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NPL Portfolio Transactions - Data Requirements

By Burkhard Heppe

CTO

Published Wednesday 12 May, 2021

We comment on recent developments regarding the data requirements for NPL transactions and the revised data templates published by EBA on May 4th.

We identify the most important data sets and fields for investors. We comment on the revised NPL data templates that EBA published on May 4th which saw the number of proposed fields reduced by half. We explore whether such a far reaching simplification is justified. The EBA NPL template is expected to be used between buyers and sellers and could also be the template to disclose loan-level data publicly to a central Data Hub that was recently proposed by the European Commission. For banks, the management of recovery cash flow data is important even if they do not want to sell. In this article we aim to provide guidance on which data is most important for executing transactions, valuation and reporting.

You can access the full technical paper by clicking here:

NPL Portfolio Transactions - Data Requirements