AnaCredit validation checks (2020/11 version)

Zusammenfassung

Es handelt sich um ein von der Europäischen Zentralbank veröffentlichtes Fachdokument, das als Ergänzung zum AnaCredit Reporting Manual die in AnaCredit angewendeten Validierungsprüfungen beschreibt. Die Fassung trägt die Bezeichnung „AnaCredit Validation Checks – Selected validation checks performed in AnaCredit datasets – Version 1.6“ und ist auf November 2020 datiert. Im Release Note werden die Änderungen gegenüber den Versionen 1.1 bis 1.6 detailliert aufgeführt, darunter die Entfernung, Anpassung und Hinzufügung zahlreicher Prüfkennungen (z.B. CN0541, CN0551, CN0925, CN0930, CN0940, CN0950, CN0960 sowie CY‑ und CT‑Prüfungen) sowie Syntaxverbesserungen. Das Dokument erläutert die Kategorien der Validierungsprüfungen – Referenzielle Integrität, Vollständigkeit (mit Unterteilung in Gegenparteireferenzdaten und „credit relevant datasets“) und Konsistenz – und beschreibt die Struktur der Datenmodelle sowie die Logik der Prüfungen mit formalen Ausdrücken wie [Dataset.Attribute] = ‘Value’, IF/THEN, EXISTS IN, UNION und „IF AND ONLY IF“. Es verweist ausdrücklich darauf, dass die Validierungsregeln selbst nicht rechtsverbindlich sind und dass allein die AnaCredit-Verordnung, also die Verordnung (EU) 2016/867 der EZB vom 18. Mai 2016 (ECB/2016/13) einschließlich der Anhänge II und III, die rechtliche Grundlage für die Datenerhebung darstellt. Ein Schwerpunkt liegt auf der Sicherstellung der Datenqualität durch Mindeststandards für Vollständigkeit und Konsistenz, der Berücksichtigung nationaler Derogationen und der Abbildung komplexer Kreditstrukturen mit Instrumenten, Gegenparteien und Sicherheiten. Darüber hinaus beschreibt das Dokument Beispiele für konkrete Konsistenzprüfungen, etwa zur Behandlung „nicht anwendbarer“ Werte, zur Stabilität von Attributen über Berichtszeitpunkte hinweg (T, T‑1), zur Plausibilität von Beträgen (z.B. Rückstellungen vs. Off‑balance‑Sheet‑Beträge) und zur Behandlung spezieller Instrumente wie Überziehungen, Einlagen, Reverse-Repurchase-Agreements und konzerninterner Kredite.

Im Glossar verarbeitet

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

Validierungsregeln (108)

• 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…
• 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…
• 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]
• CN0141 - The value reported in the [Settlement date] attribute cannot be later than the value… strukturierte Quelle (XLSX/XSD) IF [Instrument.Settlement date] <> “Non-applicable” THEN [Instrument.Reference date] >= [Instrument.Settlement date]
• CN0142 - The value reported in the [Date of original protection value] attribute cannot be later… strukturierte Quelle (XLSX/XSD) [Protection received.Date of protection value] >= [Protection received.Date of original protection value]
• 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]
• 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”
• 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]
• 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]…
• CN0541 - This validation check ensures that the accounting classification of instruments (relating… strukturierte Quelle (XLSX/XSD) Let [Counterparty reference.Observed agent identifier] = X. IF observed agent’s legal entity [Accounting standard] is in (IFRS accounting framework values, nGAAP accounting framework values) AND observed agent’s…
• CN0542 - This validation check ensures that the value reported for the attribute… strukturierte Quelle (XLSX/XSD) Let [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office undertaking] IN a reporting Member State},
• CN0551 - This validation check ensures that the value reported for the attribute… strukturierte Quelle (XLSX/XSD) LET [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office
• CN0552 - This validation check ensures that the value reported for the attribute… strukturierte Quelle (XLSX/XSD) Let [Counterparty reference.Counterparty identifier] = X AND {[Counterparty reference.Counterparty identifier] of the [Counterparty reference.Head office undertaking] IN a reporting Member State}, [Accounting.Accounting…
• 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]
• 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…
• 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…
• 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)
• 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
• 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] <>…
• 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”
• 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’ =…
• 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'
• CN0925 - This validation check ensures that the value reported for the attribute… strukturierte Quelle (XLSX/XSD) Let T be the reference date: IF [Instrument] NOT IN ({[Instrument.Type of instrument] = “Overdraft” AND [Financial.Off-balance sheet amount] = “Non-applicable”} OR {[Instrument.Type of Instrument] = “Deposits other than…
• CN0930 - This validation checks if the value reported for the attribute [Accounting.Accounting… strukturierte Quelle (XLSX/XSD) IF [Accounting.Accounting classification of instruments] IN {“IFRS: Financial assets held for trading”, “IFRS: Financial assets designated at fair value through profit or loss”, “IFRS: Non-trading financial assets…
• CN0935 - This validation check ensures that the value reported for the attribute… strukturierte Quelle (XLSX/XSD) Let T be the reference date: IF [Instrument] NOT IN ({[Instrument.Type of instrument] = “Overdraft” AND [Financial.Off-balance sheet amount] = “Non-applicable”} OR {[Instrument.Type of instrument] = “Deposits other than…
• CN0940 - This validation checks if the value reported for the attribute [Instrument.Type of… strukturierte Quelle (XLSX/XSD) IF [Instrument.Type of instrument] = “Reverse repurchase agreements” THEN [Accounting.Provisions associated to off-balance sheet exposures] = “Non-applicable”
• CN0945 - This validation check ensures that the attribute [Instrument.Commitment amount at… strukturierte Quelle (XLSX/XSD) IF [Instrument.Settlement date] <> “Non-applicable” AND [Instrument.Inception date] < [Instrument.Settlement date] AND [Financial.Off-balance sheet amount] = “Non-applicable” AND {[Instrument.Type of instrument] <>…
• CN0950 - This validation check ensures that the value reported for the attribute [Protection… strukturierte Quelle (XLSX/XSD) Let T be the reference date: IF [Protection received.Type of protection] (T) OR [Protection received.Type of protection] (T-1) NOT IN {“Residential real estate”, “Commercial real estate”, “Offices and commercial…
• CN0960 - This validation checks if the value reported for the attribute [Protection received.Real… strukturierte Quelle (XLSX/XSD) [Protection received.Real estate collateral location] = “Non-applicable” IF AND ONLY IF [Protection received.Type of protection] NOT IN {“Residential real estate collateral”, “Commercial real estate collateral”,…
• 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…

Dieses Dokument referenziert folgende Dokumente

• AnaCredit Regulation gehostet von: Central Bank of Ireland Original
• Commission Recommendation of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (2003/361/EC) gehostet von: Ergänzende EU-Rechtsakte Original