Cube ID

CRDT_CRD_DBT_EXTNDD_CRDT

Instructions

As defined in Regulation (EU) No 1071/2013, Annex II, Part 2.

Cube Structure Items

Variable	ID	Role	Subdomain
Instrument unique identifier	INSTRMNT_UNQ_ID	Dimension	String up to 120 characters limited to letters (capital and low cases), numbers, dash and underscore
Accumulated changes in fair value due to credit risk	ACCMLTD_CHNGS_FV_CR	Observation	Positive and negative monetary amounts with 2 decimals
Accumulated impairment	ACCMLTD_IMPRMNT	Observation	Non negative monetary amounts with 2 decimals.
Accumulated write-offs	ACCMLTD_WRTFFS	Observation	Non negative monetary amounts with 2 decimals.
Accounting classification	ACCNTNG_CLSSFCTN	Observation	Amortised cost + Mandatorily at FV through P&L
Accrued interest	ACCRD_INTRST	Observation	Positive and negative monetary amounts with 2 decimals
Interest rate	ANNLSD_AGRD_RT	Observation	Real numbers positive or negative with 6 decimals
Assessment approach for credit quality status	APPRCH_CRDT_QLTY_STTS	Observation	Assessment approach for credit quality status - full domain
Arrears for the instrument	ARRRS	Observation	Non negative monetary amounts with 2 decimals.
Cumulative recoveries since default	CMLTV_RCVRS_SNC_DFLT	Observation	Non negative monetary amounts with 2 decimals.
Commitment amount at inception	CMMTMNT_INCPTN	Observation	Non negative monetary amounts with 2 decimals.
Contract identifier	CNTRCT_ID	Observation	String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Credit quality status	CRDT_QLTY_STTS	Observation	Credit quality for the input layer
Currency denomination of instruments	CRRNCY_DNMNTN	Observation	Subdomain for domain ISO-4217 Currency Codes (ISO4217 Domain)
Carrying amount	CRRYNG_AMNT	Observation	Positive and negative monetary amounts with 2 decimals
Date of default status	DT_DFLT_STTS	Observation	All possible dates
End date of the interest-only period	DT_END_INTRST_ONLY	Observation	All possible dates
Date of the forbearance and renegotiation status	DT_FRBRNC_STTS	Observation	All possible dates
Inception date	DT_INCPTN	Observation	All possible dates
Legal final maturity date	DT_LGL_FNL_MTRTY	Observation	All possible dates
Next interest rate reset date	DT_NXT_INTRST_RT_RST	Observation	All possible dates
Date of performing status	DT_PRFRMNG_STTS	Observation	All possible dates
Date of past due	DT_PST_D	Observation	All possible dates
Settlement date	DT_STTLMNT	Observation	All possible dates
Fiduciary instrument	FDCRY	Observation	AnaCredit - ECB collection
Forbearance and renegotiation status	FRBRNC_STTS	Observation	AnaCredit - ECB collection
Fair value	FV	Observation	Positive and negative monetary amounts with 2 decimals
Fair value changes due to changes in credit risk before purchase	FV_CHNG_CR_BFR_PRCHS	Observation	Non negative monetary amounts with 2 decimals.
Fair value changes due to hedge accounting	FV_CHNG_HDG_ACCNTNG	Observation	Positive and negative monetary amounts with 2 decimals
Gross carrying amount excluding accrued interest	GRSS_CRRYNG_AMNT_E_INTRST	Observation	Non negative monetary amounts with 2 decimals.
Impairment assessment method	IMPRMNT_ASSSSMNT_MTHD	Observation	AnaCredit - ECB collection
Impairment status	IMPRMNT_STTS	Observation	AnaCredit collection Impairment status
Instrument identifier	INSTRMNT_ID	Observation	String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
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
Is debt financing	IS_DBT_FNNCNG	Observation	Pure boolean (true and false values)
Is retail exposure	IS_RTL_EXPSR	Observation	Pure boolean (true and false values)
Is serviced by the observed agent	IS_SRVCD_OBSRVD_AGNT	Observation	Pure boolean (true and false values)
Observed agent internal identifier	OBSRVD_AGNT_INTRNL_ID	Observation	String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Off-balance sheet amount	OFF_BLNC_SHT_AMNT	Observation	Non negative monetary amounts with 2 decimals.
Outstanding nominal amount	OTSTNDNG_NMNL_AMNT	Observation	Non negative monetary amounts with 2 decimals.
Percentage transferred	PRCNTG_TRNSFRRD	Observation	Rational number between 0 and 1
Prudential portfolio	PRDNTL_PRTFL	Observation	AnaCredit - ECB collection
Project finance loan	PRJCT_FNNC_LN	Observation	Project finance loan including not applicable
Purpose	PRPS	Observation	Consumption or other purposes.
Provisions associated with off-balance sheet exposures	PRVSNS_OFF_BLNC_SHT	Observation	Non negative monetary amounts with 2 decimals.
Payment frequency	PYMNT_FRQNCY	Observation	Payment frequency with not applicable
Exposure with recourse	RCRS	Observation	AnaCredit - ECB collection
Reference rate	RFRNC_RT	Observation	AnaCredit - ECB collection
Relationship with securitisation or credit transfer	RLTNSHP_SCRTSTN_CRDT_TRNSFR	Observation	Relationship with securitisation or credit transfer - for instruments without values 3 and 4
Securitisation/transfer identifier	SCRTSTN_TRNSFR_ID	Observation	String up to 120 characters limited to letters (capital and low cases), numbers, dash and underscore
Source of encumbrance	SRC_ENCMBRNC	Observation	AnaCredit - ECB collection
Type of amortisation	TYP_AMRTSTN	Observation	Type of amortisation including not applicable
Type of interest rate	TYP_INTRST_RT	Observation	Interest rate type including not applicable

Legal references

• Regulation (EU) No 1071/2013 concerning the balance sheet of the monetary financial institutions sector (recast) (ECB/2013/33) Annex II, Part 2, Table, 2.1(b)