AnaCredit validation checks (2018/04 version)

Zusammenfassung

Es handelt sich um ein vom Europäischen Zentralbank (EZB) herausgegebenes Fachdokument „AnaCredit Validation Checks – Selected validation rules“, Version 1.1 vom April 2018. Es ergänzt das AnaCredit Reporting Manual und beschreibt die wichtigsten Validierungsprüfungen zur Sicherstellung der Datenqualität, ist aber selbst nicht rechtsverbindlich; als rechtlich bindende Grundlage wird ausdrücklich die Verordnung (EU) 2016/867 (ECB/2016/13) zur Erhebung granularer Kredit- und Kreditrisikodaten genannt. In den Releasenotes werden Überarbeitungen gegenüber Version 1.0 erläutert, darunter redaktionelle Verbesserungen, Integration relevanter AnaCredit Q&As (z.B. Question IDs 2018/0024 und 2017/0003) sowie konkrete Anpassungen, Hinzufügungen und Streichungen einzelner Prüfungen (z.B. RI0040, CD0060, CN0380, CN0852, CN0865, CN0875, CN0876, CN0901, CN0913, CN0914). Das Dokument erklärt die Struktur und Logik der Validierungsregeln, einschließlich der verwendeten Syntax ([Dataset.Attribut], logische Operatoren, Bedingungen wie IF/THEN, „IF AND ONLY IF“, „EXISTS IN“, „UNION“ sowie Zeitnotationen wie T, T-1, T-3). Die Prüfungen werden in drei Hauptgruppen gegliedert: Referential-Integrity-Prüfungen (Sicherstellung der Existenz zusammengehöriger Datensätze über verschiedene Datasets), Completeness-Prüfungen (Vollständigkeit der Attribute, mit Unterteilung in Gegenparteireferenzdaten und übrige, kreditrelevante Datasets) und Consistency-Prüfungen (innere Konsistenz gemeldeter Werte). Dabei werden auch nationale Derogationen und unterschiedliche Umsetzungs- und Datenstrukturmodelle der nationalen Zentralbanken berücksichtigt; zudem wird klargestellt, dass NCBs zusätzliche Validierungen über diesen Mindeststandard hinaus durchführen können. In Abschnitt 4 werden detaillierte Definitionen zahlreicher Einzelprüfungen (mit IDs wie RI0030–RI0140, CN0845–CN0914) gegeben, welche u.a. Beziehungen zwischen Finanz-, Instrumenten-, Buchhaltungs-, Gegenpartei-, Schutz- und Joint-Liabilities-Datensätzen sowie Grenzen und logische Konsistenz von Beträgen, Statusangaben und „Non-applicable“-Werten festlegen.

Im Glossar verarbeitet

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

Validierungsregeln (121)

• CN0010 - The value reported in the [Settlement date] attribute cannot be earlier than the value… strukturierte Quelle (XLSX/XSD) IF [Instrument.Settlement date] <> “Non-applicable” THEN [Instrument.Settlement date] >= [Instrument.Inception date]
• CN0030 - The value reported in the [End date of interest-only period] attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) IF [Instrument.End date of interest-only period] <> “Non-applicable” THEN [Instrument.End date of interest-only period] >= [Instrument.Inception date]
• CN0040 - The value reported in the [Legal final maturity date] attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) IF [Instrument.Legal final maturity date] <> “Non-applicable” AND [Instrument.Settlement date] <> “Non-applicable” THEN [Instrument.Legal final maturity date] >= [Instrument.Settlement date]
• CN0050 - The value reported in the [Legal final maturity date] attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) 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…
• CN0070 - The value reported in the [Legal final maturity date] attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) IF [Instrument.Legal final maturity date] <> ‘Non-applicable’ AND [Financial.Date of past due for the instrument] <> ‘Non-applicable’ THEN [Instrument.Legal final maturity date] >= [Financial.Date of past due for the…
• CN0080 - The value reported in the [Legal final maturity date] attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) 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…
• CN0090 - The value reported in the [Interest rate cap] attribute cannot be lower than the value… strukturierte Quelle (XLSX/XSD) IF [Instrument.Interest rate cap] <> ‘Non-applicable’ THEN [Instrument.Interest rate cap] >= [Financial.Interest rate]
• CN0100 - The value reported in the [Interest rate] attribute cannot be lower than the value… strukturierte Quelle (XLSX/XSD) IF [Instrument.Interest rate floor] <> ‘Non-applicable’ THEN [Financial.Interest rate] >= [Instrument.Interest rate floor]
• CN0120 - The value reported in the [Legal final maturity date] attribute cannot be earlier than… strukturierte Quelle (XLSX/XSD) IF [Instrument.Legal final maturity date] <> ‘Non-applicable’ THEN [Instrument.Legal final maturity date] >= [Accounting.Date of the forbearance and renegotiation status]
• CN0130 - If the [Reference date] is not earlier than the [Legal final maturity date] and the… strukturierte Quelle (XLSX/XSD) IF [Instrument.Legal final maturity date] <> ‘Non-applicable’ AND [Instrument.Reference date] >= [Instrument.Legal final maturity date] AND [Financial.Outstanding nominal amount] > 0 THEN [Financial.Arrears for the…
• CN0140 - The value reported in the [Reference date] attribute cannot be earlier than the value… strukturierte Quelle (XLSX/XSD) [Instrument.Reference date] >= [Instrument.Inception date]
• CN0150 - The value reported in the [Next interest rate reset date] attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) IF [Financial.Next interest rate reset date] <> “Non-applicable” THEN [Financial.Next interest rate reset date] >= [Instrument.Inception date]
• CN0160 - The value reported in the [Date of the default status of the instrument] attribute cannot… strukturierte Quelle (XLSX/XSD) IF [Financial.Date of the default status of the instrument] <> “Non-applicable” THEN [Financial.Date of the default status of the instrument] >= [Instrument.Inception date]
• CN0170 - The value reported in the [Date of past due for the instrument] attribute cannot be… strukturierte Quelle (XLSX/XSD) IF [Financial.Date of past due for the instrument] <> “Non-applicable” THEN [Financial.Date of past due for the instrument] >= [Instrument.Inception date]
• CN0180 - The value reported in the [Date of past due for the instrument] attribute cannot be… strukturierte Quelle (XLSX/XSD) IF [Financial.Date of past due for the instrument] <> ‘Non-applicable’ AND [Instrument.Settlement date] <> ‘Non-applicable’ THEN [Financial.Date of past due for the instrument] >= [Instrument.Settlement date]
• CN0200 - The value reported in the [Next interest rate reset date] attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) IF [Financial.Next interest rate reset date] <> “Non-applicable” AND [Instrument.Settlement date] <> “Non-applicable” THEN [Financial.Next interest reset date] >= [Instrument.Settlement date]
• CN0210 - The value reported in the [Next interest rate reset date] attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) IF [Financial.Next interest rate reset date] <> “Non-applicable” THEN [Financial.Next interest reset date] >= [Financial.Reference date]
• CN0220 - The value reported in the [End date of interest-only period] attribute cannot be earlier… strukturierte Quelle (XLSX/XSD) 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]
• CN0230 - If a synthetic securitisation has been reported in the [Type of securitisation]… strukturierte Quelle (XLSX/XSD) IF [Financial.Type of securitisation] = “Synthetic securitisation” THEN EXISTS protection item such that [Protection received.Type of protection] IN {“Credit derivatives”, “Financial guarantees other than credit…
• CN0240 - The value reported in the [Reference date] attribute cannot be earlier than the value… strukturierte Quelle (XLSX/XSD) IF [Financial.Date of the default status of the instrument] <> “Non-applicable” THEN [Financial.Reference date] >= [Financial.Date of the default status of the instrument]
• CN0250 - The value reported in the [Reference date] attribute cannot be earlier than the value… strukturierte Quelle (XLSX/XSD) IF [Financial.Date of past due for the instrument] <> “Non-applicable” THEN [Financial.Reference date] >= [Financial.Date of past due for the instrument]
• CN0270 - If the value reported for the [Date of past due for the instrument] attribute is anything… strukturierte Quelle (XLSX/XSD) [Financial.Arrears for the instrument] > 0 IF AND ONLY IF [Financial.Date of past due for the instrument] <> “Non-applicable”
• CN0280 - Checks if the value reported for the [Default status of the instrument] attribute is… strukturierte Quelle (XLSX/XSD) IF [Financial.Default status of the instrument] IN {'Default because more than 90/180 days past due', 'Default because both unlikely to pay and more than 90/180 days past due'} THEN [Financial.Arrears for the…
• CN0290 - A change in the value reported in the [Default status of the instrument] attribute… strukturierte Quelle (XLSX/XSD) Let T be the reference date, IF [Financial.Default status of the instrument] (T) <> [Financial.Default status of the instrument] (T-1) THEN [Financial.Date of default status of the instrument] (T) > [Financial.Date of…
• CN0310 - If a value of the [Default status of the instrument] attribute indicates a default, then… strukturierte Quelle (XLSX/XSD) IF [Financial.Default status of the instrument] NOT IN {“Not in default”, “Non-applicable”} THEN [Accounting.Performing status of the instrument] = “Non-performing”
• CN0320 - If the amount reported for the [Accrued interest] attribute does not exceed the amount… strukturierte Quelle (XLSX/XSD) IF [Financial.Accrued interest] < = [Accounting.Accumulated impairment amount] AND [Accounting.Carrying amount] <> ‘Non-applicable’ THEN [Financial.Outstanding nominal amount] >= [Accounting.Carrying amount]
• CN0330 - Checks if the value reported for the [Outstanding nominal amount] attribute is consistent… strukturierte Quelle (XLSX/XSD) [Financial.Outstanding nominal amount] >= [Joint liabilities.Joint liability amount]
• CN0360 - Checks if the value reported for the [Date of the performing status of the instrument]… strukturierte Quelle (XLSX/XSD) [Accounting.Date of the performing status of the instrument] >= [Instrument.Inception date]
• CN0370 - Checks if the value reported for the [Date of the forbearance and renegotiation status]… strukturierte Quelle (XLSX/XSD) [Accounting.Date of the forbearance and renegotiation status] >= [Instrument.Inception date]
• CN0400 - Checks if the value reported for the [Reference date] attribute is consistent with the… strukturierte Quelle (XLSX/XSD) [Accounting.Reference date] >= [Accounting.Date of the performing status of the instrument]
• CN0410 - Checks if the value reported for the [Reference date] attribute is consistent with the… strukturierte Quelle (XLSX/XSD) [Accounting.Reference date] >= [Accounting.Date of the forbearance and renegotiation status]
• CN0420 - This validation check ensures that the value reported in the [Type of impairment]… strukturierte Quelle (XLSX/XSD) [Accounting.Type of impairment] IN {'Stage 1 (IFRS)','Stage 2 (IFRS)','Stage 3 (IFRS)','General allowances (GAAP)','Specific allowances (GAAP)'} IF AND ONLY IF [Accounting.Accumulated impairment amount] >= 0
• CN0470 - This validation check ensures that the value reported in the [Impairment assessment… strukturierte Quelle (XLSX/XSD) [Accounting.Impairment assessment method] IN {'Individually assessed','Collectively assessed'} IF AND ONLY IF [Accounting.Accumulated impairment amount] >= 0
• CN0490 - This validation check ensures that the value reported for the [Type of impairment]… strukturierte Quelle (XLSX/XSD) [Accounting.Type of impairment] =, “Non-applicable” IF AND ONLY IF [Accounting.Impairment assessment method] = “Non-applicable”
• CN0510 - This validation check ensures that the value reported for the [Type of securitisation]… strukturierte Quelle (XLSX/XSD) IF [Financial.Type of securitisation] = “Synthetic securitisation” AND [Financial.Outstanding nominal amount] > 0 THEN [Accounting.Balance sheet recognition] <> “Entirely derecognised”
• CN0520 - This validation check ensures that a change in the [Performing status of the instrument]… strukturierte Quelle (XLSX/XSD) Let T be the reference date, IF [Accounting.Performing status of the instrument] (T) <> [Accounting.Performing status of the instrument] (T-3) THEN [Accounting.Date of performing status of the instrument] (T) >…
• CN0530 - This validation check ensures that a change in the [Status of forbearance and… strukturierte Quelle (XLSX/XSD) Let T be the reference date, IF [Accounting.Status of forbearance and renegotiation] (T) <> [Accounting.Status of forbearance and renegotiation] (T-3) THEN [Accounting.Date of the forbearance and renegotiation status]…
• CN0540 - This validation check ensures that the value reported for the [Accounting classification… strukturierte Quelle (XLSX/XSD) IF [Accounting.Accounting classification of instruments] IN {'Cash balances at central banks and other demand deposits', 'Financial assets held for trading', 'Non-trading financial assets mandatorily at fair value…
• CN0550 - This validation check ensures that the value reported for the [Accounting classification… strukturierte Quelle (XLSX/XSD) IF [Accounting.Accounting classification of instruments] IN {'Cash and cash balances at central banks', 'Trading financial assets', 'Non-trading non-derivative financial assets measured at fair value through profit or…
• CN0560 - This validation check ensures that the value reported for the [Reference date] attribute… strukturierte Quelle (XLSX/XSD) IF [Counterparty reference.Date of enterprise size] <> “Non-applicable” THEN [Counterparty reference.Reference date] >= [Counterparty reference.Date of enterprise size]
• CN0570 - This validation check ensures that the value reported for the [Reference date] attribute… strukturierte Quelle (XLSX/XSD) IF [Counterparty reference.Date of initiation of legal proceedings] <> “Non-applicable” THEN[Counterparty reference.Reference date] >= [Counterparty reference.Date of initiation of legal proceedings]
• CN0590 - This validation check ensures that the value reported for the [Institutional sector]… strukturierte Quelle (XLSX/XSD) IF [Counterparty reference.Institutional sector] IN {Central Bank, Credit institutions, Deposit-taking corporations other than credit institutions, Money Market funds, Non- MMF investment funds, Financial vehicle…
• CN0591 - This validation check ensures that the value reported for the [National identifier type]… strukturierte Quelle (XLSX/XSD) IF [Counterparty reference.National identifier type] = “Other” THEN [Counterparty reference.Description of other national identifier type] <> ( {}, “Non-applicable”)
• CN0600 - This validation check ensures that a change in the [Status of legal proceedings]… strukturierte Quelle (XLSX/XSD) Let T be the reference date, [Counterparty reference.Date of initiation of legal proceedings] (T) <> [Counterparty reference.Date of initiation of legal proceedings] (T-1) IF AND ONLY IF [Counterparty reference.Status…
• CN0610 - This validation check ensures that a change in the [Enterprise size] attribute has a… strukturierte Quelle (XLSX/XSD) 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…
• CN0620 - This validation check ensures that an originating counterparty is reported accordingly… strukturierte Quelle (XLSX/XSD) Let [Counterparty reference.Counterparty identifier] = X IF [Counterparty reference.Institutional sector] = “Financial vehicle corporations (FVCs) engaged in securitisation transactions” WHERE [Counterparty…
• CN0621 - This validation check ensures that that the same counterparty is not both a creditor and… strukturierte Quelle (XLSX/XSD) Let A = {[Counterparty-instrument.Counterparty role]} for ([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument…
• CN0622 - This validation check ensures that the same counterparty is not both a creditor and a… strukturierte Quelle (XLSX/XSD) [Protection received.Protection provider identifier] DOES NOT EXIST IN {[Counterparty-instrument.Counterparty identifier] | ([Instrument-Protection received.Observed agent identifier],[Instrument-Protection…
• CN0630 - This validation check ensures that the value reported for the [Reference date] attribute… strukturierte Quelle (XLSX/XSD) IF [Counterparty default.Date of the default status of the counterparty] <> “Non-applicable” THEN [Counterparty default.Reference date] >= [Counterparty default.Date of the default status of the counterparty]
• CN0640 - This validation check ensures that a change in the [Default status of the counterparty]… strukturierte Quelle (XLSX/XSD) 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…
• CN0650 - This validation check ensures that the value reported for the [Maturity date of the… strukturierte Quelle (XLSX/XSD) IF [Protection received.Maturity date of the protection] <> “Non-applicable” THEN [Protection received.Maturity date of the protection] >= [Instrument.Inception date]
• CN0660 - This validation check ensures that the [Reference date] attribute is consistent with the… strukturierte Quelle (XLSX/XSD) [Protection received.Reference date] >= [Protection received.Date of protection value]
• CN0661 - This validation check ensures that the value reported for the [Date of protection value]… strukturierte Quelle (XLSX/XSD) [Protection received.Date of protection value](T) >= [Protection received.Date of protection value](T-1)
• CN0700 - This validation check ensures that the [Outstanding nominal amount] attribute is reported… strukturierte Quelle (XLSX/XSD) IF [Financial.Outstanding nominal amount] = 0 THEN ([Financial.Accrued Interest] > 0 OR [Accounting.Accumulated write-offs] > 0 OR [Financial.Off-balance sheet amount] > 0)
• CN0701 - This validation check ensures that for instruments which have a positive value reported… strukturierte Quelle (XLSX/XSD) IF [Financial.Transferred amount] > 0 THEN [Financial.Outstanding nominal amount] > = [Financial.Transferred amount]
• CN0702 - This validation check ensures that if the instrument is recognised in the balance sheet… strukturierte Quelle (XLSX/XSD) [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”
• CN0703 - This validation check ensures that the value reported for the [Provisions associated to… strukturierte Quelle (XLSX/XSD) [Accounting.Provisions associated to off-balance-sheet exposures] = 'Non- applicable' IF AND ONLY IF [Financial.Off-balance-sheet amount] = 'Non-applicable'
• CN0801 - This validation check ensures that the value reported for the [Fiduciary instrument]… strukturierte Quelle (XLSX/XSD) Let T be the reference date and T’ the end of quarter reference date such that T’>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Fiduciary instrument] (T) <> [Instrument.Fiduciary instrument] (T-1) THEN…
• CN0802 - This validation check ensures that the value reported for the [Inception date] attribute… strukturierte Quelle (XLSX/XSD) Let T be the reference date: [Instrument.Inception date] (T) = [Instrument.Inception date] (T-1)
• CN0804 - This validation check ensures that the value reported for the [Commitment amount at… strukturierte Quelle (XLSX/XSD) Let T be the reference date: [Instrument.Commitment amount at inception] (T) = [Instrument.Commitment amount at inception] (T-1)
• CN0805 - This validation check ensures that the value reported for the [Project finance loan]… strukturierte Quelle (XLSX/XSD) Let T be the reference date and T’ the end of quarter reference date such that T’>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Project finance loan] (T) <> [Instrument.Project finance loan] (T-1) THEN…
• CN0806 - This validation check ensures that the value reported for the [Purpose] attribute is… strukturierte Quelle (XLSX/XSD) Let T be the reference date and T’ the end of quarter reference date such that T’>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Purpose] (T) <> [Instrument.Purpose] (T-1) THEN [Accounting.Date of the forbearance…
• CN0807 - This validation check ensures that the value reported for the [Recourse] attribute is… strukturierte Quelle (XLSX/XSD) Let T be the reference date and T’ the end of quarter reference date such that T’>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Recourse] (T) <> [Instrument.Recourse] (T-1) THEN [Accounting.Date of the forbearance…
• CN0808 - This validation check ensures that the value reported for the [Settlement date] attribute… strukturierte Quelle (XLSX/XSD) Let T be the reference date: {[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) <>…
• CN0809 - This validation check ensures that the value reported for the [Repayment rights]… strukturierte Quelle (XLSX/XSD) Let T be the reference date and T’ the end of quarter reference date such that T’>=T: For each T IN {T’, T’-1, T’-2}, IF [Instrument.Repayment rights] (T) <> [Instrument.Repayment rights] (T-1) THEN [Accounting.Date of…
• CN0810 - This validation check ensures that the value reported for the [Fair value changes due to… strukturierte Quelle (XLSX/XSD) Let T be the reference date: [Instrument.Fair value changes due to changes in credit risk before purchase] (T) = Instrument.Fair value changes due to changes in credit risk before purchase] (T-1)
• CN0811 - This validation check ensures that the value reported for the [Type of protection]… strukturierte Quelle (XLSX/XSD) Let T be the reference date: [Protection received.Type of protection] (T) = [Protection received.Type of protection] (T-1)
• CN0812 - This validation check ensures that the value reported for the [Original protection value]… strukturierte Quelle (XLSX/XSD) Let T be the reference date: IF [Instrument-protection received.Instrument ID] (T) IN [Instrument-protection received.Instrument ID] (T-1) THEN [Protection received.Original protection value] (T) = [Protection…
• CN0813 - This validation check ensures that the value reported for the [Date of original… strukturierte Quelle (XLSX/XSD) Let T be the reference date: IF [Instrument-protection received.Instrument ID] (T) IN [Instrument-protection received.Instrument ID] (T-1) THEN [Protection received.Date of original protection value] (T) = [Protection…
• CN0814 - This validation check ensures that the value reported for the [Settlement date] attribute… strukturierte Quelle (XLSX/XSD) IF [Instrument.Settlement date] = “Non-applicable” THEN [Financial.Off-balance-sheet amount] > 0
• CN0815 - This validation check ensures that the value reported for the [Settlement date] attribute… strukturierte Quelle (XLSX/XSD) IF [Instrument.Settlement date] = 'Non-applicable' THEN [Financial.Outstanding nominal amount] = 0
• CN0816 - This validation check ensures that the value reported for the [Date of the default status… strukturierte Quelle (XLSX/XSD) 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…
• CN0821 - This validation check ensures that the value reported for the [Type of instrument]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Type of instrument] = “Reverse repurchase agreements” THEN [Financial.Off-balance-sheet amount] = “Non-applicable”
• CN0825 - This validation check ensures that the value reported for the [Accumulated impairment… strukturierte Quelle (XLSX/XSD) [Accounting.Accumulated impairment amount] = “Non-applicable” IF AND ONLY IF [Accounting.Type of impairment] = “Non-applicable”
• CN0827 - This validation check ensures that the value reported for the [Accumulated changes in… strukturierte Quelle (XLSX/XSD) IF [Accounting.Accumulated changes in fair value due to credit risk] = 'Non- applicable' AND [Accounting.Balance sheet recognition] = 'Entirely recognised' THEN [Accounting.Accumulated impairment amount] <>…
• CN0829 - This validation check ensures that the value reported for the [Type of instrument]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Type of instrument] IN {'Deposits other than reverse repurchase agreements' , 'Reverse repurchase agreements' , 'Financial leases'} THEN [Accounting. Provisions associated to off-balance-sheet exposures]…
• CN0831 - This validation check ensures that the value reported for the [Real estate collateral… strukturierte Quelle (XLSX/XSD) IF [Protection received.Real estate collateral location] = 'Non-applicable' THEN [Protection received.Type of protection] NOT IN {'Residential real estate collateral', 'Commercial real estate collateral', 'Offices and…
• CN0832 - This validation check ensures that the attributes [Probability of default] and [Default… strukturierte Quelle (XLSX/XSD) [Counterparty risk.Probability of default] = 1 IF AND ONLY IF [([Counterparty default.Default status of the counterparty] IN {“Default because unlikely to pay”, “Default because more than 90/180 days past due”, “Default…
• CN0833 - This validation check ensures that the attributes [Default status of the instrument] and… strukturierte Quelle (XLSX/XSD) [Financial.Default status of the instrument] <> {“Non-applicable”} IF AND ONLY IF [Financial.Date of the Default status of the instrument] <> “Non-applicable”
• CN0835 - This validation check ensures that the value reported for the [Amortisation type]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Amortisation type] IN {“French”, “Fixed amortisation schedule”} THEN [Instrument.End date of interest-only period] = “Non-applicable”
• CN0836 - This validation check ensures that the value reported for the [Interest rate type]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Interest rate type] = “Fixed” THEN [Instrument.Interest rate cap] = “Non-applicable”
• CN0837 - This validation check ensures that the value reported for the [Interest rate type]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Interest rate type] = “Fixed” THEN [Instrument.Interest rate floor] = “Non-applicable”
• CN0838 - This validation check ensures that the value reported for the [Interest rate type]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Interest rate type] = “Fixed” THEN [Instrument.Interest rate spread/margin] = “Non-applicable”
• CN0839 - This validation check ensures that the value reported for the [Interest rate type]… strukturierte Quelle (XLSX/XSD) IF [Instrument.Interest rate type] = “Fixed” THEN [Instrument.Reference rate] = “Non-applicable”
• CN0842 - This validation check ensures that the value reported for the [Accounting classification… strukturierte Quelle (XLSX/XSD) IF [Accounting.Accounting classification of instruments] IN {'Financial assets held for trading', 'Trading Financial assets', 'Non-trading non-derivative financial assets measured at fair value through profit or loss',…
• CN0845 - This validation check ensures that the values reported for the [Default status of the… strukturierte Quelle (XLSX/XSD) IF [Accounting.Cumulative recoveries since default] = “Non-applicable” THEN [Counterparty default.Default status of the counterparty] IN {“Not in default”, “Non-applicable”} AND [Financial.Default status of the…
• CN0847 - This validation check ensures that the values reported for the [Off-balance-sheet amount]… strukturierte Quelle (XLSX/XSD) IF [Financial.Off-balance-sheet amount] > 0 AND [Financial. Outstanding nominal amount] = 0 THEN [Financial.Type of securitisation] <> “Traditional securitisation”
• CN0848 - This validation check ensures that the values reported for the [Counterparty identifier]… strukturierte Quelle (XLSX/XSD) FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterpartyinstrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ =…
• CN0849 - This validation check ensures that the values reported for the [Counterparty identifier]… strukturierte Quelle (XLSX/XSD) FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterparty- instrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ =…
• CN0852 - This validation check ensures that the attributes [Accounting classification of… strukturierte Quelle (XLSX/XSD) [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] <>…
• CN0865 - This validation check ensures that the attribute [Accounting.Prudential portfolio] is not… strukturierte Quelle (XLSX/XSD) IF [Accounting.Balance sheet recognition] <> “Entirely derecognised” THEN [Accounting.Prudential portfolio] <> “Non-applicable”
• CN0867 - This validation check ensures that the values reported for the [Counterparty identifier]… strukturierte Quelle (XLSX/XSD) FOR each [Counterparty-reference.Counterparty identifier] WHERE [Counterpartyinstrument.Counterparty role] IN {‘Creditor’, ‘Debtor’} IF [Counterparty reference.Head office undertaking identifier] for ‘Creditor’ =…
• CN0868 - This validation check ensures that the values reported for the [Protection value]… strukturierte Quelle (XLSX/XSD) [Protection received.Protection value] >= each individual record of [Instrument- protection received.Protection allocated value] WHERE [Protection received.Protection identifier] = [Instrument-protection…
• CN0875 - This validation check ensures that the amount of recognised impairments cannot be higher… strukturierte Quelle (XLSX/XSD) IF [Accounting.Accumulated impairment amount] <> 'Non-applicable' AND [Financial.Off-balance sheet amount] = 'Non-applicable' THEN [Accounting.Accummulated impairment amount] < = {[Financial.Outstanding nominal amount]}
• CN0876 - This validation check ensures that the amount of provisions associated to off-balance… strukturierte Quelle (XLSX/XSD) 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]
• CN0901 - This validation check ensures that the attribute [Financial.Accrued interest] cannot have… strukturierte Quelle (XLSX/XSD) IF [Financial.Interest rate] <> 'Non-applicable' THEN [Financial.Accrued interest] <> 'Non-applicable'
• CN0913 - This validation check ensures that the attribute [Instrument.Reference rate] cannot have… strukturierte Quelle (XLSX/XSD) IF [Instrument.Reference rate] = 'Not applicable' THEN {IF [Instrument.Type of instrument <> 'Trade receivables' THEN [Instrument.Interest rate type] = 'Fixed' ELSE [Instrument.Interest rate type] = 'Non-applicable'}
• CN0914 - This validation check ensures that the attribute [Instrument.Commitment amount at… strukturierte Quelle (XLSX/XSD) IF [Instrument.Inception date] < [Instrument.Settlement date] AND [Financial.Offbalance sheet amount] = 'Non-applicable' THEN [Instrument.Commitment amount at inception] <> 'Non-applicable'
• RI0030 - If a financial record exists, then an Instrument record must exist as the two datasets… strukturierte Quelle (XLSX/XSD) ([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Instrument.Observed agent identifier],[Instrument.Contract identifier],[Instrument.Instrument…
• RI0040 - If a financial record exists and it has been reported in the last quarter, then an… strukturierte Quelle (XLSX/XSD) ([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Accounting.Observed agent identifier],[Accounting.Contract identifier],[Accounting.Instrument…
• RI0050 - Since every instrument in AnaCredit must have a creditor, the following check ensures… strukturierte Quelle (XLSX/XSD) ([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract…
• RI0060 - Since every instrument in AnaCredit must have a debtor the following check ensures that… strukturierte Quelle (XLSX/XSD) ([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract…
• RI0070 - Since every instrument in AnaCredit must have a servicer, the following check ensures… strukturierte Quelle (XLSX/XSD) ([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument identifier]) EXISTS IN {([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract…
• RI0090 - If an Instrument record exists, then a financial record must exist as the two datasets… strukturierte Quelle (XLSX/XSD) ([Instrument.Observed agent identifier],[Instrument.Contract identifier],[Instrument.Instrument identifier]) EXISTS IN {([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument…
• RI0100 - If an accounting record exists, then a financial record must exist as the three datasets… strukturierte Quelle (XLSX/XSD) ([Accounting.Observed agent identifier],[Accounting.Contract identifier],[Accounting.Instrument identifier]) EXISTS IN {([Financial.Observed agent identifier],[Financial.Contract identifier],[Financial.Instrument…
• RI0110 - If a counterparty-instrument record exists, then a financial record must exist strukturierte Quelle (XLSX/XSD) ([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier]) EXISTS IN {([Financial.Observed agent identifier],[Financial.Contract…
• RI0120 - If a joint liabilities record exists, then a financial record must exist as there must be… strukturierte Quelle (XLSX/XSD) ([Joint liabilities.Observed agent identifier],[Joint liabilities.Contract identifier],[Joint liabilities.Instrument identifier]) EXISTS IN {([Financial.Observed agent identifier],[Financial.Contract…
• RI0121 - If a joint liabilities record exists, then a counterparty reference record must exist as… strukturierte Quelle (XLSX/XSD) ([Joint liabilities.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}
• RI0130 - If an Instrument-protection received record exists, then a financial record must exist strukturierte Quelle (XLSX/XSD) ([Instrument-protection received.Observed agent identifier],[Instrument-protection received.Contract identifier],[Instrument-protection received.Instrument identifier]) EXISTS IN {([Financial.Observed agent…
• RI0140 - If a counterparty has a head office undertaking, counterparty reference data on the head… strukturierte Quelle (XLSX/XSD) ([Counterparty reference.Head office undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Counterparty reference.Head office undertaking identifier] <> {}
• RI0150 - If a counterparty has an immediate parent undertaking, counterparty reference data on the… strukturierte Quelle (XLSX/XSD) ([Counterparty reference.Immediate parent undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Counterparty reference.Immediate parent undertaking identifier] <> {}
• RI0160 - If a counterparty has an ultimate parent undertaking, the counterparty reference data on… strukturierte Quelle (XLSX/XSD) ([Counterparty reference.Ultimate parent undertaking identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Counterparty reference.Ultimate parent undertaking identifier] <> {}
• RI0180 - If a counterparty-instrument record exists, then a counterparty reference record must… strukturierte Quelle (XLSX/XSD) ([Counterparty-instrument.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}
• RI0190 - If a counterparty default record exists, then a counterparty reference record must exist strukturierte Quelle (XLSX/XSD) ([Counterparty default.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}
• RI0191 - If a counterparty default record exists, then a counterparty-instrument record must exist… strukturierte Quelle (XLSX/XSD) ([Counterparty default.Observed agent identifier],[Counterparty default.Counterparty identifier]) EXISTS IN {(([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Counterparty identifier]) |…
• RI0200 - If a counterparty risk record exists, then a counterparty reference record must exist strukturierte Quelle (XLSX/XSD) ([Counterparty risk.Counterparty identifier]) EXISTS IN {([Counterparty reference.Counterparty identifier])}
• RI0201 - If a counterparty risk record exists, then a counterparty-instrument record must exist… strukturierte Quelle (XLSX/XSD) ([Counterparty risk.Observed agent identifier],[Counterparty risk.Counterparty identifier]) EXISTS IN {(([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Counterparty identifier]) |…
• RI0210 - If a protection provider identifier exists, then a counterparty reference record must… strukturierte Quelle (XLSX/XSD) ([Protection received.Protection provider identifier]) EXISTS IN {[Counterparty reference.Counterparty identifier]} WHERE [Protection received.Protection provider identifier] <> {}
• RI0220 - If a protection received record exists, then an Instrument-protection received record… strukturierte Quelle (XLSX/XSD) ([Protection received.Observed agent identifier],[Protection received.Protection identifier]) EXISTS IN {([Instrument-protection received.Observed agent identifier],[Instrument-protection received.Protection…
• RI0250 - If an instrument-protection received record exists, then a protection received record… strukturierte Quelle (XLSX/XSD) ([Instrument-protection received.Observed agent identifier],[Instrument-protection received.Protection identifier]) EXISTS IN {([Protection received.Observed agent identifier],[Protection received.Protection…
• RI0260 - If there is more than one debtor taking part in an instrument, then for each debtor… strukturierte Quelle (XLSX/XSD) ([Counterparty-instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier],[Counterparty-instrument.Counterparty identifier] WHERE…

Dieses Dokument referenziert folgende Dokumente

• AnaCredit Regulation gehostet von: Central Bank of Ireland Original