the following five delinquency statuses:
a) Current & 1-29 DPD: Accounts that are not past due (accruing and non-accruing) or are 1-29
DPD (accruing and non-accruing) as of month-end.
b) 30-89 DPD: Accounts that are 30 to 89 days past due (accruing and non-accruing) as of
month-end.
c) 90-119 DPD: Accounts that are 90 to 119 days past due (accruing and non-accruing) as of
month-end.
d) 120-179 DPD: Accounts that are 120 to 179 days past due (accruing and non-accruing) as of
month-end.
e) 180+ DPD: Accounts that are 180 or more days past due (accruing and non-accruing) as of
month-end.
B. Summary Variables
For each of the segments described above and for each reference month, please report information on the
following summary variables:
1. # Accounts – Total number of accounts on the book for the segment as of month-end.

2

FR Y-14Q: Retail International First Mortgage Schedule Instructions
2. $ Outstandings – Total principal amount outstanding as of the end of the month. This should be
reported as Unpaid Principal Balance gross of any charge-offs. In other words, the $ outstanding
should not reflect any accounting based write-downs and should only be reduced to zero when the
loan has been liquidated – either paid in full, charged off, or Real Estate Owned (REO) sold.
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.
5. $ Gross Contractual Charge-offs – The total unpaid principal balance for the segment that was
contractually charged off during the month. All interim FFIEC write-downs should be included in
gross contractual charge-offs in the month that they are taken. Report principal charge-offs only, not
interest and fees. For the delinquency status segmentation, please categorize charge-offs by their
delinquency status at charge-off.
6. $ 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 segmentation, categorize charge-offs by their delinquency status at charge-off.
7. $ Recoveries – The total dollar amount of any balance recovery collected during the month from
previously charged-off loans for the segment as of month-end. For the delinquency status
segmentation, categorize recoveries by their delinquency status at charge-off. Recoveries should be
reported as a positive value.
8. $ 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 contractual charge-offs should equal [$ gross contractual
charge-offs + $ bankruptcy charge-offs — $ recoveries].
9. 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], please provide the value of $ net contractual charge-offs minus [$ gross contractual
charge-offs + $ bankruptcy charge-offs — $ recoveries] in this variable. In a separate document
included in your submission, provide an explanation for such a difference (for example, fraud losses
are also included 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.
10. $ Foreclosure - The total unpaid principal balance of loans in the foreclosure process. These dollars
are pre-REO and should be coded as a foreclosure in the system.

3

FR Y-14Q: Retail International First Mortgage Schedule Instructions
11. $ New Foreclosure - The total unpaid principal balance of loans that entered the foreclosure
process in the reporting month. These dollars are pre-REO and should be coded as a foreclosure in
the system.
12. $ REO - The total unpaid principal balance of mortgages where the bank has obtained the title at
foreclosure sale and the property is on the market and available for sale. Also include instances
where the bank has obtained the title but the availability for sale is not known.
13. $ New REO - The total unpaid principal balance of foreclosed loans where the institution has bought
back the property in auction in the reporting month.

4

FR Y-14Q: Retail International First Mortgage Schedule Instructions

FR Y-14Q: Retail International Mortgage Schedule
Table A
Definition
Reference
Report Instruction A - 2
Report Instruction A - 3
Report Instruction A - 4
Report Instruction A - 5
Report Instruction A - 6
Report Instruction A - 7

Please provide all Dollar Unit data in $ Millions.

Segments

Variable Name

Product Type
Original FICO or Equivalent
Geography
Age
Original LTV
Delinquency Status

Data Type Format

PRODUCT_TYPE
ORIG_FICO
GEOGRAPHY
AGE
ORIG_LTV
DLQ_STATUS

Character
Character
Character
Character
Character
Character

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

Variable Name
N_ACCT
D_OS
N_NEW_ACCOUNTS
D_NEW_ACCOUNTS
D_GROSS_CONTRACTUAL_CO
D_BANKRUPTCY_CO
D_RECOVERIES
D_NET_CO
D_ADJ_NET_CO
D_FORECLOSURE
D_NEW_FORECLOSURE
D_REO
D_NEW_REO

Data Type
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

Segment ID
Position
1-2
3-4
5-6
7-8
9-10
11-12

01
Fixed Rate
< = 660
Region 1
<= Three years old
< 80
Current & 1-29DPD

Attribute ID within Segment ID Positions
02
03
04
05
Others
> 660
N/A
Region 4
Region 3
Region 2
> Three years old
>= 80
90-119 DPD 120-179 DPD 180+ DPD
30 -89 DPD

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

Summary Variables
# Accounts
$ Outstandings
# New Accounts
$ New Accounts
$ Gross Contractual Charge-offs
$ Bankruptcy Charge-offs
$ Recoveries
$ Net Charge Offs
$ Net Charge Off Reconciliation
$ Foreclosure
$ New Foreclosure
$ REO
$ New REO

Regions
Region 1
Region 2
Region 3
Region 4

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

5