AnaCredit validation checks

Definition geändert

−IF [Financial.Default status of the instrument] IN {'Default because more than 90/180 days past due', 'Default because both unlikely to pay and more than 90/180 days past due'} THEN [Financial.Arrears for the instrument] > 0

+IF [Financial.Default status of the instrument] IN {'Default because more than 90/180 days past due', 'Default because both unlikely to pay and more than 90/180 days past due'}

Definition geändert

−IF [Financial.Default status of the instrument] NOT IN {'Not in default', 'Non- applicable’} THEN [Accounting.Performing status of the instrument] ='Non-performing'

+IF [Financial.Default status of the instrument] NOT IN {'Not in default', 'Nonapplicable’} THEN [Accounting.Performing status of the instrument] ='Non-performing'

Definition geändert

−IF [Counterparty reference.Institutional sector] IN {Central Bank, Credit institutions, Deposit-taking corporations other than credit institutions, Money Market funds, NonMMF investment funds, Financial vehicle corporations (FVCs) engaged in securitisation transactions, Other financial intermediaries, except insurance corporations, pension funds and financial vehicle corporations engaged in securitisation transactions, Financial auxiliaries, Captive financial institutions and money lenders, Insurance corporations, Pension funds} THEN [Counterparty reference.Economic activity] IN {‘64,65,66’}

+IF [Counterparty reference.Institutional sector] IN {Central Bank, Credit institutions, Deposit-taking corporations other than credit institutions, Money Market funds, Non- MMF investment funds, Financial vehicle corporations (FVCs) engaged in securitisation transactions, Other financial intermediaries, except insurance corporations, pension funds and financial vehicle corporations engaged in securitisation transactions, Financial auxiliaries, Captive financial institutions and

Definition geändert

−Let A = {[Counterparty-instrument.Counterparty role]} for ([Counterparty- instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier],[Counterparty- instrument.Counterparty identifier]). THEN, 'Creditor' IN A IF AND ONLY IF 'Debtor' NOT IN A

+Let A = {[Counterparty-instrument.Counterparty role]} for ([Counterpartyinstrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier],[Counterpartyinstrument.Counterparty identifier]). THEN, 'Creditor' IN A IF AND ONLY IF 'Debtor' NOT IN A

Definition geändert

−[Protection received.Protection provider identifier] DOES NOT EXIST IN {[Counterparty-instrument.Counterparty identifier] | ([Instrument-Protection received.Observed agent identifier],[Instrument-Protection received.Contract identifier],[Instrument-Protection received.Instrument identifier]) = ([Counterpartyinstrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier]) AND [Counterpartyinstrument.Counterparty role] = ‘Creditor’ }

+[Protection received.Protection provider identifier] DOES NOT EXIST IN {[Counterparty-instrument.Counterparty identifier] | ([Instrument-Protection received.Observed agent identifier],[Instrument-Protection received.Contract identifier],[Instrument-Protection received.Instrument identifier]) = ([Counterparty- instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier]) AND [Counterparty- instrument.Counterparty role] = ‘Creditor’ }

Definition geändert

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

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

Definition geändert

−[Accounting.Provisions associated to off-balance-sheet exposures] = 'Non- applicable' IF AND ONLY IF [Financial.Off-balance-sheet amount] = 'Non-applicable'

+[Accounting.Provisions associated to off-balance-sheet exposures] = 'Nonapplicable' IF AND ONLY IF [Financial.Off-balance-sheet amount] = 'Non-applicable'

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) <>

+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)

Definition geändert

−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'

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

Definition geändert

−IF [Accounting.Accumulated changes in fair value due to credit risk] = 'Non- applicable' AND [Accounting.Balance sheet recognition] = 'Entirely recognised' AND {[Counterparty reference.Address: country] <> 'DE' of the [Counterparty reference.Counterparty identifier] HAVING [Counterparty-instrument.Counterparty role] = 'Creditor' AND [Counterparty reference.Accounting standard] = 'National GAAP not consistent with IFRS'} THEN [Accounting.Accumulated impairment amount] <> 'Non-applicable'

+IF [Accounting.Accumulated changes in fair value due to credit risk] = 'Nonapplicable' AND [Accounting.Balance sheet recognition] = 'Entirely recognised' AND {[Counterparty reference.Address: country] <> 'DE' of the [Counterparty reference.Counterparty identifier] HAVING [Counterparty-instrument.Counterparty role] = 'Creditor' AND [Counterparty reference.Accounting standard] = 'National GAAP not consistent with IFRS'} THEN [Accounting.Accumulated impairment amount] <> 'Non-applicable'

Definition geändert

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

+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'}

Definition geändert

−FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterpartyinstrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty-reference.Counterparty identifier] of ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ = [Counterparty-reference.Counterparty identifier] of ‘Creditor’ AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Financial.Default status of the instrument] = 'Non-applicable'

+FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterparty- instrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF {[Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty-reference.Counterparty identifier] of ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ = [Counterparty-reference.Counterparty identifier] of ‘Creditor’}

Definition geändert

−FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterparty- instrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty-reference.Counterparty identifier] of ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ = [Counterparty-reference.Counterparty identifier] of ‘Creditor’ AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Financial.Date of the default status of the instrument] = 'Non-applicable'

+FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterpartyinstrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF {[Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty-reference.Counterparty identifier] of ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ = [Counterparty-reference.Counterparty identifier] of ‘Creditor’} AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Financial.Date of the default status of the instrument] = 'Non-applicable'

Definition geändert

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

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

Definition geändert

−FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterpartyinstrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty-reference.Counterparty identifier] of ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ = [Counterparty-reference.Counterparty identifier] of ‘Creditor’ AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Instrument.Fair value changes due to changes in credit risk before purchase] = 'Non-applicable'

+FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterparty- instrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF {[Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ = [Counterparty-reference.Counterparty identifier] of ‘Debtor’ OR [Counterparty reference.Head office undertaking identifier] for ‘Debtor’ = [Counterparty-reference.Counterparty identifier] of ‘Creditor’} AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Instrument.Fair value changes due to changes in credit risk before purchase] = 'Non-applicable'

Definition geändert

−[Protection received.Protection value] >= each individual record of [Instrument- protection received.Protection allocated value] WHERE [Protection received.Protection identifier] = [Instrument-protection received.Protection identifier] AND [Protection received.Type of protection value] <> 'Notional amount'

+[Protection received.Protection value] >= each individual record of [Instrumentprotection received.Protection allocated value] WHERE [Protection received.Protection identifier] = [Instrument-protection received.Protection identifier] AND [Protection received.Type of protection value] <> 'Notional amount'