AnaCredit validation checks

Definition geändert

−Let T be the reference date, IF [Counterparty reference.Enterprise size] (T) <> [Counterparty

+Let T be the reference date, IF [Counterparty reference.Enterprise size] (T) <> [Counterparty reference.Enterprise size] (T-1) THEN [Counterparty reference.Date of enterprise size] (T) <> [Counterparty reference.Date of enterprise size] (T-1)

Definition geändert

−IF [Counterparty default.Date of the default status of the counterparty] <> ‘Non- applicable’ THEN [Counterparty default.Reference date] >= [Counterparty default.Date of the default status of the counterparty]

+IF [Counterparty default.Date of the default status of the counterparty] <> ‘Non- applicable’ THEN [Counterparty default.Reference date] >=

Definition geändert

−Let T be the reference date and T' the end of quarter reference date such that T'>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Recourse] (T) <> [Instrument.Recourse] (T-1) THEN [Accounting.Date of the forbearance and renegotiation status] (T') > (T-1)

+Let T be the reference date and T' the end of quarter reference date such that T'>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Recourse] (T) <>

Definition geändert

−IF [Counterparty default.Date of the default status of the counterparty] = 'Non-

+IF [Counterparty default.Date of the default status of the counterparty] = 'Nonapplicable' AND [Counterparty default.Default status of the counterparty] <> 'Nonapplicable' THEN [Counterparty default.Default status of the counterparty] = 'Not in default'

Definition geändert

−IF [Protection received.Real estate collateral location] = 'Non-applicable' THEN [Protection received.Type of protection] NOT IN {'Residential real estate collateral', 'Commercial real estate collateral', 'Offices and commercial premises'}

+IF [Protection received.Real estate collateral location] = 'Non-applicable'

Definition geändert

−IF [Counterparty risk.Probability of default] = 1 THEN [Counterparty default.Default status of the counterparty] NOT IN '{‘Nonapplicable’, ‘Not in default’}' OR [Financial.Default status of the instrument] NOT IN {'Non-applicable’, ‘Not in default'}

+IF [Counterparty risk.Probability of default] = 1 THEN [Counterparty default.Default status of the counterparty] NOT IN '{‘Non- applicable’, ‘Not in default’}' OR [Financial.Default status of the instrument] NOT IN {'Non-applicable’, ‘Not in default'}

Definition geändert

−IF [Counterparty risk.Probability of default] = 1 THEN [Counterparty default.Date of the default status of the counterparty] <> 'Non- applicable' OR [Financial.Date of the default status of the instrument] <> 'Non- applicable'

+IF [Counterparty risk.Probability of default] = 1 THEN [Counterparty default.Date of the default status of the counterparty] <> 'Nonapplicable' OR [Financial.Date of the default status of the instrument] <> 'Nonapplicable'

Definition geändert

−IF [Accounting.Balance sheet recognition] <> 'Entirely derecognised' THEN [Accounting.Accounting classification of instruments] <> 'Non-applicable'

+IF [Accounting.Balance sheet recognition] <> 'Entirely derecognised' THEN

Definition geändert

−IF [Instrument.Inception date] < [Instrument.Settlement date] AND [Financial.Offbalance sheet amount] = 'Non-applicable' THEN [Instrument.Commitment amount at inception] <> 'Non-applicable'

+IF [Instrument.Inception date] < [Instrument.Settlement date] AND [Financial.Off- balance sheet amount] = 'Non-applicable' THEN [Instrument.Commitment amount at inception] <> 'Non-applicable'