AnaCredit Reporting Manual
Versionen
- first edition (Vorgänger)
Dateien
Dokument
Attribute in diesem Verfahren
Accounting dataset
- Accounting classification of instruments
- Accumulated changes in fair value due to credit risk
- Accumulated impairment amount
- Accumulated write-offs
- Balance sheet recognition
- Carrying amount
- Contract identifier
- Cumulative recoveries since default
- Date of the forbearance and renegotiation status
- Date of the performing status of the
- Impairment assessment method
- instrument
- Instrument identifier
- Observed agent identifier
- Performing status of the instrument
- Provisions associated with off-balance-sheet exposures
- Prudential portfolio
- Reporting agent identifier
- Sources of encumbrance
- Status of forbearance and renegotiation
- Type of impairment
Counterparty default dataset
- Counterparty identifier
- Date of the default status of the counterparty
- Default status of the counterparty
- Observed agent identifier
- Reporting agent identifier
Counterparty reference data
- Accounting standard
- Address: city/town/village
- Address: country
- Address: county/administrative division
- Address: postal code
- Address: street
- Annual turnover
- Balance sheet total
- Counterparty identifier
- Date of enterprise size
- Date of initiation of legal proceedings
- Economic activity
- Enterprise size
- Head office undertaking identifier
- Immediate parent undertaking identifier
- Institutional sector
- Legal entity identifier (LEI)
- Legal form
- Name
- National identifier
- Number of employees
- Reporting agent identifier
- Status of legal proceedings
- Ultimate parent undertaking identifier
Counterparty risk dataset
Counterparty-instrument dataset
- Contract identifier
- Counterparty identifier
- Counterparty role
- Instrument identifier
- Observed agent identifier
- Reporting agent identifier
Financial dataset
- Accrued interest
- Arrears for the instrument
- Contract identifier
- Date of past due for the instrument
- Date of the default status of the instrument
- Default status of the instrument
- Instrument identifier
- Interest rate
- Next interest rate reset date
- Observed agent identifier
- Off-balance-sheet amount
- Outstanding nominal amount
- Reporting agent identifier
- Transferred amount
- Type of securitisation
Instrument dataset
- Amortisation type
- Commitment amount at inception
- Contract identifier
- credit risk before purchase
- Currency
- End date of interest-only period
- Fair value changes due to changes in
- Fiduciary instrument
- Inception date
- Instrument identifier
- Interest rate cap
- Interest rate floor
- Interest rate reset frequency
- Interest rate spread/margin
- Interest rate type
- Legal final maturity date
- Observed agent identifier
- Payment frequency
- Project finance loan
- Purpose
- Recourse
- Reference rate
- Repayment rights
- Reporting agent identifier
- Settlement date
- Subordinated debt
- Syndicated contract identifier
- Type of instrument
Instrument-protection received dataset
- Contract identifier
- Instrument identifier
- Observed agent identifier
- Protection allocated value
- Protection identifier
- Reporting agent identifier
- Third-party priority claims against the protection
Joint liabilities dataset
- Contract identifier
- Counterparty identifier
- Instrument identifier
- Joint liability amount
- Observed agent identifier
- Reporting agent identifier
Protection received dataset
- Date of original protection value
- Date of protection value
- Maturity date of the protection
- Observed agent identifier
- Original protection value
- Protection identifier
- Protection provider identifier
- Protection valuation approach
- Protection value
- Real estate collateral location
- Reporting agent identifier
- Type of protection
- Type of protection value