Instrument data - ECB Collection

The level of granularity for the instrument data is the instrument. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) contract identifier; and (d) instrument identifier.
Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent. Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract.
The instrument data registers any instrument that exists under a contract between the observed agent and the counterparties, including all instruments between institutional units within the same legal entity.
The instrument data describes the features of the instrument, which rarely change over time.
The records must be reported no later than the monthly transmission of credit data relevant for the reporting reference date on which the instrument is registered in AnaCredit. If a change takes place, the records must be updated no later than the monthly transmission of credit data for the reporting reference date on or before which the change came into effect.

Cube ID

ANCRDT_INSTRMNT_C

Instructions

The level of granularity for the instrument data is the instrument. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) contract identifier; and (d) instrument identifier.
Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent. Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract.
The instrument data registers any instrument that exists under a contract between the observed agent and the counterparties, including all instruments between institutional units within the same legal entity.
The instrument data describes the features of the instrument, which rarely change over time.
The records must be reported no later than the monthly transmission of credit data relevant for the reporting reference date on which the instrument is registered in AnaCredit. If a change takes place, the records must be updated no later than the monthly transmission of credit data for the reporting reference date on or before which the change came into effect.

Generated by transformation

G_ANCRDT_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
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
Type of instrument TYP_INSTRMNT Observation AnaCredit - ECB collection
Type of amortisation TYP_AMRTSTN Observation AnaCredit - ECB collection
Currency denomination of instruments CRRNCY_DNMNTN Observation Subdomain for domain ISO-4217 Currency Codes (ISO4217 Domain)
Fiduciary instrument FDCRY Observation AnaCredit - ECB collection
Inception date DT_INCPTN Observation All possible dates
End date of the interest-only period DT_END_INTRST_ONLY Observation All possible dates
Interest rate cap INTRST_RT_CP Observation Real numbers positive or negative with 6 decimals
Interest rate floor INTRST_RT_FLR Observation Real numbers positive or negative with 6 decimals
Interest rate reset frequency INTRST_RT_RST_FRQNCY Observation AnaCredit Interest rate reset frequency
Interest rate spread / margin INTRST_RT_SPRD Observation Real numbers positive or negative with 6 decimals
Type of interest rate TYP_INTRST_RT Observation AnaCredit - ECB collection
Legal final maturity date DT_LGL_FNL_MTRTY Observation All possible dates
Commitment amount at inception CMMTMNT_INCPTN Observation Non negative monetary amounts with 2 decimals.
Payment frequency PYMNT_FRQNCY Observation AnaCredit Payment frequency
Project finance loan PRJCT_FNNC_LN Observation AnaCredit - ECB collection
Purpose PRPS Observation AnaCredit - ECB collection
Exposure with recourse RCRS Observation AnaCredit - ECB collection
Reference rate RFRNC_RT Observation AnaCredit - ECB collection
Settlement date DT_STTLMNT Observation All possible dates
Subordinated debt SBRDNTD_DBT Observation AnaCredit - ECB collection
Syndicated contract identifier SYNDCTD_CNTRCT_ID Observation String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Repayment rights RPYMNT_RGHTS Observation AnaCredit - ECB collection
Fair value changes due to changes in credit risk before purchase FV_CHNG_CR_BFR_PRCHS Observation Non negative monetary amounts with 2 decimals.

Legal references