To start, I'm posting this on here because i don't want everyone to be able to know this.
If you get banned/kicked or votebanned/kicked by any admin or VIP, it saves your steam id, some information but nothing more.
When you change name during the round in TTT, it saves a little more information.
When you get kicked for changing your name during the round in the bans page it saves your IP.
Personally, i don't mind this too much, but i remember that when krasher was banned was because he passed some personal information about Don to other players. If i remember correctly, one of the things that was inside the personal information was the IP. (with this i mean that inside the information you shouldn't give to another player is the IP, not that krasher gave Don's IP so someone else)