AnaCredit validation checks

Definition geändert

−IF [Instrument.End date of interest-only period] <> ‘Non-applicable’ THEN [Instrument.End date of interest-only period] >= [Instrument.Inception date]

+IF [Instrument.End date of interest-only period] <> ‘Nonapplicable’ THEN [Instrument.End date of interest-only period] >= [Instrument.Inception date]

Definition geändert

−IF [Instrument.Legal final maturity date] <> ‘Non-applicable’ AND [Instrument.Settlement date] <> ‘Non-applicable’ THEN [Instrument.Legal final maturity date] >= [Instrument.Settlement date]

+IF [Instrument.Legal final maturity date] <> ‘Non- applicable’ AND [Instrument.Settlement date] <> ‘Non- applicable’ THEN [Instrument.Legal final maturity date] >= [Instrument.Settlement date]

Definition geändert

−IF [Instrument.Legal final maturity date] <> ‘Non-applicable’ AND [Instrument.End date of interest-only period] <> ‘Non-applicable’ THEN [Instrument.Legal final maturity date] >= [Instrument.End date of interest-only period]

+IF [Instrument.Legal final maturity date] <> ‘Nonapplicable’ AND [Instrument.End date of interest-only period] <> ‘Non-applicable’ THEN [Instrument.Legal final maturity date] >= [Instrument.End date of interest-only period]

Definition geändert

−IF [Financial.Next interest rate reset date] <> ‘Non-applicable’ AND [Instrument.Legal final maturity date] <> ‘Non-applicable’ AND [Instrument.Legal final maturity date] > [Instrument.Reference date] THEN [Instrument.Legal final maturity date] >= [Financial.Next interest rate reset date]

+IF [Financial.Next interest rate reset date] <> ‘Non- applicable’ AND [Instrument.Legal final maturity date] <> ‘Non-applicable’ AND [Instrument.Legal final maturity date] > [Instrument.Reference date] THEN [Instrument.Legal final maturity date] >= [Financial.Next interest rate reset date]

Definition geändert

−IF [Financial.Next interest rate reset date] <> ‘Non-applicable’ THEN [Financial.Next interest rate reset date] >= [Instrument.Inception date]

+IF [Financial.Next interest rate reset date] <> ‘Non- applicable’ THEN [Financial.Next interest rate reset date] >= [Instrument.Inception date]

Definition geändert

−IF [Financial.Date of past due for the instrument] <> ‘Non-applicable’ THEN [Financial.Date of past due for the instrument] >= [Instrument.Inception date]

+IF [Financial.Date of past due for the instrument] <> ‘Non- applicable’ THEN [Financial.Date of past due for the instrument] >= [Instrument.Inception date]

Definition geändert

−IF [Financial.Next interest rate reset date] <> ‘Non-applicable’ AND [Instrument.Settlement date] <> ‘Non-applicable’ THEN [Financial.Next interest reset date] >= [Instrument.Settlement date]

+IF [Financial.Next interest rate reset date] <> ‘Nonapplicable’ AND [Instrument.Settlement date] <> ‘Nonapplicable’ THEN [Financial.Next interest reset date] >= [Instrument.Settlement date]

Definition geändert

−IF [Financial.Next interest rate reset date] <> ‘Non-applicable’ THEN [Financial.Next interest reset date] >= [Financial.Reference date]

+IF [Financial.Next interest rate reset date] <> ‘Non- applicable’ THEN [Financial.Next interest reset date] >= [Financial.Reference date]

Definition geändert

−IF [Instrument.End date of interest-only period] <> ‘Non-applicable’ AND [Instrument.Settlement date] <> ‘Non-applicable’ THEN [Instrument.End date of interest-only period] >= [Instrument.Settlement date]

+IF [Instrument.End date of interest-only period] <> ‘Nonapplicable’ AND [Instrument.Settlement date] <> ‘Nonapplicable’ THEN [Instrument.End date of interest-only period] >= [Instrument.Settlement date]

Definition geändert

−IF [Financial.Date of past due for the instrument] <> ‘Non-applicable’ THEN [Financial.Reference date] >= [Financial.Date of past due for the instrument]

+IF [Financial.Date of past due for the instrument] <> ‘Non- applicable’ THEN [Financial.Reference date] >= [Financial.Date of past due for the instrument]

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'} 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'

+Let [Counterparty reference.Observed agent identifier] = X. IF observed agent’s legal entity [Accounting standard] is in (IFRS accounting framework values, nGAAP accounting framework values) AND observed agent’s [Accounting classification of instruments] is in (nGAAP accounting classification values , IFRS accounting classification values) AND [Counterparty reference.Address: Country] of the [Counterparty reference.Head office undertaking] of X IN a reporting Member State} THEN [Accounting.Accounting classification of instruments] IN {IFRS accounting classification values} IF AND ONLY IF [Counterparty reference.Accounting standard] of X IN {IFRS accounting framework value} WHERE IFRS accounting framework values = {"IFRS", "National GAAP consistent with IFRS"};

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

+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

−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 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)

+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

−IF [Financial.Outstanding nominal amount] = 0 THEN ([Financial.Accrued Interest] > 0 OR [Accounting.Accumulated write-offs] > 0 OR [Financial.Off-balance sheet amount] > 0)

+IF [Financial.Outstanding nominal amount] = 0 THEN ([Financial.Accrued Interest] > 0 OR [Accounting.Accumulated write-offs] > 0 OR [Financial.Off- balance sheet amount] > 0)

Definition geändert

−IF [Accounting.Balance sheet recognition] <> ‘Entirely derecognised’ THEN [Accounting.Carrying amount] <> ‘Non-applicable’

+[Accounting.Balance sheet recognition] IN {'Entirely recognised’,'Recognised to the extent of the institution's continuing involvement'} IF AND ONLY IF [Accounting.Carrying amount] <> 'Non- applicable' In particular cases where the Carrying amount is 'Not required' (intracompany loans) do not trigger CN0702

Definition geändert

−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'

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

Definition geändert

−IF [Instrument.Type of instrument] = 'Reverse repurchase agreements' THEN [Financial.Off-balance-sheet amount] = 'Non-applicable'

+IF [Instrument.Type of instrument] = 'Reverse repurchase agreements' THEN [Financial.Off-balance-sheet amount] = 'Non- applicable'

Definition geändert

−[Accounting.Accumulated impairment amount] = 'Non-applicable' IF AND ONLY IF [Accounting.Type of impairment] = 'Non-applicable'

+[Accounting.Accumulated impairment amount] = 'Nonapplicable' IF AND ONLY IF [Accounting.Type of impairment] = 'Non-applicable'

Definition geändert

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

+[Accounting.Balance sheet recognition] IN {'Entirely recognised’,'Recognised to the extent of the institution's continuing involvement'} IF AND ONLY IF ([Accounting.Accumulated changes in fair value due to credit risk] <> 'Non-applicable' OR [Accounting.Accumulated impairment amount] <> ‘Non- applicable’) AND NOT ([Accounting.Accumulated changes in fair value due to credit risk] <> 'Non-applicable' AND [Accounting.Accumulated impairment amount] <> ‘Non- applicable’)

Definition geändert

−IF [Instrument.Amortisation type] IN {'French', 'Fixed amortisation schedule'} THEN [Instrument.End date of interest-only period] = 'Non-applicable'

+IF [Instrument.Amortisation type] IN {'French', 'Fixed amortisation schedule'} THEN [Instrument.End date of interest-only period] = 'Nonapplicable'

Definition geändert

−IF [Instrument.Interest rate type] = 'Fixed' THEN [Instrument.Interest rate spread/margin] = 'Non-applicable'

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

Definition geändert

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

+[Accounting.Balance sheet recognition] IN {'Entirely recognised', 'Recognised to the extent of the institution's continuing involvement'} IF AND ONLY IF [Accounting.Accounting classification of instruments] <> 'Non-applicable'

Definition geändert

−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]

+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 loss’, 'nGAAP: Non-trading non-derivative financial assets measured at fair value to equity'} THEN [Accounting.Accumulated impairment amount] = 'Non-applicable'

+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] = 'Nonapplicable'

Definition geändert

−Let T be the reference date: IF [Instrument] NOT IN ({ [Instrument.Type of instrument] = 'Overdraft' AND [Financial.Off- balance sheet amount] = 'Non-applicable'} OR {[Instrument.Type of instrument] = ‘Deposits other than reverse repurchase agreements’ AND [Instrument.Legal final maturity date] = 'Non-applicable'}) THEN {[Instrument.Settlement date] (T) <> 'Non-applicable' AND [Instrument.Settlement date] (T) = [Instrument.Settlement date] (T-1)} IF AND ONLY IF [Instrument.Settlement date] (T-1) <> 'Non-applicable'

+Let T be the reference date: IF [Instrument] NOT IN ({ [Instrument.Type of instrument] = 'Overdraft' AND [Financial.Off- balance sheet amount] = 'Non-applicable'} OR {[Instrument.Type of instrument] = ‘Deposits other than reverse repurchase agreements’ AND [Instrument.Legal final maturity date] = 'Non-applicable'}) THEN {[Instrument.Settlement date] (T) <> 'Non- applicable' AND [Instrument.Settlement date] (T) = [Instrument.Settlement date] (T-1)} IF AND ONLY IF [Instrument.Settlement date] (T-1) <> '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’ AND {[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 {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier])}, WHERE [Counterparty-instrument.Counterparty role]='Debtor'

+([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterpartyinstrument.Contract identifier],[Counterpartyinstrument.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

−([Joint liabilities.Counterparty Identifier]) EXISTS IN {([Counterparty reference.Counterparty Identifier])}

+([Joint liabilities.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}

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 reference.Head office undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty Identifier]} WHERE [Counterparty reference.Head office undertaking identifier] <> {}

+([Counterparty reference.Head office undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Counterparty reference.Head office undertaking identifier] <> {}

Definition geändert

−([Counterparty reference.Immediate parent undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty Identifier]} WHERE [Counterparty reference.Immediate parent undertaking identifier] <> {}

+([Counterparty reference.Immediate parent undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Counterparty reference.Immediate parent undertaking identifier] <> {}

Definition geändert

−([Counterparty reference.Ultimate parent undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty Identifier]} WHERE [Counterparty reference.Ultimate parent undertaking identifier] <> {}

+([Counterparty reference.Ultimate parent undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Counterparty reference.Ultimate parent undertaking identifier] <> {}

Definition geändert

−([Counterparty-instrument.Counterparty Identifier]) EXISTS IN {([Counterparty reference.Counterparty Identifier])}

+([Counterparty-instrument.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}

Definition geändert

−([Counterparty default.Counterparty Identifier]) EXISTS IN {([Counterparty reference.Counterparty Identifier])}

+([Counterparty default.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}

Definition geändert

−([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])}

+([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])}

Definition geändert

−([Counterparty risk.Counterparty Identifier]) EXISTS IN {([Counterparty reference.Counterparty Identifier])}

+([Counterparty risk.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}

Definition geändert

−([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])}

+([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])}

Definition geändert

−([Protection received.Protection provider identifier]) EXISTS IN {[Counterparty reference.Counterparty Identifier]} WHERE [Protection received.Protection provider identifier]<> {}

+([Protection received.Protection provider identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [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])}