Counterparty-instrument data - ECB Collection

The level of granularity for the counterparty-instrument data is the ‘counterparty-instrument’ combination and each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) counterparty identifier; (d) contract identifier; (e) instrument identifier; and (f) counterparty role.
The counterparty-instrument data describes the role of all counterparties in each instrument.
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 no later than the monthly transmission of credit data relevant for the reporting reference date on or before which the instrument was registered in AnaCredit. If a change takes place, the records must be updated no later than the date of the monthly transmission of credit data that is relevant for the reporting reference date on or before which the change came into effect.

Cube ID

ANCRDT_ENTTY_INSTRMNT_C

Instructions

The level of granularity for the counterparty-instrument data is the ‘counterparty-instrument’ combination and each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) counterparty identifier; (d) contract identifier; (e) instrument identifier; and (f) counterparty role.
The counterparty-instrument data describes the role of all counterparties in each instrument.
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 no later than the monthly transmission of credit data relevant for the reporting reference date on or before which the instrument was registered in AnaCredit. If a change takes place, the records must be updated no later than the date of the monthly transmission of credit data that is relevant for the reporting reference date on or before which the change came into effect.

Generated by transformation

G_ANCRDT_ENTTY_INSTRMNT_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 months
Entity ID ENTTY_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Contract identifier CNTRCT_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Instrument identifier INSTRMNT_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Entity role ENTTY_RL Dimension AnaCredit - ECB collection

Legal references

  • Regulation (EU) No 2016/867 on the collection of granular credit and credit risk data (ECB/2016/13) Annex I, Template 1, 4. Counterparty-instrument data