ADS — Pool Data Standard
The Arrowbanc Data Standard (ADS) defines the required data fields, formats, and validation rules for securitisation pool disclosure on the Arrowbanc Platform. All transactions must submit ADS-compliant pool data before marketing.
1. Pool-level fields
Required and recommended fields for the ADS_PoolLevel submission object.
| Field | Type | Required | Notes |
|---|---|---|---|
| pool_name | string | Required | Free-text label for the pool |
| asset_class | enum | Required | 17 defined values (RMBS, ABS-Auto-New, MFI, etc.) |
| origination_start_date | date | Required | ISO 8601 — earliest loan origination in pool |
| origination_end_date | date | Required | ISO 8601 — latest loan origination in pool |
| pool_cut_date | date | Required | ISO 8601 — pool finalisation date |
| pool_size_inr_cr | number | Required | ₹ Crore — minimum ₹50 Cr |
| number_of_loans | integer | Required | Count of loans in pool |
| average_loan_size_inr | number | Required | Arithmetic mean ticket size in INR |
| geographic_distribution | array | Required | State + pct_of_pool — must sum to 100% |
| weighted_average_original_tenure_months | number | Required | WA original loan term |
| weighted_average_remaining_tenure_months | number | Required | WA remaining term at pool cut date |
| weighted_average_seasoning_months | number | Required | WA months since origination — must meet MHP |
| weighted_average_yield_pct | number | Required | WA contractual yield % |
| coupon_type | enum | Required | fixed | floating | mixed |
| reference_rate | string | Optional | Required if coupon_type is floating or mixed |
| delinquency_0_30_dpd_pct | number | Required | % of pool — current bucket |
| delinquency_31_60_dpd_pct | number | Required | % of pool — 31–60 DPD bucket |
| delinquency_61_90_dpd_pct | number | Required | % of pool — 61–90 DPD bucket |
| delinquency_90_plus_dpd_pct | number | Required | % of pool — NPA bucket; max 5% for standard pool |
| historic_gross_default_rate_pct | number | Optional | Prior vintage pool performance — recommended |
| historic_net_loss_rate_pct | number | Optional | Net of recoveries — recommended |
| recovery_rate_pct | number | Optional | Historical recovery on defaulted loans |
| average_bureau_score | number | Optional | WA credit bureau score — strongly recommended |
| mhp_compliant | boolean | Required | Originator attestation of RBI MHP compliance |
| mrr_retention_pct | number | Required | % retained — min 10% RMBS/CMBS, 5% all others |
| mrr_form | enum | Required | vertical | horizontal | first_loss_piece | senior_piece |
| rbi_directions_applicable | boolean | Required | Whether RBI Securitisation Directions 2021 apply |
| stressed_asset_flag | boolean | Required | Triggers stressed asset framework if true |
2. Tranche-level fields
Per-tranche fields in the ADS_TrancheLevel[] array.
| Field | Type | Required | Notes |
|---|---|---|---|
| tranche_name | string | Required | E.g. 'Class A PTC' |
| tranche_type | enum | Required | senior | mezzanine | subordinate | first_loss |
| structure_type | enum | Required | PTC | DA | NCD | SDI | Pass-Through | Other |
| tranche_size_inr_cr | number | Required | ₹ Crore |
| pct_of_pool | number | Required | % of pool — all tranches must sum to 100% |
| credit_enhancement_pct | number | Required | CE level as % of tranche |
| ce_type | array | Required | OC | Cash-Collateral | Guarantee | Subordination |
| target_rating | string | Required | E.g. AAA(SO), AA+(SO) |
| target_rating_agency | array | Required | CRISIL | ICRA | CARE | India Ratings | Acuité |
| indicative_coupon_pct | number | Optional | Indicative yield at issue |
| legal_final_maturity_date | date | Required | ISO 8601 |
| weighted_average_life_years | number | Optional | WAL in years |
| retained_by_originator | boolean | Required | True if originator holds this tranche (MRR) |
3. Validation rules
Applied automatically at ADS submission. Errors block submission; warnings reduce the quality score.
| Code | Severity | Rule |
|---|---|---|
| POOL_SIZE | Error | pool_size_inr_cr ≥ ₹50 Cr |
| MHP_CHECK | Error | weighted_average_seasoning_months ≥ MHP(asset_class) |
| MRR_CHECK | Error | mrr_retention_pct ≥ 10% (RMBS/CMBS) or 5% (all others) |
| NPA_THRESHOLD | Error | delinquency_90_plus_dpd_pct ≤ 5% |
| GEO_SUM | Error | geographic_distribution percentages sum to 100% (±0.1) |
| TRANCHE_SUM | Error | tranche pct_of_pool values sum to 100% (±0.1) |
| HIGH_GEO_CONC | Warning | No single state > 40% of pool |
| SHORT_SEASONING | Warning | weighted_average_seasoning_months < 6 — limited performance history |
| HIGH_DELINQUENCY | Warning | delinquency_31_60_dpd_pct > 3% |
| MISSING_BUREAU | Warning | average_bureau_score not provided |
| NO_HISTORIC_DATA | Warning | Neither historic_gross_default_rate_pct nor historic_net_loss_rate_pct provided |
| FLOATING_NO_REF | Warning | coupon_type = floating/mixed but reference_rate is null |
| ESG_INCOMPLETE | Warning | ESG fields not provided |
4. Minimum Holding Period (MHP) reference
Per RBI Securitisation of Standard Assets Directions 2021 — Para 11. Applied as a blocking validation check.
| Asset Class | MHP (months) |
|---|---|
| RMBS | 12 |
| CMBS | 12 |
| ABS — Auto (New) | 6 |
| ABS — Auto (Used) | 6 |
| ABS — Tractor | 6 |
| ABS — Commercial | 6 |
| MSME | 6 |
| ABS — Two-Wheeler | 3 |
| ABS — Personal | 3 |
| ABS — Credit Card | 3 |
| MFI | 3 |
| Other | 3 |
| Trade Receivables | — |
| Supply Chain | — |
| NCD / MLD / Mezz | — |
5. ADS quality score
A 0–100 score computed at submission. Drives adviser triage and investor filtering.
80 – 100
High Quality
60 – 79
Acceptable
0 – 59
Needs Improvement
6. Transaction ID format
ARW-[YEAR]-[AC]-[XXXXXX]
Example: ARW-2026-RMB-000001
ARW
Arrowbanc platform prefix
YEAR
Calendar year of submission
AC (3-char)
Asset class code (RMB, AAN, MFI…)
7. ESG data layer
The ESG sub-object is optional but strongly recommended. Its completeness contributes to the quality score and enables ESG filtering by investors.
green_asset_flag
Pool contains green / climate-aligned assets
green_asset_type[]
EV-Finance, Solar-Rooftop, Green-Building, etc.
financial_inclusion_flag
Rural, women borrower, first-time borrower data
priority_sector_eligible
PSL classification for bank investor mandates
sustainability_linked
Step-up/down coupon tied to SLT KPI
data_quality_score
Originator self-assessed ESG data quality (0–100)
disclosure_completeness_pct
% of ESG fields populated
climate_risk_geography
Low / Medium / High climate risk assessment
Ready to submit your pool data?
Apply for platform access to get your originator workspace.