AnaCredit data delivery agreement for reporting agents (v2.2.2, 2022-03-11)

Definition geändert

−Mandatory constraint for attribute 'postal code' of entity type 'address', it must be reported either as a value, or as "Unknown".

+Mandatory constraint for attribute 'postal code' of entity type 'address', it must be reported either as a value, or as "Nonapplicable", or as "Unknown".

Definition geändert

−Mandatory constraint for attribute 'address postal code' of entity type 'foreign counterparty', it must be reported either as a value, or as "Unknown".

+Mandatory constraint for attribute 'address postal code' of entity type 'foreign counterparty', 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 '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.

+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.

Definition geändert

−Probability of default of the counterparty that is both a debtor and a protection provider must be the same.

+Probability of default of the counterparty that is both a debtor and a protection provider must be the same, if the probability of default is reported for the protection provider.

Definition geändert

−If the debtor has at least one instrument that is a recognized instrument, then the debtor must have default data. If the debtor only has entirely derecognized instruments, then there should not be default data for the debtor.

+If the debtor has at least one instrument that is a recognized instrument, then the debtor must have default data.

Definition geändert

−The settlement date of the instrument must be either on the inception date of the contract, or later than the inception date of the contract. ECB Validation identifier: CN0010

+The value reported in the 'settlement date' attribute cannot be earlier than the value reported in 'Inception date of the instrument' attribute of 'instrument'. This is because funding under an instrument cannot be disbursed before its inception. ECB Validation identifier: CN0010

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 is optional, and by inference, the national identifier type type and national _ identifier type country as well. _ 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

−This validation check ensures that an originating counterparty is reported accordingly for all instruments where the creditor is reported as a financial vehicle corporation (FVC). The check is performed by comparing the 'counterparty identifier', 'institutional sector' and 'counterparty role' attributes. ECB Validation identifier: CN0620 DNB will check this against foreign counterparties that are creditor. In terms of the DNB logical data model, it also means that all instruments for these creditors should be occurrences of the entity type 'securitised instrument'.

+This validation check ensures that an originating counterparty is reported accordingly for all instruments where the creditor is reported as a financial vehicle corporation (FVC). The check is performed by comparing the 'counterparty identifier', 'institutional sector' and 'counterparty role' attributes. ECB Validation identifier: CN0620 DNB will check this against foreign counterparties that are creditor. In terms of the DNB logical data model, it also means that all instruments for these creditors should be occurrences of the entity type 'securitised instrument' with 'type of securitisation' set to "traditional securitisation".

Definition geändert

−This validation check ensures that the value reported for the 'settlement date' attribute is consistent with the 'off-balancesheet amount' attribute. This means that for instruments subject to reporting under the AnaCredit Regulation, there must be a positive off-balance sheet amount if they have not yet been settled (i.e. disbursed). ECB Validation identifier: CN0814

+This validation check ensures that the value reported for the 'settlement date' attribute is consistent with the 'off-balance-sheet amount' attribute. This means that for instruments subject to reporting under the AnaCredit Regulation, there must be a positive offbalance sheet amount if they have not yet been settled (i.e. disbursed). ECB Validation identifier: CN0814

Definition geändert

−This validation check ensures that the values reported for the 'off-balance sheet amount' and 'outstanding nominal amount' attributes are consistent with the 'Type of securitisation' attribute. This means that instruments which are not settled and are fully off-balance sheet are not reported as securitised. ECB Validation identifier: CN0847

+This validation check ensures that the values reported for the 'off-balance sheet amount' and 'outstanding nominal amount' attributes are consistent with the 'Type of securitisation' attribute. This means that instruments which are not settled and are fully off-balance sheet are not reported as traditional securitised. ECB Validation identifier: CN0847

Definition geändert

−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.

+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 "Non-applicable" is allowed as national identifier.

Definition geändert

−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

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

Definition geändert

−A validation rule should be added which checks that in case a counterparty is classified as Dutch, the Dutch national identifier is either a KvK-number or a RSIN-number.

+In case a counterparty is classified as Dutch, the Dutch national identifier must be either a KvK-number or a RSIN-number.

Definition geändert

−This validation check ensures that the value reported for the attribute 'recognised instrument'.'accounting classification of instruments' is consistent with the value of the attribute 'reporting agent delivery'.'accounting standard' and vice versa. This means that for a creditor reporting under the IFRS standard or IFRS consistent n-GAAP, the classifications reported correspond to classifications available under the respective reporting standard. It also means that for a creditor reporting under the non-IFRS consistent n-GAAP, the classifications reported correspond to the classifications available under the respective reporting standard. ECB Validation identifier: CN0541; CN0551

+This validation check ensures that the value reported for the attribute 'recognised instrument'.'accounting classification of instruments' is consistent with the value of the attribute 'reporting agent delivery'.'accounting standard' and vice versa. This means that for a creditor reporting under the IFRS standard or IFRS consistent n-GAAP, the classifications reported correspond to classifications available under the respective reporting standard. It also means that for a creditor reporting under the non-IFRS consistent n-GAAP, the classifications reported correspond to the classifications available under the respective reporting standard. Note: The check is executed only when the creditor is the observed agent or the reporting agent. The accounting standard of the legal entity is therefore the one considered in the check. ECB Validation identifier: CN0541; CN0542; CN0551; CN0552

Definition geändert

−Impairment assessment method must correspond to the subtype that is used. It also implements ECB Validation identifier: CN0470; CN0490

+Impairment assessment method must correspond to the subtype that is used. ECB Validation identifier: CN0470; CN0490

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 off- balance 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 offbalance 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 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

+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, a non-interest-only instrument is reported, and the attribute 'end date of interest-only period' cannot be reported. 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 “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

+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 Please note that the value "Non-applicable" cannot be reported for "default status of the counterparty", as per AnaCredit regulation.

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 “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

+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 Please note that the value "Non-applicable" cannot be reported for "default status of the counterparty", as per AnaCredit regulation.

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. The value of "Applicable to counterparties resident in" has been changed to "Extra-EU" for GEN IPF CD, GEN NBR ENTTY CD, _ _ _ _ _ GEN NCB ENTTY CD, _ _ _ GEN NSA ENTTY CD, _ _ _ GEN NSI ENTTY CD, GEN OTHER CD, _ _ _ _ _ GEN PS CD, GEN TAX CD, _ _ _ _ GEN TRD RGSTR ENTTY CD, _ _ _ _ GEN VAT CD. Thus these countries are _ _ outside of the EU. Next to that, the value "GEN CD UNK" is _ _ allowed for all countries, when the value of the national identifier is not yet known (and hence the type is unknown).