FR Y-14Q Retail Auto US

FR Y-14Q: Retail US Auto Loan Schedule Instructions
FR Y-14Q: Retail US Auto Loan Schedule Instructions
This document provides general guidance and data definitions for the US Auto Loan Schedule. For the International
Auto Loan Schedule, see the separate instructions. In this schedule, reporting bank holding companies (BHCs) should
include all US loans reported in line 6.c of schedule HC-C of the FR-Y9C and US auto leases included in line 10.a of
schedule HC-C of the FR Y-9C.
For the first reporting period (e.g., September 2011), the request is for monthly portfolio-level data for the portion of
the auto loan portfolio originated in the United States and US Territories by segments from January 2007 to the first
reporting period. For subsequent periods, the reporting BHC is only required to report data for the months within
the reporting period. The requested segments are presented in Table A below. More information on each of these
segments can be found in section A of these instructions. 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 Auto 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).
Provide a segment ID for each reported segment. This segment ID should be a unique twelve digit identifier where
each pair of the twelve digits refers to a specific classification for each of the six segment categories. Refer to Table A
below for the attribute codes for the six segment categories. Do not drop leading zeros.
For the requested segment-level summary variables, do not include charge-offs and recoveries in the calculation of
dollars or number of accounts for a given reporting month. The only exceptions to this rule are the following
summary variables: $ Gross Contractual Charge-offs, $ Bankruptcy Charge-offs, $ Recoveries and $ Net Charge-offs.
For these variables, report the dollar amount of charge-offs or recoveries 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 your 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 US Auto Loan Schedule Instructions
2. Age – Refers to the time that has elapsed since the loan was originated. If there were multiple
disbursements tied to an original then use the time since the first disbursement. There are five
possible ages to report:
a) > Five years
b) Between four and five years
c) Between three and four years
d) Between two and three years
e) Between one and two years
f) < One year
3.

Original LTV - Segment the portfolio into the loan to value ratio at origination (calculated using the
retail price of the vehicle). Please round any LTV ratios up to the next integer (LTV 90.01-90.99 to
91). Please break into three segments:
a) 90 or below
b) 91 - 120
c) 121 and above

4. Original FICO Score or Equivalent – Segment the portfolio by Original FICO score or equivalent.
Original FICO Score 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 five
categories:
a) <= 620
b) > 620 and <= 660
c) > 660 and <= 720
d) > 720
e) N/A — Original FICO or equivalent score is missing or unknown
5. Geography - Segment the portfolio into the following six geographical area designations. The primary
borrower’s current place of residence should be used to define the region.
a) Region 1: California, Nevada, Florida, Arizona, and US Territories (Puerto Rico, Guam,
etc.)
b) Region 2: Rhode Island, South Carolina, Oregon, Michigan, Indiana, Kentucky, Georgia,
Ohio, Illinois
c) Region 3: Washington D.C., Mississippi, North Carolina, New Jersey, Tennessee, Missouri,
West Virginia, Connecticut, Idaho, Pennsylvania, Washington, Alabama
d) Region 4: Delaware, Massachusetts, New York, Colorado, New Mexico, Texas
e) Region 5: Alaska, Louisiana, Wisconsin, Arkansas, Maine, Maryland, Utah, Montana,
Minnesota, Oklahoma, Iowa, Virginia, Wyoming, Kansas, Hawaii
f) Region 6: Vermont, New Hampshire, Nebraska, South Dakota, North Dakota

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FR Y-14Q: Retail US Auto Loan Schedule Instructions
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 129 DPD (accruing and non-accruing) as of month-end.
b) 30-59 DPD: Accounts that are 30 to 59 days past due (accruing and non-accruing) as of
month-end.
c) 60-89 DPD: Accounts that are 60 to 89 days past due (accruing and non-accruing) as of
month-end.
d) 90-119 DPD: Accounts that are 90 to 119 days past due (accruing and non-accruing) as of
month-end.
e) 120+ DPD: Accounts that are 120 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, 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 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. The BHC should follow its standard practice for assigning date of
origination.
4. $ New Accounts – The total dollar amount of new accounts originated (or purchased) in the given
month for the segment as of month-end. The BHC should follow its standard practice for assigning
date of origination.
5. Interest Rate – The average annual percentage rate for accounts on the book for the segment as of
month-end. In making this calculation, report the purchase APR unless the account is in default or
workout. If the account is in default, then use the default APR. If the account is in a workout
program (temporary or permanent), use the workout APR.
6. $ 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.
7. $ 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.
8. $ 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.
9. $ Vehicle Type Unknown – The Unpaid Principal Balance in the portfolio with vehicle type classified
as “Unknown” for the segment as of month-end.
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FR Y-14Q: Retail US Auto Loan Schedule Instructions
10. $ Repossession – The Unpaid Principal Balance of loans with repossessed vehicles for the segment as
of month-end.
11. $ Current Month Repossession – The Unpaid Principal Balance of loans with vehicles newly
repossessed in the given month for the segment as of month-end.
12. $ 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.
Include all partial charge-offs not due to bankruptcy (i.e., taken at re-possession, death of the
borrower, etc.).
13. $ 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.
14. $ 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. Please report recoveries as
a positive number.
15. $ 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].
16. 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 your
submission, provide an explanation for such a difference (for example, fraud losses are also included
in your 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.
17. $ 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.
18. $ 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.
19. Projected Value (example ALG) – Total projected value of lease at termination. Only calculated for
leased vehicles.
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FR Y-14Q: Retail US Auto Loan Schedule Instructions
20. Actual Sale Proceeds – Sales proceeds from terminated leases. Only calculated for leased vehicles.
21. Original Term < = 48 months – The total Unpaid Principal Balance for accounts on the book for the
segment as of month-end that had an original term of 48 months or less.
22. Original Term 49-60 months – The total Unpaid Principal Balance for accounts on the book for the
segment as of month-end that had an original term of 49-60 months.
23. Original Term 61-72 months – The total Unpaid Principal Balance for accounts on the book for the
segment as of month-end that had an original term of 61-72 months.
24. Original Term >72 months – The total Unpaid Principal Balance for accounts on the book for the
segment as of month-end that had an original term of greater than 72 months.
25. $ Origination Channel (Direct) – The total Unpaid Principal Balance for accounts on the book for the
segment as of month-end that were originated through direct channels (i.e., a chartered bank, a nonbank subsidiary).
26. $ Loss Mitigation – The total Unpaid Principal Balance for accounts on the book for the segment as of
month-end that are currently in a loss mitigation program. Loss mitigation programs are broadly
defined to include any program that eases the credit terms to an impaired borrower for purposes of
mitigating loan losses. Examples of loss mitigation programs include match pay, temporary
mitigation programs lasting up to 12 months, or permanent mitigation programs lasting more than
one year.
27. $ Joint Application – The total Unpaid Principal Balance for accounts on the book for the segment as
of month-end that were originated with a co-applicant.

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FR Y-14Q: Retail US Auto Loan Schedule Instructions
FR Y-14Q: Retail US Auto Loan Schedule
Please provide all Dollar Unit data in $ Millions.

Table A
Definition
Reference
Report Instruction A - 1
Report Instruction A - 2
Report Instruction A - 3
Report Instruction A - 4
Report Instruction A - 5
Report Instruction A - 6

Segments

Variable Name

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

PRODUCT_TYPE
AGE
ORIG_LTV
ORIG_FICO
GEOGRAPHY
DLQ_STATUS

Data Type
Character
Character
Character
Character
Character
Character

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

Variable Name
N_ACCT
D_OS
N_NEW_ACCOUNTS
D_NEW_ACCOUNTS
INTEREST_RATE
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
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
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
D_ORIG_TERM_LE_48
D_ORIG_TERM_49_60
D_ORIG_TERM_61_72
D_ORIG_TERM_G_72
D_ORIG_CHANNEL_DIRECT
D_LOSS_MITIGATION
D_JOINT_APPLICATION
N_BASEL_PD
N_BASEL_LGD
N_BASEL_ELGD

Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric

16.6
16.6
16.6
16.6
16.6
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

Attribute ID within Segment ID Positions
03
04
Managed-Lease
Between three and four years
Between two and three years
>120
661-720
>720
Region 3
Region 4
60-89 DPD
90-119 DPD

01
Managed-Loan-New
> Five years
< = 90
< = 620
Region 1
Current + 1-29 DPD

02
Managed-Loan-Used
Between four and five years
91 -120
621-660
Region 2
30-59 DPD

Regions
Region 1
Region 2
Region 3
Region 4
Region 5
Region 6

US - Geographic Regions
CA, NV, FL, AZ, US Territories (PR, VI, GU, etc.)
RI, SC, OR, MI, IN, KY, GA, OH, IL
DC, MS, NC, NJ, TN, MO, WV, CT, ID, PA, WA, AL
DE, MA, NY, CO, NM, TX
AK, LA, WI, AR, ME, MD, UT, MT, MN, OK, IA, VA, WY, KS, HI
VT, NH, NE, SD, ND

05

06

Between one and two years

< One year

NA
Region 5
120 + DPD

Region 6

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
Report Instruction B - 20
Report Instruction B - 21
Report Instruction B - 22
Report Instruction B - 23
Report Instruction B - 24
Report Instruction B - 25
Report Instruction B - 26
Report Instruction B - 27
Report Instruction B - 28
Report Instruction B - 29
Report Instruction B - 30

Summary Variables
# Accounts
$ Outstandings
# New Accounts
$ New Accounts
Interest Rate
$ Vehicle Type - Car/Van
$ Vehicle Type - SUV/Truck
$ Vehicle Type - Sport/Luxury/Convertible
$ Vehicle Type - Unknown
$ Repossession
$ Current Month Repossession
$ 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
$ Original Term <=48
$Original Term 49-60
$ Original Term 61-72
$ Original Term > 72
$ Origination Channel (Direct)
$ Loss Mitigation
$ Joint Application
Basel II PD
Basel II LGD
Basel II ELGD

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