Counterparty default data - ECB Collection

The level of granularity for the counterparty default data is the counterparty. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; and (c) counterparty identifier.
These data allow the identification of counterparties in default without undue delay.
This information is required only for debtors and protection providers.
In the case of natural persons being affiliated with instruments reported to AnaCredit, no record for the natural persons must be reported.
The records must be reported on a monthly basis.

Cube ID

ANCRDT_ENTTY_DFLT_C

Instructions

The level of granularity for the counterparty default data is the counterparty. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; and (c) counterparty identifier.
These data allow the identification of counterparties in default without undue delay.
This information is required only for debtors and protection providers.
In the case of natural persons being affiliated with instruments reported to AnaCredit, no record for the natural persons must be reported.
The records must be reported on a monthly basis.

Generated by transformation

G_ANCRDT_ENTTY_DFLT_C

Cube Structure Items

Variable ID Role Subdomain
Observed agent identifier OBSRVD_AGNT_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Reference date DT_RFRNC Dimension All last days of quarters
Entity ID ENTTY_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Default status DFLT_STTS Observation AnaCredit collection Default status
Date of default status DT_DFLT_STTS Observation All possible dates

Legal references

  • No legal references provided