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
Cube Structure Items
|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|