AnaCredit validation checks

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', 'Non-applicable’} THEN [Accounting.Performing status of the instrument] ='Non-performing'

Definition geändert

−[Accounting.Impairment assessment method] IN {'Individually assessed','Collectively assessed'} IF AND ONLY IF [Accounting.Accumulated impairment amount] >= 0

+[Accounting.Impairment assessment method] IN {'Individually assessed', 'Collectively assessed'} IF AND ONLY IF [Accounting.Accumulated impairment amount] >= 0

Definition geändert

−LET [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office undertaking] IN a reporting Member State}, [Accounting.Accounting classification of instruments] IN {'IFRS: Cash balances at central banks and other demand deposits', 'IFRS: Financial assets held for trading','IFRS: Financial assets designated at fair value through profit or loss', 'IFRS: Non-trading financial assets mandatorily at fair value through profit or loss', 'IFRS: Financial assets at amortised cost', 'IFRS: Financial assets at fair value through other comprehensive income'}

+Let [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office undertaking] IN a reporting Member State}, [Accounting.Accounting classification of instruments] IN {'IFRS: Cash balances at central banks and other demand deposits', 'IFRS: Financial assets held for trading', 'IFRS: Financial assets designated at fair value through profit or loss', 'IFRS: Non-trading financial assets mandatorily at fair value through profit or loss', 'IFRS: Financial assets at amortised cost', 'IFRS: Financial assets at fair value through other comprehensive income'} IF AND ONLY IF [Counterparty reference.Accounting standard] IN {'IFRS', 'National GAAP consistent with IFRS'} WHERE [Counterparty-instrument.Counterparty role] (X) = 'Creditor' AND [Accounting.Balance sheet recognition] <> 'Entirely derecognised'

Definition geändert

−LET [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office undertaking] IN a reporting Member State}, [Accounting.Accounting classification of instruments] IN {'nGAAP: Loans and receivables', 'nGAAP: Held-to-maturity investments', 'nGAAP: Non-trading non-derivative financial instruments measured at a cost-based method', 'nGAAP: Other non-trading non-derivative financial assets','nGAAP: Trading Financial assets', 'nGAAP: Cash and cash balances at central banks','nGAAP: Financial assets held for trading', 'nGAAP: Financial assets designated at fair value through profit or loss', 'nGAAP: Non-trading financial assets mandatorily at fair value through profit or loss', 'nGAAP: Available-for-sale financial assets','nGAAP: Non-trading non- derivative financial assets measured at fair value through profit or loss', 'nGAAP: Non-trading non-derivative financial assets measured at fair value to equity'} IF AND ONLY IF [Counterparty reference.Accounting standard] IN {'National GAAP not consistent with IFRS'} WHERE [Counterparty-instrument.Counterparty role] (X) = 'Creditor'"

+Let [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office undertaking] IN a reporting Member State}, [Accounting.Accounting classification of instruments] IN {'nGAAP: Loans and receivables', 'nGAAP: Held-to-maturity investments', 'nGAAP: Non-trading non-derivative financial instruments measured at a cost-based method', 'nGAAP: Other non-trading non-derivative financial assets', 'nGAAP: Trading financial assets', 'nGAAP: Cash and cash balances at central banks', 'nGAAP: Financial assets held for trading', 'nGAAP: Financial assets designated at fair value through profit or loss', 'nGAAP: Non-trading financial assets mandatorily at fair value through profit or loss', 'nGAAP: Available-for-sale financial assets', 'nGAAP: Non-trading non-derivative financial assets measured at fair value through profit or loss', 'nGAAP: Non-trading non-derivative financial assets measured at fair value to equity'} IF AND ONLY IF [Counterparty reference.Accounting standard] IN {'National GAAP not consistent with IFRS'} AND [Accounting.Balance sheet recognition] <> 'Entirely derecognised' WHERE [Counterparty-instrument.Counterparty role] (X) = 'Creditor'

Definition geändert

−IF [Counterparty reference.Date of initiation of legal proceedings] <> 'Non- applicable' THEN[Counterparty reference.Reference date] >= [Counterparty reference.Date of initiation of legal proceedings]

+IF [Counterparty reference.Date of initiation of legal proceedings] <> 'Non-applicable' THEN[Counterparty reference.Reference date] >= [Counterparty reference.Date of initiation of legal proceedings]

Definition geändert

−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)

+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

Definition geändert

−LET [Counterparty reference.Counterparty identifier] = X IF [Counterparty reference.Institutional sector] ='Financial vehicle corporations (FVCs) engaged in securitisation transactions' WHERE [Counterparty reference.Counterparty identifier] = X AND [Financial.Type of securitisation] = ‘Traditional securitisation’ THENEXISTS [Counterparty-instrument.Counterparty role] = 'Originator' for all instruments WHERE [Counterparty-instrument.Counterparty role](X) = 'Creditor'

+Let [Counterparty reference.Counterparty identifier] = X IF [Counterparty reference.Institutional sector] ='Financial vehicle corporations (FVCs) engaged in securitisation transactions' WHERE [Counterparty reference.Counterparty identifier] = X AND [Financial.Type of securitisation] = ‘Traditional securitisation’ THENEXISTS [Counterparty-instrument.Counterparty role] = 'Originator' for all instruments WHERE [Counterparty-instrument.Counterparty role](X) = 'Creditor'

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 ([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

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] >= [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] >= [Counterparty default.Date of the default status of the counterparty]

Definition geändert

−Let T be the reference date, IF [Counterparty default.Default status of the counterparty] (T) <>

+Let T be the reference date, IF [Counterparty default.Default status of the counterparty] (T) <> [Counterparty default.Default status of the counterparty] (T-1) THEN [Counterparty default.Date of the default status of the counterparty] (T) > [Counterparty default.Date of the default status of the counterparty] (T-1)

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] = 'Non-applicable' IF AND ONLY IF [Financial.Off-balance-sheet amount] = 'Non-applicable'

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 [Instrument.Interest rate type] = 'Fixed'

+IF [Instrument.Interest rate type] = 'Fixed' THEN [Instrument.Reference rate] = 'Non-applicable'

Definition geändert

−IF [Accounting.Cumulative recoveries since default] = 'Non-applicable' THEN [Counterparty default.Default status of the counterparty] IN {'Not in default', 'Non-applicable'} AND [Financial.Default status of the Instrument] IN {'Not in default','Non-applicable'}

+IF [Accounting.Cumulative recoveries since default] = 'Non-applicable' THEN [Counterparty default.Default status of the counterparty] IN {'Not in default', 'Non-applicable'} AND [Financial.Default status of the Instrument] IN {'Not in default', 'Non-applicable'}

Definition geändert

−IF [Financial.Off-balance-sheet amount] > 0 AND [Financial. Outstanding nominal amount] = 0 THEN [Financial.Type of securitisation] = 'Not securitised'

+IF [Financial.Off-balance-sheet amount] > 0 AND [Financial. Outstanding nominal amount] = 0 THEN [Financial.Type of securitisation] <> 'Traditional securitisation'

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.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’} AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Financial.Default status of the instrument] = '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 [Financial.Date of the 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’} AND [Accounting. Balance sheet recognition] = 'Entirely derecognised' THEN [Financial.Date of the default status of the instrument] = 'Non-applicable'

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 [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

−IF [Accounting.Provisions associated to off-balance sheet exposures] <> 'Nonapplicable' THEN [Accounting.Provisions associated to off-balance sheet exposures] < = [Financial.Off-balance sheet amount]

+IF [Accounting.Provisions associated to off-balance sheet exposures] <> 'Non-applicable' THEN [Accounting.Provisions associated to off-balance sheet exposures] < = [Financial.Off-balance sheet amount]

Definition geändert

−IF [Accounting.Accounting classification of instruments] IN {'IFRS: Financial assets held for trading', ‘IFRS: Financial assets designated at fair value through profit or loss’, ‘IFRS: Non-trading financial assets mandatorily at fair value through profit or loss’, 'nGAAP: Financial assets held for trading', 'nGAAP: Trading Financial assets', 'nGAAP: Non-trading non-derivative financial assets measured at fair value through profit or loss', ‘nGAAP: Financial assets designated at fair value through profit or loss’, ‘nGAAP: Non-trading financial assets mandatorily at fair value through profit or

+IF [Accounting.Accounting classification of instruments] IN {'IFRS: Financial assets held for trading', ‘IFRS: Financial assets designated at fair value through profit or loss’, ‘IFRS: Non-trading financial assets mandatorily at fair value through profit or loss’, 'nGAAP: Financial assets held for trading', 'nGAAP: Trading financial assets', 'nGAAP: Non-trading non-derivative financial assets measured at fair value through profit or loss', ‘nGAAP: Financial assets designated at fair value through profit or loss’, ‘nGAAP: Non-trading financial assets mandatorily at fair value through profit or loss’, 'nGAAP: Non-trading non-derivative financial assets measured at fair value to equity'} THEN [Accounting.Accumulated impairment amount] = 'Non-applicable'

Definition geändert

−IF [Instrument.Type of instrument] = 'Reverse repurchase agreements' THEN [Accounting.Provisions associated to off-balance sheet exposures] = 'Non- applicable'

+IF [Instrument.Type of instrument] = 'Reverse repurchase agreements' THEN [Accounting.Provisions associated to off-balance sheet exposures] = 'Non-applicable'

Definition geändert

−IF [Instrument.Settlement date] <> ‘Non-applicable’ AND [Instrument.Inception date] < [Instrument.Settlement date] AND [Financial.Off-balance sheet amount] = 'Non-applicable' AND {[Instrument.Type of instrument] <> {‘Deposits other than reverse repurchase agreements’ OR [Instrument.Type of instrument] <> ‘Trade receivables’ HAVING Recourse = ‘No recourse’} } THEN [Instrument.Commitment amount at inception] <> 'Non-applicable'

+IF [Instrument.Settlement date] <> ‘Non-applicable’ AND [Instrument.Inception date] < [Instrument.Settlement date] AND [Financial.Off-balance sheet amount] = 'Non-applicable' AND {[Instrument.Type of instrument] <> ‘Deposits other than reverse repurchase agreements’ AND {[Instrument.Type of instrument] <> ‘Trade receivables’ HAVING Recourse = ‘No recourse’} THEN [Instrument.Commitment amount at inception] <> 'Non-applicable'

Definition geändert

−([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty- instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterparty- instrument.Counterparty role]='Creditor'

+([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterparty-instrument.Counterparty role]='Creditor'

Definition geändert

−([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterpartyinstrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterpartyinstrument.Counterparty role]='Debtor'

+([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterparty-instrument.Counterparty role]='Debtor'

Definition geändert

−([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty- instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterparty- instrument.Counterparty role]='Servicer'

+([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterparty-instrument.Counterparty role]='Servicer'

Definition geändert

−([Instrument-protection received.Observed agent identifier],[Instrument-protection received.Contract identifier],[Instrument- protection received.Instrument identifier]) EXISTS IN {([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier])}

+([Instrument-protection received.Observed agent identifier],[Instrument-protection received.Contract identifier],[Instrument-protection received.Instrument identifier]) EXISTS IN {([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier])}

Definition geändert

−([Counterparty default.Observed agent identifier],[Counterparty default.Counterparty Identifier]) EXISTS IN {(([Counterparty- instrument.Observed agent identifier],[Counterparty- instrument.Counterparty Identifier]) | [Counterparty-instrument.Counterparty role]='Debtor')} UNION {([Protection received.Observed agent identifier],[Protection received.Protection provider identifier])}

+([Counterparty default.Observed agent identifier],[Counterparty default.Counterparty Identifier]) EXISTS IN {(([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Counterpart y Identifier]) | [Counterparty-instrument.Counterparty role]='Debtor')} UNION {([Protection received.Observed agent identifier],[Protection received.Protection provider identifier])}

Definition geändert

−([Counterparty risk.Observed agent identifier],[Counterparty risk.Counterparty Identifier]) EXISTS IN {(([Counterparty- instrument.Observed agent identifier],[Counterparty- instrument.Counterparty Identifier]) | [Counterparty-instrument.Counterparty role]='Debtor')} UNION {([Protection received.Observed agent identifier],[Protection received.Protection provider identifier])}

+([Counterparty risk.Observed agent identifier],[Counterparty risk.Counterparty Identifier]) EXISTS IN {(([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Counterpart y Identifier]) | [Counterparty-instrument.Counterparty role]='Debtor')} UNION {([Protection received.Observed agent identifier],[Protection received.Protection provider identifier])}

Definition geändert

−([Protection received.Observed agent identifier],[Protection received.Protection identifier]) EXISTS IN {([Instrument-protection received.Observed agent identifier],[Instrument- protection received.Protection identifier])}

+([Protection received.Observed agent identifier],[Protection received.Protection identifier]) EXISTS IN {([Instrument-protection received.Observed agent identifier],[Instrument-protection received.Protection identifier])}