AnaCredit gegevensleveringsovereenkomst (v2.1, 2020-06-26)

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the accumulated changes in fair value due to credit risk must be reported either as a valid value or as "Non-applicable".

+Mandatory constraint for attribute 'accumulated changes in fair value due to credit risk' of entity type 'recognised instrument', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the accumulated impairment amount must be reported either as a valid value or as "Nonapplicable".

+Mandatory constraint for attribute 'accumulated impairment amount' of entity type 'impaired instrument', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the interest rate must be reported either as a valid value or as "Non-applicable".

+Mandatory constraint for attribute 'interest rate' of entity type 'financial data', it must be reported either as a value, or as "Nonapplicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the legal final maturity date must be reported either as a valid date or as "Non-applicable".

+Mandatory constraint for attribute 'legal final maturity date' of entity type 'instrument', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the maturity date of the protection must be reported either as a valid date or as "Non-applicable".

+Mandatory constraint for attribute 'maturity date of the protection' of entity type 'protection received', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the next interest rate reset date must be reported either as a valid date or as "Non-applicable".

+Mandatory constraint for attribute 'next interest rate reset date' of entity type 'financial data', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the date of initiation of legal proceedings must be reported either as a valid date or as "Nonapplicable".

+Mandatory constraint for attribute 'date of initiation of legal proceedings' of entity type 'foreign legal entity', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the cumulative recoveries since default must be reported either as a valid value or as "Nonapplicable".

+Mandatory constraint for attribute 'cumulative recoveries since default' of entity type 'accounting data', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the provisions associated with off-balance sheet exposures must be reported either as a valid value or as "Non-applicable".

+Mandatory constraint for attribute 'provisions associated with off-balance sheet exposures' of entity type 'recognised instrument', it must be reported either as a value, or as "Nonapplicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: accrued interest must be reported either as a valid value or as "Non-applicable".

+Mandatory constraint for attribute 'accrued interest' of entity type 'financial data', it must be reported either as a value, or as "Nonapplicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the interest rate cap must be reported either as a valid value or as "Non-applicable".

+Mandatory constraint for attribute 'interest rate cap' of entity type 'non-fixed interest instrument', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−Mandatory constraint for a column with Non-applicable allowed: the interest rate floor must be reported either as a valid value or as "Non-applicable".

+Mandatory constraint for attribute 'interest rate floor' of entity type 'non-fixed interest instrument', it must be reported either as a value, or as "Non-applicable", or as "Unknown".

Definition geändert

−This validation check ensures that the value reported for the 'original protection value' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1). This means that the value of the reported attribute cannot be changed. ECB Validation identifier: CN0812 The value cannot be changed, unless, none of the attached instruments in 'intrument-protection received data' was previously linked to this protection.

+This validation check ensures that the value reported for the 'original protection value' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1). This means that the value of the reported attribute cannot be changed. ECB Validation identifier: CN0812 The value cannot be changed, unless, none of the attached instruments in 'intrumentprotection received data' was previously linked to this protection.

Definition geändert

−This validation check ensures that the value reported for the 'date of original protection value' attribute is consistent between the current reference date (T) and the previous available reference date (T-1). This means that the value of the reported attribute cannot be changed. ECB Validation identifier: CN0813 The value cannot be changed, unless, none of the attached instruments in 'intrument-protection received data' was previously linked to this protection.

+This validation check ensures that the value reported for the 'date of original protection value' attribute is consistent between the current reference date (T) and the previous available reference date (T-1). This means that the value of the reported attribute cannot be changed. ECB Validation identifier: CN0813 The value cannot be changed, unless, none of the attached instruments in 'intrumentprotection received data' was previously linked to this protection.

Definition geändert

−Default status of the instrument can only be reported as "Non-applicable" when the default status of the debtor is different from "Non-applicable".

+Default status of the instrument can only be reported as "Non-applicable" when the default status of the debtor is different from "Nonapplicable".

Definition geändert

−If the LEI is supplied and the counterparty is a foreign counterparty, only then the national identifier, national identifier type type and national identifier _ type country are optional. _ This validation check ensures that the value reported for the 'national identifier' attribute is consistent with the 'Legal Entity Identifier' attribute. This means that either a valid value has to be reported for the legal entity identifier or a valid entry has to be provided in the national identifier. Not reporting a value for both attributes constitutes a breach of this consistency validation check. ECB Validation identifier: CY0010; CY0011.

+If the LEI is supplied and the counterparty is a foreign counterparty, only then the national identifier, national identifier type type and _ national identifier type country are optional. _ This validation check ensures that the value reported for the 'national identifier' attribute is consistent with the 'Legal Entity Identifier' attribute. This means that either a valid value has to be reported for the legal entity identifier or a valid entry has to be provided in the national identifier. Not reporting a value for both attributes constitutes a breach of this consistency validation check. ECB Validation identifier: CY0010; CY0011.

Definition geändert

−The value reported in the 'end date of interest-only period' attribute cannot be earlier than the value reported in 'inception date'. This is because interest can only be accrued after the inception date of the instrument. ECB Validation identifier: CN0030

+The value reported in the 'end date of interestonly period' attribute cannot be earlier than the value reported in 'inception date'. This is because interest can only be accrued after the inception date of the instrument. ECB Validation identifier: CN0030

Definition geändert

−The value reported in the 'legal final maturity date' attribute cannot be earlier than the value reported in 'end date of interest-only period'. This means that the end date of the interest-only period can only be before the instrument reaches its maturity. ECB Validation identifier: CN0050

+The value reported in the 'legal final maturity date' attribute cannot be earlier than the value reported in 'end date of interest-only period'. This means that the end date of the interestonly period can only be before the instrument reaches its maturity. ECB Validation identifier: CN0050

Definition geändert

−The value reported in the 'end date of interest-only period' attribute cannot be earlier than the value reported in 'settlement date'. This means that given its existence, an interest-only period cannot be a date before the actual funds have been disbursed. ECB Validation identifier: CN0220

+The value reported in the 'end date of interestonly period' attribute cannot be earlier than the value reported in 'settlement date'. This means that given its existence, an interest-only period cannot be a date before the actual funds have been disbursed. ECB Validation identifier: CN0220

Definition geändert

−This validation check ensures that the 'outstanding nominal amount' attribute is reported as zero under the corresponding economic circumstances. This can only be reported for instances of written-off instruments recognisable via the reported amount in the 'accumulated write-offs' attribute or instruments that are fully offbalance sheet – recognisable via the 'Offbalance-sheet amount' attribute. ECB Validation identifier: CN0700

+This validation check ensures that the 'outstanding nominal amount' attribute is reported as zero under the corresponding economic circumstances. This can only be reported for instances of written-off instruments recognisable via the reported amount in the 'accumulated write-offs' attribute or instruments that are fully off-balance sheet – recognisable via the 'Off-balance-sheet amount' attribute. ECB Validation identifier: CN0700

Definition geändert

−This validation check ensures that the values reported for the 'counterparty identifier' and 'balance sheet recognition' attributes are consistent with the 'Default status of the instrument' attribute. This means that for intracompany loans, the value reported for the 'default status of the instrument' attribute is "Non-applicable". Such loans are identified by examining the head office undertaking identifiers for the creditor and debtor, additionally relying on the fact that a balance sheet derecognition has taken place. ECB Validation identifier: CN0848 Note: The head office undertaking identifier is not reportable for creditors.

+This validation check ensures that the values reported for the 'counterparty identifier' and 'balance sheet recognition' attributes are consistent with the 'Default status of the instrument' attribute. This means that for intracompany loans, the value reported for the 'default status of the instrument' attribute is "Non-applicable". Such loans are identified by examining the head office undertaking identifiers for the creditor and debtor, additionally relying on the fact that a balance sheet de-recognition has taken place. ECB Validation identifier: CN0848 Note: The head office undertaking identifier is not reportable for creditors.

Definition geändert

−National identifier is only allowed to be "Not required", when the value of the attribute 'identifier name' of the entity type 'national identifier type' is equal to "Nonapplicable" or "Kein Registereintrag (Not applicable)". And in these cases, only the value "Not required" is allowed as national identifier.

+National identifier is only allowed to be "Nonapplicable", when the value of the attribute 'identifier name' of the entity type 'national identifier type' is equal to "Not applicable" or "Kein Registereintrag (Not applicable)". And in these cases, only the value "Not required" is allowed as national identifier.

Definition geändert

−This validation check ensures that the amount of provisions associated with offbalance sheet exposures cannot be higher than the off-balance sheet amount itself. ECB Validation identifier: CN0876

+This validation check ensures that the amount of provisions associated with off-balance sheet exposures cannot be higher than the off- balance sheet amount itself. ECB Validation identifier: CN0876

Definition geändert

−This validation check ensures that the attribute 'instrument'.'commitment amount at inception' cannot have the value of "Non-applicable" reported unless it is an non-recourse factoring instruments, unauthorised debit balance or a non-lump sum type instrument under a multi-product structure. This is in accordance with the AnaCredit Manual (Part II, p. 26 as well as Part III, p. 22 and p. 63). ECB validation identifier: CN0945

+This validation check ensures that the attribute 'instrument'.'commitment amount at inception' cannot have the value of "Non-applicable" reported unless it is an non-recourse factoring instruments, unauthorised debit balance or a non-lump sum type instrument under a multiproduct structure. This is in accordance with the AnaCredit Manual (Part II, p. 26 as well as Part III, p. 22 and p. 63). ECB validation identifier: CN0945

Definition geändert

−National identifier type must correspond to the subtype that is used. This validation check ensures that the value reported for the 'national identifier type' attribute is consistent with the 'description of Other national identifier type' attribute. This means that for counterparties for which another national identifier type has been reported ("BG OTHER CD" or "CY OTHER CD" _ _ _ _ or "GEN OTHER CD"), an appropriate _ _ description is reported as well. ECB Validation identifier: CN0591

+National identifier type must correspond to the subtype that is used. This validation check ensures that the value reported for the 'national identifier type' attribute is consistent with the 'description of Other national identifier type' attribute. This means that for counterparties for which another national identifier type has been reported, an appropriate description is reported as well. National identifier types that require the description of other national identifiers all have the text " OTHER CD" in their type. _ _ ECB Validation identifier: CN0591

Definition geändert

−This validation checks if the value reported for the attribute 'collateral located in a reporting member state'.'real estate collateral location region' and 'collateral _ not located in a reporting member state'.'real estate collateral location country' is consistent with the _ attribute 'protection received'.'type of protection' for specific types of protection item. In particular, this means that for protection items which are residential real estate, commercial real estate and offices or commercial premises it is necessary to report the location of the protection item. ECB Validation identifier: CN0960

+This validation checks if the value reported for the attribute 'collateral located in a reporting member state'.'real estate collateral location region' and 'collateral not located in _ a reporting member state'.'real estate collateral location country' is consistent with _ the attribute 'protection received'.'type of protection' for specific types of protection item. In particular, this means that for protection items which are residential real estate, commercial real estate and offices or commercial premises it is necessary to report the location of the protection item. ECB Validation identifier: CN0960

Definition geändert

−This validation check ensures that the value reported for the 'provisions associated with off-balance-sheet exposures' attribute is consistent with the 'off-balance-sheet amount' attribute and vice versa. This means that for instruments where provisions for the offbalance-sheet exposures have been assessed, there must be an amount of offbalance sheet exposure and vice versa. ECB Validation identifier: CN0703; CN0940 Note: This rule is implemented as an other model constraint (set constraint)

+This validation check ensures that the value reported for the 'provisions associated with off-balance-sheet exposures' attribute is consistent with the 'off-balance-sheet amount' attribute and vice versa. This means that for instruments where provisions for the offbalance-sheet exposures have been assessed, there must be an amount of off- balance sheet exposure and vice versa. ECB Validation identifier: CN0703; CN0940 Note: This rule is implemented as an other model constraint (set constraint)

Definition geändert

−When the amortisation type is - 'French', or - 'Fixed amortisation schedule' Then the interest-only indicator must be a "noninterest-only instrument". In other cases of amortisation type, both values for interestonly indicator are possible. This validation check ensures that the value reported for the 'amortisation type' attribute is consistent with the 'end date of interest-only period' attribute given specific types of instruments. This means that for instruments with interest rate types which do not have an interest-only period, the 'end date of interest-only period' attribute is reported as “Non-applicable”. ECB Validation identifier: CN0835

+When the amortisation type is - 'French', or - 'Fixed amortisation schedule' Then the interest-only indicator must be a "noninterest-only instrument". In other cases of amortisation type, both values for interest-only indicator are possible. This validation check ensures that the value reported for the 'amortisation type' attribute is consistent with the 'end date of interest-only period' attribute given specific types of instruments. This means that for instruments with interest rate types which do not have an interest-only period, the 'end date of interestonly period' attribute is reported as “Nonapplicable”. ECB Validation identifier: CN0835

Definition geändert

−This validation check ensures that the value reported for the 'date of the default status of the counterparty' attribute is consistent with the 'default status of the counterparty' attribute. This means that where a default status is assessed at counterparty level, and where a “Nonapplicable” value is reported as the date of default, debtors can only be reported as not being in a default. ECB Validation identifier: CN0816

+This validation check ensures that the value reported for the 'date of the default status of the counterparty' attribute is consistent with the 'default status of the counterparty' attribute. This means that where a default status is assessed at counterparty level, and where a “Non-applicable” value is reported as the date of default, debtors can only be reported as not being in a default. ECB Validation identifier: CN0816

Definition geändert

−This validation check ensures that the value reported for the 'date of the default status of the counterparty' attribute is consistent with the 'default status of the counterparty' attribute. This means that where a default status is assessed at counterparty level, and where a “Nonapplicable” value is reported as the date of default, debtors can only be reported as not being in a default. ECB Validation identifier: CN0816

+This validation check ensures that the value reported for the 'date of the default status of the counterparty' attribute is consistent with the 'default status of the counterparty' attribute. This means that where a default status is assessed at counterparty level, and where a “Non-applicable” value is reported as the date of default, debtors can only be reported as not being in a default. ECB Validation identifier: CN0816

Definition geändert

−This validation check ensures that the value reported for the 'accumulated impairment amount' attribute is consistent with the 'type of impairment' attribute and vice versa. This means that assets that are not impaired have both amount and type of impairment reported as “Nonapplicable”. On the other hand, if the assets are impaired, they must have a value other than “Non-applicable”. ECB Validation identifier: CN0825

+This validation check ensures that the value reported for the 'accumulated impairment amount' attribute is consistent with the 'type of impairment' attribute and vice versa. This means that assets that are not impaired have both amount and type of impairment reported as “Non-applicable”. On the other hand, if the assets are impaired, they must have a value other than “Non-applicable”. ECB Validation identifier: CN0825

Definition geändert

−Checks if other mandatory indicators are there if the counterparty is NOT "Nonapplicable" checks the indicators: 'protection provider indicator' 'resident counterparty indicator' 'legal entity'

+Checks if other mandatory indicators are there if the counterparty is NOT "Nonapplicable" checks the indicators: - 'protection provider indicator' - 'resident counterparty indicator' - 'legal entity'

Definition geändert

−Make sure that the value of attribute ‘national identifier type type’ corresponds _ to the value of the attribute national identifier type country. In case ‘national _ identifier type type’ contains a value _ starting with "GEN ", then national _ identifier type country must contain the _ ISO country code of the country to which the “GEN ” relates. This cannot be a _ country for which “GEN ” is not allowed. _ At the moment “GEN ” is only allowed for _ those countries not mentioned in the column “Country ISO code” in the list of national identifier on the ECB website, unless the column “Notes” explicitly mentions that for a specific country in the list a “GEN ” is allowed.

+Make sure that the value of attribute ‘national identifier type type’ corresponds to the value _ of the attribute national identifier type country. In case ‘national identifier _ type type’ contains a value starting with _ "GEN ", then national identifier type country _ _ must contain the ISO country code of the country to which the “GEN ” relates. This _ cannot be a country for which “GEN ” is not _ allowed. At the moment “GEN ” is only _ allowed for those countries not mentioned in the column “Country ISO code” in the list of national identifier on the ECB website, unless the column “Notes” explicitly mentions that for a specific country in the list a “GEN ” is _ allowed.