Owned securities

It contains the information on securities that are hold by the observed agent

Cube ID

OWND_SCRTY

Instructions

It contains the information on securities that are hold by the observed agent

Cube Structure Items

Variable ID Role Subdomain
Owned Security identifier OWND_SCRTY_ID Dimension Generic subdomain strings
Owner internal identifier OWNR_INTRNL_ID Observation String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Security identifier SCRTY_ID Observation String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Accounting classification ACCNTNG_CLSSFCTN Observation accounting classification requested for SHS
Impairment status IMPRMNT_STTS Observation AnaCredit collection Impairment status
Source of encumbrance SRC_ENCMBRNC Observation AnaCredit - ECB collection
Prudential portfolio PRDNTL_PRTFL Observation AnaCredit - ECB collection
Capital calculation approach for prudential purposes APPRCH_PRDNTL_PRPSS Observation Approach for prudential purposes
Exposure class EXPSR_CLSS Observation IRB exposure classes
Original securitisation identifier ORGNL_SCRTSTN_ID Observation String up to 120 characters limited to letters (capital and low cases), numbers, dash and underscore
Identify the type of perspective adopted for the evaluation of the b/s and prudential items PRSPCTV Observation Give the level of information of the record, if it is provided using consolidated data or individual data _full list
Forbearance and renegotiation status FRBRNC_STTS Observation SHS - Forbearance status
Date of the forbearance and renegotiation status DT_FRBRNC_STTS Observation All possible dates
Relationship with securitisation or credit transfer RLTNSHP_SCRTSTN_CRDT_TRNSFR Observation Relationship with securitisation or credit transfer - for securities
Securitisation/transfer identifier SCRTSTN_TRNSFR_ID Observation String up to 120 characters limited to letters (capital and low cases), numbers, dash and underscore
Specific risk weight SPCFC_RSK_WGHT Observation Generic subdomain RL
Arrears for the instrument ARRRS Observation Non negative monetary amounts with 2 decimals.
Gross carrying amount excluding accrued interest GRSS_CRRYNG_AMNT_E_INTRST Observation Positive and negative monetary amounts with 2 decimals
Loss given default in downturns LGD_DWNTRNS Observation Generic subdomain RL
Loss given default in normal economic times LGD_NRML Observation Generic subdomain RL
Risk weight RSK_WGHT Observation Generic subdomain RL
Is equity with 250% risk weight IS_EQTY_250_RSK_WGHT Observation Pure boolean (true and false values)
Is equity holding with 370% risk weight IS_EQTY_HLD_370_RSK_WGHT Observation Pure boolean (true and false values)
Is qualifying holding with 1250% risk weight IS_QLFY_HLD_1250_RSK_WGHT Observation Pure boolean (true and false values)
Is short position IS_SHRT_PSTN Observation Boolean including Not Applicable
Accrued interest ACCRD_INTRST Observation Positive and negative monetary amounts with 2 decimals
Date of past due DT_PST_D Observation All possible dates
Fair value changes due to hedge accounting FV_CHNG_HDG_ACCNTNG Observation Positive and negative monetary amounts with 2 decimals
Impairment assessment method IMPRMNT_ASSSSMNT_MTHD Observation AnaCredit - ECB collection
Number of unit or aggregated nominal value NMNL_VL Observation Positive and negative monetary amounts with 2 decimals
Market value MRKT_VL Observation Positive and negative monetary amounts with 2 decimals
Carrying amount CRRYNG_AMNT Observation Positive and negative monetary amounts with 2 decimals
Accumulated impairment ACCMLTD_IMPRMNT Observation Non negative monetary amounts with 2 decimals.
Accumulated changes in fair value due to credit risk ACCMLTD_CHNGS_FV_CR Observation Positive and negative monetary amounts with 2 decimals
Cumulative recoveries since default CMLTV_RCVRS_SNC_DFLT Observation Non negative monetary amounts with 2 decimals.
Exposure value EXPSR_VL Observation Positive and negative monetary amounts with 2 decimals

Legal references

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