- Contractual terms – from borrower type, rate, term and fees to LTV.
- Prepayment assumptions together with proposed Early Redemption Charge (ERC) structure.
- Default expectations – whether on the Standardised or IRB approach.
- Pipeline details to capture the “hidden” capital and liquidity costs of committed mortgage offers.
- Debt funding – sources, stickiness and rates.
- Equity funding – Target Tier 1 capital ratio, Return on Capital (RoC) and Pillar 2 add-on. These values are used to calculate the capital needed to support both the mortgage asset and the liquidity portfolio.
- Asset allocation and yields within the liquidity pool.
- Target LCR – whether an absolute percentage or as a margin over the regulatory minimum.