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