AnaCredit gegevensleveringsovereenkomst (v2.0.4, 2020-06-18)

15.06.2020 Ausgabe v2.0.4 frühere Version

Zusammenfassung

Es handelt sich um eine von De Nederlandsche Bank (DNB), Statistics Division, veröffentlichte AnaCredit-Datenlieferungsvereinbarung (“Data Delivery Agreement”) für meldepflichtige Institute, Version 2.0.4 mit Datum 18. Juni 2020 und Status „Final“. Die Vereinbarung konkretisiert für die Niederlande die Anforderungen der Verordnung (EU) 2016/867 der Europäischen Zentralbank vom 18. Mai 2016 zur Erhebung granularer Kredit- und Kreditrisikodaten (ECB/2016/13). Sie regelt den Gegenstand der Meldung (Kredit-, Kreditrisiko- und Gegenparteidaten), die zu liefernden Datensätze, Formate (.csv-Dateien für zahlreiche Entitäten wie instrument, debtor, protection provider, accounting_data, financial_data usw.), Medien und Frequenzen (monatliche und vierteljährliche Meldungen), sowie die Pflichten der meldenden Institute und von DNB. Das Dokument beschreibt den Gesamtprozess der Datenaustauschkette mit DNBs Digital Reporting Portal, der Nutzung von Logius Digipoort, Verschlüsselung, technischen und logischen Validierungen sowie die Rückmeldung der Validierungsergebnisse. Ein Kernabschnitt ist die Datenqualitätsstrategie, die zwischen schneller Verfügbarkeit und gründlicher Prüfung abwägt und technische, strukturelle und logische „blocking“-Validierungsregeln (Annahme/Nichtannahme einer Lieferung) sowie „signalling“-Regeln (Warnungen und mögliche Verpflichtung zur erneuten Einreichung) definiert, ausführlich in den Anhängen A und B. Weiter werden Verantwortlichkeiten der meldenden Institute (u. a. Einhaltung von Fristen, Schutz der Daten, Archivierung über 5 Jahre, Resubmission-Pflicht) und von DNB, Grundzüge eines Compliance-Rahmens sowie Eigentums- und Klassifizierungsfragen der Daten erläutert. Ein umfassender Teil legt die Spezifikation der einzelnen Dateien, deren Attribute und die Abbildung auf das logische Datenmodell fest; in Anhang D werden die Attribute aus der AnaCredit-Verordnung auf das Logical Data Model gemappt. Die Versionshistorie zeigt die fortlaufende Weiterentwicklung seit 2016, u. a. Anpassungen bei Validierungsregeln, CSV-Spezifikationen, nationalen Kennungen sowie mit Version 2.0.4 die Möglichkeit, SOFR und €STR als Referenzzins für nicht-feste Zinsinstrumente zu melden, beschränkt auf Overnight-Fälligkeit durch eine blockierende Validierungsregel.

Im Glossar verarbeitet

Aus diesem Dokument wurden folgende Glossar-Einträge übernommen — mit Angabe, wie sie gewonnen wurden.

Validierungsregeln (148)

dmc0001 - The reporting reference date is always the last day of the month strukturierte Quelle (XLSX/XSD) The reporting reference date is always the last day of the month.
dmc0002 - Mandatory constraint for a column with Non-applicable allowed: the accumulated changes in… strukturierte Quelle (XLSX/XSD) 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".
dmc0003 - Mandatory constraint for a column with Non-applicable allowed: the accumulated impairment… strukturierte Quelle (XLSX/XSD) Mandatory constraint for a column with Non-applicable allowed: the accumulated impairment amount must be reported either as a valid value or as "Nonapplicable".
dmc0004 - Mandatory constraint for a column with Non-applicable allowed: the interest rate must be… strukturierte Quelle (XLSX/XSD) Mandatory constraint for a column with Non-applicable allowed: the interest rate must be reported either as a valid value or as "Non-applicable".
dmc0005 - Mandatory constraint for a column with Non-applicable allowed: the legal final maturity… strukturierte Quelle (XLSX/XSD) 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".
dmc0006 - Mandatory constraint for a column with Non-applicable allowed: the maturity date of the… strukturierte Quelle (XLSX/XSD) 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".
dmc0007 - Mandatory constraint for a column with Non-applicable allowed: the next interest rate… strukturierte Quelle (XLSX/XSD) 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".
dmc0008 - Mandatory constraint for a column with Non-applicable allowed: the date of initiation of… strukturierte Quelle (XLSX/XSD) 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".
dmc0009 - Mandatory constraint for a column with Non-applicable allowed: the cumulative recoveries… strukturierte Quelle (XLSX/XSD) 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".
dmc0010 - Mandatory constraint for a column with Non-applicable allowed: the provisions associated… strukturierte Quelle (XLSX/XSD) 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".
dmc0011 - Mandatory constraint for a column with Non-applicable allowed: accrued interest must be… strukturierte Quelle (XLSX/XSD) Mandatory constraint for a column with Non-applicable allowed: accrued interest must be reported either as a valid value or as "Non-applicable".
dmc0012 - Mandatory constraint for a column with Non-applicable allowed: the interest rate cap must… strukturierte Quelle (XLSX/XSD) 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".
dmc0013 - Mandatory constraint for a column with Non-applicable allowed: the interest rate floor… strukturierte Quelle (XLSX/XSD) 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".
etc0002 - For each protection received in protection provider-protection received exactly one… strukturierte Quelle (XLSX/XSD) For each protection received in protection provider-protection received exactly one protection provider must be indicated as primary protection provider.
etc0003 - A change in the value reported in the 'default status of the instrument' attribute… strukturierte Quelle (XLSX/XSD) A change in the value reported in the 'default status of the instrument' attribute corresponds to a change in the value reported in the 'date of the default status of the instrument' attribute. ECB Validation…
etc0004 - This validation check ensures that a change in the 'performing status of the instrument'… strukturierte Quelle (XLSX/XSD) This validation check ensures that a change in the 'performing status of the instrument' has a corresponding change in the 'date of performing status of the instrument'. ECB Validation identifier: CN0520
etc0005 - This validation check ensures that a change in the 'status of forbearance and… strukturierte Quelle (XLSX/XSD) This validation check ensures that a change in the 'status of forbearance and renegotiation' has a corresponding change in the 'date of the forbearance and renegotiation status'. ECB Validation identifier: CN0530
etc0006 - This validation check ensures that a change in the 'default status of the counterparty'… strukturierte Quelle (XLSX/XSD) This validation check ensures that a change in the 'default status of the counterparty' attribute has a corresponding change in the 'date of the default status of the counterparty' attribute. This means that the value…
etc0007 - This validation check ensures that a change in the 'default status of the counterparty'… strukturierte Quelle (XLSX/XSD) This validation check ensures that a change in the 'default status of the counterparty' attribute has a corresponding change in the 'date of the default status of the counterparty' attribute. This means that the value…
etc0008 - This validation check ensures that a change in the 'status of legal proceedings'… strukturierte Quelle (XLSX/XSD) This validation check ensures that a change in the 'status of legal proceedings' attribute has a corresponding change in the 'date of initiation of legal proceedings' attribute and vice versa. This means that the status…
etc0009 - This validation check ensures that a change in the 'enterprise size' attribute has a… strukturierte Quelle (XLSX/XSD) This validation check ensures that a change in the 'enterprise size' attribute has a corresponding change in the 'date of enterprise size' attribute. This means that the assessment of size cannot be changed without a…
etc0010 - This validation check ensures that the value reported for the 'date of protection value'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'date of protection value' attribute is consistent with the 'date of protection value' attribute over time. This means that a change in the date of…
etc0012 - This validation check ensures that the value reported for the 'commitment amount at… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'commitment amount at inception' attribute is consistent between the current reference date (T) and the previous available reference date (T-1). This means…
etc0013 - This validation check ensures that the value reported for the 'fair value changes due to… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'fair value changes due to changes in credit risk before purchase' attribute is consistent between the current reporting reference date (T) and the previous…
etc0014 - This validation check ensures that the value reported for the 'type of protection'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'type of protection' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1). This…
etc0015 - This validation check ensures that the value reported for the 'original protection value'… strukturierte Quelle (XLSX/XSD) 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…
etc0016 - This validation check ensures that the value reported for the 'date of original… strukturierte Quelle (XLSX/XSD) 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…
etc0040 - This validation check ensures that the value reported for the attribute… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the attribute 'contract'.'inception date' is consistent between the current reference date (T) and the previous available reference date (T-1). In particular it…
etc0041 - This validation check ensures that the value reported for the attribute 'drawn… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the attribute 'drawn instrument'.'settlement date' is consistent between the current reporting reference date (T) and the previous available reporting reference…
omc0005 - Status of legal proceedings is only mandatory when the foreign legal entity is from a… strukturierte Quelle (XLSX/XSD) Status of legal proceedings is only mandatory when the foreign legal entity is from a reporting member state and has one of the following roles: * debtor * protection provider * head office undertaking * immediate…
omc0006 - Date of initiation of legal proceedings is only mandatory when the foreign legal entity… strukturierte Quelle (XLSX/XSD) Date of initiation of legal proceedings is only mandatory when the foreign legal entity is from a reporting member state and has one of the following roles: * debtor * protection provider * head office undertaking *…
omc0008 - Enterprise size is only mandatory when the foreign legal entity is from a reporting… strukturierte Quelle (XLSX/XSD) Enterprise size is only mandatory when the foreign legal entity is from a reporting member state and has one of the following roles: * debtor * protection provider * head office undertaking * immediate parent…
omc0010 - Number of employees is only mandatory when the foreign legal entity is from a reporting… strukturierte Quelle (XLSX/XSD) Number of employees is only mandatory when the foreign legal entity is from a reporting member state and has one of the following roles: * debtor * protection provider * head office undertaking * immediate parent…
omc0011 - Balance sheet total is only mandatory when the foreign legal entity is from a reporting… strukturierte Quelle (XLSX/XSD) Balance sheet total is only mandatory when the foreign legal entity is from a reporting member state and has one of the following roles: * debtor * protection provider * head office undertaking * immediate parent…
omc0012 - Economic activity is mandatory when the foreign counterparty is not a reporting agent nor… strukturierte Quelle (XLSX/XSD) Economic activity is mandatory when the foreign counterparty is not a reporting agent nor an observed agent.
omc0013 - This validation check ensures that the values reported for the 'protection value'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the values reported for the 'protection value' attribute is consistent with the 'protection allocated value' attribute. This means that in accordance with p. 175 of Part II of the…
omc0014 - For debit balances on current accounts with no credit limit, the value “Other purposes”… strukturierte Quelle (XLSX/XSD) For debit balances on current accounts with no credit limit, the value “Other purposes” must be reported.
omc0015 - Debit balances on current account with no credit limit must be reported as “on demand or… strukturierte Quelle (XLSX/XSD) Debit balances on current account with no credit limit must be reported as “on demand or short notice”.
omc0016 - Default status of the counterparty that is both a debtor and a protection provider must… strukturierte Quelle (XLSX/XSD) Default status of the counterparty that is both a debtor and a protection provider must be the same.
omc0017 - Date of the default status of the counterparty that is both a debtor and a protection… strukturierte Quelle (XLSX/XSD) Date of the default status of the counterparty that is both a debtor and a protection provider must be the same.
omc0018 - Probability of default of the counterparty that is both a debtor and a protection… strukturierte Quelle (XLSX/XSD) Probability of default of the counterparty that is both a debtor and a protection provider must be the same.
omc0019 - Head office undertaking of the counterparty that is both a debtor and a protection… strukturierte Quelle (XLSX/XSD) Head office undertaking of the counterparty that is both a debtor and a protection provider must be the same.
omc0020 - Annual turnover is only mandatory when the foreign legal entity is from a reporting… strukturierte Quelle (XLSX/XSD) Annual turnover is only mandatory when the foreign legal entity is from a reporting member state and has one of the following roles: * debtor * protection provider * head office undertaking * immediate parent…
omc0021 - If there is more than one debtor taking part in an instrument, then for each debtor… strukturierte Quelle (XLSX/XSD) If there is more than one debtor taking part in an instrument, then for each debtor reported in the counterparty-instrument data set, a joint liabilities record must exist.
omc0022 - If the debtor has at least one instrument that is a recognized instrument, then the… strukturierte Quelle (XLSX/XSD) 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…
omc0023 - The settlement date of the instrument must be either on the inception date of the… strukturierte Quelle (XLSX/XSD) 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
omc0029 - Default status of the instrument can only be reported as "Non-applicable" when the… strukturierte Quelle (XLSX/XSD) Default status of the instrument can only be reported as "Non-applicable" when the default status of the debtor is different from "Non-applicable".
omc0031 - The reporting reference date must match the date given as the reporting reference date in… strukturierte Quelle (XLSX/XSD) The reporting reference date must match the date given as the reporting reference date in the dnbmetadata.xml that is part of the data delivery set.
omc0032 - The reporting agent identifier must match the identifier given as the reporting agent… strukturierte Quelle (XLSX/XSD) The reporting agent identifier must match the identifier given as the reporting agent identifier in the dnbmetadata.xml that is part of the data delivery set.
omc0034 - For each entity type E, the total number of rows of E must correspond to the value of the… strukturierte Quelle (XLSX/XSD) For each entity type E, the total number of rows of E must correspond to the value of the attribute 'rowcount' in the entity type 'entity type delivery' for E.
omc0035 - Date of enterprise size is mandatory when at least one of the roles of the counterparty… strukturierte Quelle (XLSX/XSD) Date of enterprise size is mandatory when at least one of the roles of the counterparty is not - 'Reporting Agent' or - 'Observed Agent' or - 'Creditor' ECB Validation identifier: CY0180
omc0036 - NUTS 3 region of the address is mandatory when the foreign counterparty is in a reporting… strukturierte Quelle (XLSX/XSD) NUTS 3 region of the address is mandatory when the foreign counterparty is in a reporting member state. ECB Validation identifier: CY0090
omc0037 - If the LEI is supplied and the counterparty is a foreign counterparty, only then the… strukturierte Quelle (XLSX/XSD) 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…
omc0042 - If a counterparty is a foreign counterparty and if it is also a legal entity, then that… strukturierte Quelle (XLSX/XSD) If a counterparty is a foreign counterparty and if it is also a legal entity, then that legal entity must be a foreign legal entity.
omc0043 - If a counterparty is a Dutch counterparty and if it is also a legal entity, then that… strukturierte Quelle (XLSX/XSD) If a counterparty is a Dutch counterparty and if it is also a legal entity, then that legal entity must be a Dutch legal entity.
omc0044 - When the debtor is also a legal entity that is situated in a reporting member state, then… strukturierte Quelle (XLSX/XSD) When the debtor is also a legal entity that is situated in a reporting member state, then the ultimate parent undertaking is mandatory.
omc0045 - When the debtor is also a legal entity that is situated in a reporting member state, then… strukturierte Quelle (XLSX/XSD) When the debtor is also a legal entity that is situated in a reporting member state, then the immediate parent undertaking is mandatory.
omc0046 - When the protection provider is also a legal entity in a reporting member state, then the… strukturierte Quelle (XLSX/XSD) When the protection provider is also a legal entity in a reporting member state, then the ultimate parent undertaking is mandatory.
omc0047 - When the protection provider is also a legal entity in a reporting member state, then the… strukturierte Quelle (XLSX/XSD) When the protection provider is also a legal entity in a reporting member state, then the immediate parent undertaking is mandatory.
omc0048 - The value reported in the 'end date of interest-only period' attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) 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…
omc0049 - The value reported in the 'legal final maturity date' attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) The value reported in the 'legal final maturity date' attribute cannot be earlier than the value reported in 'settlement date'. In principle, an instrument cannot reach its maturity before it has been settled i.e.…
omc0050 - The value reported in the 'legal final maturity date' attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) 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…
omc0052 - The value reported in the 'legal final maturity date' attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) The value reported in the 'legal final maturity date' attribute cannot be earlier than the value reported in 'next interest rate reset date'. This means that the date of the net interest rate reset can only be before…
omc0057 - The value reported in the 'next interest rate reset date' attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) The value reported in the 'next interest rate reset date' attribute cannot be earlier than the value reported in 'inception date'. This means that the interest rate reset date can only occur at or after the inception…
omc0058 - The value reported in the 'date of the default status of the instrument' attribute cannot… strukturierte Quelle (XLSX/XSD) The value reported in the 'date of the default status of the instrument' attribute cannot be earlier than the value reported in 'inception date'. This means that a default assessed at instrument level can only occur at…
omc0059 - The value reported in the 'date of past due for the instrument' attribute cannot be… strukturierte Quelle (XLSX/XSD) The value reported in the 'date of past due for the instrument' attribute cannot be earlier than the value reported in 'inception date'. This means that an instrument can only become past due at or after its inception…
omc0061 - The value reported in the 'next interest rate reset date' attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) The value reported in the 'next interest rate reset date' attribute cannot be earlier than the value reported in 'settlement date'. This means that an interest rate reset can only occur at or after the time when funds…
omc0062 - The value reported in the 'end date of interest-only period' attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) 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…
omc0063 - If a synthetic securitisation has been reported in the 'type of securitisation'… strukturierte Quelle (XLSX/XSD) If a synthetic securitisation has been reported in the 'type of securitisation' attribute, there must be a protection item (a record in protection received dataset) with one of the following values: "Credit…
omc0064 - If a value of the 'default status of the instrument' attribute indicates a default, then… strukturierte Quelle (XLSX/XSD) If a value of the 'default status of the instrument' attribute indicates a default, then the 'performing status of the instrument' attribute must also indicate a non-performing status. ECB Validation identifier: CN0310
omc0066 - Checks if the value reported for the 'outstanding nominal amount' attribute is consistent… strukturierte Quelle (XLSX/XSD) Checks if the value reported for the 'outstanding nominal amount' attribute is consistent with the 'joint liability amount' attribute. In accordance with Part II of the AnaCredit Manual, p. 159, note that a given debtor…
omc0067 - Checks if the value reported for the 'date of the performing status of the instrument'… strukturierte Quelle (XLSX/XSD) Checks if the value reported for the 'date of the performing status of the instrument' attribute is consistent with the 'inception date' attribute. This means that the performing status of the instrument cannot have a…
omc0068 - Checks if the value reported for the 'date of the forbearance and renegotiation status'… strukturierte Quelle (XLSX/XSD) Checks if the value reported for the 'date of the forbearance and renegotiation status' attribute is consistent with the 'inception date' attribute. According to Part II of the AnaCredit Manual, p. 130, the date of the…
omc0070 - This validation check ensures that the value reported for the 'type of securitisation'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'type of securitisation' attribute is consistent with the 'balance sheet recognition' attribute. This means that if a synthetically securitised instrument…
omc0074 - This validation check ensures that an originating counterparty is reported accordingly… strukturierte Quelle (XLSX/XSD) 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…
omc0075 - This validation check ensures that an originating counterparty is reported accordingly… strukturierte Quelle (XLSX/XSD) 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…
omc0076 - This validation check ensures that that the same counterparty is not both a creditor and… strukturierte Quelle (XLSX/XSD) This validation check ensures that that the same counterparty is not both a creditor and a debtor for the same instrument. This is performed by comparing a combination of unique identifiers with the role of the…
omc0077 - This validation check ensures that the same counterparty is not both a creditor and a… strukturierte Quelle (XLSX/XSD) This validation check ensures that the same counterparty is not both a creditor and a protection provider for the same instrument. This is performed by comparing a combination of unique identifiers with the role of the…
omc0078 - This validation check ensures that the value reported for the 'maturity date of the… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'maturity date of the protection' attribute is consistent with the 'inception date' attribute. This means that a specific protection cannot have a maturity…
omc0079 - This validation check ensures that the 'outstanding nominal amount' attribute is reported… strukturierte Quelle (XLSX/XSD) 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…
omc0081 - This validation check ensures that for instruments which have a positive value reported… strukturierte Quelle (XLSX/XSD) This validation check ensures that for instruments which have a positive value reported in the 'transferred amount' attribute, a corresponding value exists in the 'outstanding nominal amount' attribute. Specifically, in…
omc0082 - This validation check ensures that the value reported for the 'fiduciary instrument'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'fiduciary instrument' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1). In…
omc0083 - This validation check ensures that the value reported for the 'project finance loan'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'project finance loan' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1).…
omc0084 - This validation check ensures that the value reported for the 'purpose' attribute is… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'purpose' attribute is consistent between the current reporting reference date (T) and the previous available reporitng reference date (T-1). This means that…
omc0085 - This validation check ensures that the value reported for the 'recourse' attribute is… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'recourse' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1). This means…
omc0086 - This validation check ensures that the value reported for the 'repayment rights'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'repayment rights' attribute is consistent between the current reporting reference date (T) and the previous available reporting reference date (T-1). This…
omc0087 - This validation check ensures that the value reported for the 'settlement date' attribute… strukturierte Quelle (XLSX/XSD) 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…
omc0088 - This validation check ensures that the value reported for the 'accumulated changes in… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'accumulated changes in fair value due to credit risk' attribute is consistent with the 'impairment assessment method' attribute. In particular this means…
omc0094 - This validation check ensures that the values reported for the 'default status of the… strukturierte Quelle (XLSX/XSD) This validation check ensures that the values reported for the 'default status of the counterparty' and 'default status of the Instrument' attributes are consistent with the 'Cumulative recoveries since default'…
omc0096 - This validation check ensures that the values reported for the 'off-balance sheet amount'… strukturierte Quelle (XLSX/XSD) 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…
omc0097 - This validation check ensures that the values reported for the 'counterparty identifier'… strukturierte Quelle (XLSX/XSD) 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…
omc0098 - National identifier is only allowed to be "Not required", when the value of the attribute… strukturierte Quelle (XLSX/XSD) 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…
omc0100 - This validation check ensures that the amount of provisions associated with offbalance… strukturierte Quelle (XLSX/XSD) 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
omc0105 - This business rule validates whether the observed agent is present in the published list… strukturierte Quelle (XLSX/XSD) This business rule validates whether the observed agent is present in the published list of the reporting population. For each reporting agent identifier it is stated which observed agent identifiers should be reported.…
omc0116 - A validation rule should be added which checks that in case a counterparty is classified… strukturierte Quelle (XLSX/XSD) 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.
omc0124 - This validation check ensures that the values reported for the 'counterparty identifier'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the values reported for the 'counterparty identifier' and 'balance sheet recognition' attributes are consistent with the 'date of the default status of the instrument' attribute. This…
omc0125 - This validation check ensures that the value reported for the attribute 'recognised… strukturierte Quelle (XLSX/XSD) 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…
omc0126 - This validation check ensures that the attribute 'instrument'.'commitment amount at… strukturierte Quelle (XLSX/XSD) 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…
spc0001 - Interest-only indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Interest-only indicator must correspond to the subtype that is used.
spc0002 - Resident counterparty indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Resident counterparty indicator must correspond to the subtype that is used.
spc0003 - Legal entity indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Legal entity indicator must correspond to the subtype that is used.
spc0004 - Foreign branch in reporting member state indicator must correspond to the subtype that is… strukturierte Quelle (XLSX/XSD) Foreign branch in reporting member state indicator must correspond to the subtype that is used
spc0005 - National identifier type must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) 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…
spc0006 - Resident legal entity indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Resident legal entity indicator must correspond to the subtype that is used.
spc0007 - Foreign legal entity in reporting member state indicator must correspond to the subtype… strukturierte Quelle (XLSX/XSD) Foreign legal entity in reporting member state indicator must correspond to the subtype used.
spc0008 - Fully derecognised instrument being serviced indicator must correspond to the subtype… strukturierte Quelle (XLSX/XSD) Fully derecognised instrument being serviced indicator must correspond to the subtype that is used.
spc0009 - Counterparty role must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Counterparty role must correspond to the subtype that is used
spc0010 - Credit risk deterioration purchase indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Credit risk deterioration purchase indicator must correspond to the subtype that is used.
spc0011 - Current account type must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Current account type must correspond to the subtype that is used.
spc0012 - Enumeration type must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Enumeration type must correspond to the subtype that is used.
spc0013 - Immediate parent undertaking indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Immediate parent undertaking indicator must correspond to the subtype that is used.
spc0014 - Immovable property indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Immovable property indicator must correspond to the subtype that is used.
spc0015 - Immovable property location indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Immovable property location indicator must correspond to the subtype that is used.
spc0016 - Protection provider indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Protection provider indicator must correspond to the subtype that is used.
spc0017 - Securitized instrument indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Securitized instrument indicator must correspond to the subtype that is used.
spc0018 - Syndicated contract indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Syndicated contract indicator must correspond to the subtype that is used.
spc0019 - The type of instrument of the instrument of the financial data must correspond to the… strukturierte Quelle (XLSX/XSD) The type of instrument of the instrument of the financial data must correspond to the subtype that is used.
spc0020 - Ultimate parent undertaking indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Ultimate parent undertaking indicator must correspond to the subtype that is used.
spc0021 - Past due instrument indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Past due instrument indicator must correspond to the subtype that is used.
spc0022 - Impairment assessment method must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Impairment assessment method must correspond to the subtype that is used. It also implements ECB Validation identifier: CN0470; CN0490
spc0023 - Drawn instrument indicator must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Drawn instrument indicator must correspond to the subtype that is used.
spc0024 - Interest rate type must correspond to the subtype that is used strukturierte Quelle (XLSX/XSD) Interest rate type must correspond to the subtype that is used. ECB Validation identifier: CN0913
tpc0001 - For fiduciary instruments, the servicer must be a different counterparty than the creditor strukturierte Quelle (XLSX/XSD) For fiduciary instruments, the servicer must be a different counterparty than the creditor.
tpc0007 - This validation checks if the value reported for the attribute 'collateral located in a… strukturierte Quelle (XLSX/XSD) 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…
tpc0010 - This validation check ensures that the value reported for the 'provisions associated with… strukturierte Quelle (XLSX/XSD) 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…
tpc0012 - When the amortisation type is - 'French', or - 'Fixed amortisation schedule' Then the… strukturierte Quelle (XLSX/XSD) 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…
tpc0013 - The value reported in the 'reporting reference date' attribute cannot be earlier than the… strukturierte Quelle (XLSX/XSD) The value reported in the 'reporting reference date' attribute cannot be earlier than the value reported in 'Inception date'. This means that the instrument has to be launched in order to be reported. ECB Validation…
tpc0014 - The value reported in the 'next interest rate reset date' attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) The value reported in the 'next interest rate reset date' attribute cannot be earlier than the value reported in 'reporting reference date'. This means that the next interest rate reset cannot occur in the past. ECB…
tpc0015 - The value reported in the 'reference date' attribute cannot be earlier than the value… strukturierte Quelle (XLSX/XSD) The value reported in the 'reference date' attribute cannot be earlier than the value reported in 'date of the default status of the instrument'. This means that, when assessed at instrument level, the date of the…
tpc0016 - The value reported in the 'reporting reference date' attribute cannot be earlier than the… strukturierte Quelle (XLSX/XSD) The value reported in the 'reporting reference date' attribute cannot be earlier than the value reported in 'date of past due for the instrument'. This means that a past due date cannot be in the future. ECB Validation…
tpc0017 - Checks if the value reported for the 'default status of the instrument' attribute is… strukturierte Quelle (XLSX/XSD) Checks if the value reported for the 'default status of the instrument' attribute is consistent with the 'arrears for the instrument' attribute. This means that for instruments that are defaulted because they are past…
tpc0018 - Checks if the value reported for the 'reference date' attribute is consistent with the… strukturierte Quelle (XLSX/XSD) Checks if the value reported for the 'reference date' attribute is consistent with the 'date of the performing status of the instrument' attribute. This means that the performing status date of the instrument cannot be…
tpc0019 - Checks if the value reported for the 'reference date' attribute is consistent with the… strukturierte Quelle (XLSX/XSD) Checks if the value reported for the 'reference date' attribute is consistent with the 'date of the forbearance and renegotiation status' attribute. This means that the date of forbearance and renegotiation status of…
tpc0020 - This validation check ensures that the value reported for the 'reporting reference date'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'reporting reference date' attribute is consistent with the 'date of enterprise size' attribute. This means that the date of enterprise size cannot be in the…
tpc0021 - This validation check ensures that the value reported for the 'reference date' attribute… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'reference date' attribute is consistent with the 'date of initiation of legal proceedings' attribute. This means that the date of the initiation of legal…
tpc0024 - This validation check ensures that the value reported for the 'reporting reference date'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'reporting reference date' attribute is consistent with the 'date of the default status of the counterparty' attribute. This means that the 'date of the…
tpc0025 - This validation check ensures that the value reported for the 'reporting reference date'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the value reported for the 'reporting reference date' attribute is consistent with the 'date of the default status of the counterparty' attribute. This means that the 'date of the…
tpc0026 - This validation check ensures that the 'reference date' attribute is consistent with the… strukturierte Quelle (XLSX/XSD) This validation check ensures that the 'reference date' attribute is consistent with the 'date of protection value' attribute. This means that the date on which the protection value was assessed cannot be in the future.…
tpc0027 - This validation check ensures that the value reported for the 'date of the default status… strukturierte Quelle (XLSX/XSD) 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…
tpc0028 - This validation check ensures that the value reported for the 'date of the default status… strukturierte Quelle (XLSX/XSD) 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…
tpc0029 - This validation check ensures that the value reported for the 'accumulated impairment… strukturierte Quelle (XLSX/XSD) 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…
tpc0030 - This validation check ensures that the values reported for the 'counterparty identifier'… strukturierte Quelle (XLSX/XSD) This validation check ensures that the values reported for the 'counterparty identifier' and 'balance sheet recognition' attributes are consistent with the 'Fair value changes due to changes in credit risk before…
tpc0031 - Counterparty tpc0031 national identifier conforms to format business rule validates if… strukturierte Quelle (XLSX/XSD) Counterparty tpc0031 national identifier conforms to format business rule validates if the counterparty national identifier matches the pattern from the specified national identifier type. Matching is done by regular…
tpc0032 - Checks if other mandatory indicators are there if the counterparty is NOT "Nonapplicable"… strukturierte Quelle (XLSX/XSD) Checks if other mandatory indicators are there if the counterparty is NOT "Nonapplicable" checks the indicators: 'protection provider indicator' 'resident counterparty indicator' 'legal entity'
tpc0038 - Make sure that the value of attribute ‘national identifier type type’ corresponds _ to… strukturierte Quelle (XLSX/XSD) 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…
tpc0042 - The value reported in 'drawn instrument'.'settlement date' cannot be later than the value… strukturierte Quelle (XLSX/XSD) The value reported in 'drawn instrument'.'settlement date' cannot be later than the value reported in 'drawn instrument'.'reporting reference date'. ECB Validation identifier: CN0141
tpc0043 - The value reported in the 'protection received'.'date of original protection value'… strukturierte Quelle (XLSX/XSD) The value reported in the 'protection received'.'date of original protection value' attribute cannot be later than the value reported in 'protection received'.'date of protection value'. ECB Validation identifier: CN0142
tpc0044 - This validation check ensures that the attribute 'financial'.'interest rate' cannot have… strukturierte Quelle (XLSX/XSD) This validation check ensures that the attribute 'financial'.'interest rate' cannot have the value of "Non-applicable" reported unless the attribute 'financial'.'accrued interest' has the same value. ECB Validation…

Schwellenwerte (2)

Frequentie-eis maand- versus kwartaallevering LLM-Extraktion (Text)
Logius portal technische parameters LLM-Extraktion (Text)

Dieses Dokument referenziert folgende Dokumente

AnaCredit Regulation gehostet von: Central Bank of Ireland Original