AnaCredit - ECB collection

Subdomain ID

PRTCTN_VLTN_APPRCH_ANCRDT_CLLCTN

Domain

Protection valuation approach

Subdomain is used for variables

Members

Member ID Name Definition
1 Counterparty estimation Valuation method whereby the valuation is carried out by the provider of the protection.
2 Creditor valuation Valuation method whereby the valuation is carried out by the creditor: valuation undertaken by an external or staff appraiser who possesses the necessary qualifications, ability and experience to execute a valuation and who is not independent from the credit decision process.
3 Mark-to-market Valuation method whereby the protection value is based on unadjusted quoted prices for identical assets and liabilities in an active market.
4 Other type of valuation Other type of valuation not included in any other valuation categories.
5 Third-party valuation Valuation method in which the valuation is provided by an appraiser who is independent from the credit decision process.