G_ANCRDT_ENTTY

This transformation scheme generates the cube [simple_tooltip content='ANCRDT_ENTTY; The level of granularity for the counterparty reference data is the counterparty. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; and (b) counterparty identifier.



Each counterparty identifier must be unique for each counterparty reported by the same reporting agent and each counterparty must always be identified by the reporting agent using its unique counterparty identifier. This identifier must not be reused by the same reporting agent at any point in time to identify a different counterparty. NCBs may require reporting agents to use counterparty identifiers as specified by the relevant NCB.



The counterparties to be registered are all institutional units which are legal entities or form part of legal entities and are linked to instruments reported pursuant to Articles 4 and 5 or provide protection to secure such instruments. Specifically, the counterparties to be registered are: (a) creditors; (b) debtors; (c) protection providers; (d) originators; (e) servicers; (f) head offices of undertakings; (g) immediate parent undertakings and (h) ultimate parent undertakings. A single entity may be the counterparty in relation to several instruments or take different roles as a counterparty for the same instrument. However, each counterparty should only be registered once.



The information required for each type of counterparty is indicated in Annex III.



The counterparty data describes the characteristics of the counterparty.



In the case of natural persons being affiliated with instruments reported to AnaCredit, no record for the natural persons must be reported.



The records must be reported no later than the monthly transmission of credit data relevant for the reporting reference date on which the counterparty entered into a contract 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 which the change came into effect.
']Counterparty reference data[/simple_tooltip].
Starting from the enriched input layer [simple_tooltip content='CNTRPRTS_E']Counterparties – Enriched[/simple_tooltip] we add the variable [simple_tooltip content='DT_RFRNC; Date to which the information in the record is referred.']Reference date[/simple_tooltip] and apply functions in order to generate the correct values for the variables [simple_tooltip content='INSTTTNL_SCTR; Institutional sectors in accordance with Regulation (EU) No 549/2013, Regulation (EU) No 575/2013 and Regulation (EU) No 1075/2013 of the European Central Bank (ECB/2013/40)(1).']Institutional sector[/simple_tooltip] and [simple_tooltip content='ACCNTNG_FRMWK_SL']Accounting framework for solo reporting[/simple_tooltip]. Finally we reduce the variables of the dataset to match the variables of the cube [simple_tooltip content='ANCRDT_ENTTY; The level of granularity for the counterparty reference data is the counterparty. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; and (b) counterparty identifier.



Each counterparty identifier must be unique for each counterparty reported by the same reporting agent and each counterparty must always be identified by the reporting agent using its unique counterparty identifier. This identifier must not be reused by the same reporting agent at any point in time to identify a different counterparty. NCBs may require reporting agents to use counterparty identifiers as specified by the relevant NCB.



The counterparties to be registered are all institutional units which are legal entities or form part of legal entities and are linked to instruments reported pursuant to Articles 4 and 5 or provide protection to secure such instruments. Specifically, the counterparties to be registered are: (a) creditors; (b) debtors; (c) protection providers; (d) originators; (e) servicers; (f) head offices of undertakings; (g) immediate parent undertakings and (h) ultimate parent undertakings. A single entity may be the counterparty in relation to several instruments or take different roles as a counterparty for the same instrument. However, each counterparty should only be registered once.



The information required for each type of counterparty is indicated in Annex III.



The counterparty data describes the characteristics of the counterparty.



In the case of natural persons being affiliated with instruments reported to AnaCredit, no record for the natural persons must be reported.



The records must be reported no later than the monthly transmission of credit data relevant for the reporting reference date on which the counterparty entered into a contract 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 which the change came into effect.
']Counterparty reference data[/simple_tooltip].

Scheme dependencies:

Transformation Scheme ID

G_ANCRDT_ENTTY

Description

Generation of the output cube “Counterparty reference data (ANCRDT_ENTTY)”

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

This transformation scheme generates the cube Counterparty reference data.
Starting from the enriched input layer Counterparties – Enriched we add the variable Reference date and apply functions in order to generate the correct values for the variables Institutional sector and Accounting framework for solo reporting. Finally we reduce the variables of the dataset to match the variables of the cube Counterparty reference data.

Scheme dependencies:

VTL Syntax

0 ANCRDT_ENTTY := CNTRPRTS_E [calc (G_ACCNTNG_FRMWK_SL (CNTRPRTY_ID, CNSTNT_INSTTTN_ID, CNSTNT_ACCNTNG_FRMWK_SL)) as "ACCNTNG_FRMWK_SL"];
1 ANCRDT_ENTTY := ANCRDT_ENTTY [calc (G_INSTTTNL_SCTR (INSTTTNL_SCTR)) as "INSTTTNL_SCTR_AC"];
2 ANCRDT_ENTTY := ANCRDT_ENTTY [calc CNSTNT_DT_RFRNC as "DT_RFRNC"];
3 ANCRDT_ENTTY := ANCRDT_ENTTY [keep (ACCNTNG_FRMWK_SL, ANNL_TRNVR, BLNC_SHT_TTL, CNTRY, CTY, DT_ENTRPRS_SZ, DT_INTTN_LGL_PRCDNGS, DT_RFRNC role Identifier, ECNMC_ACTVTY, ENTRPRS_SZ, CNTRPRTY_ID as "ENTTY_ID" role Identifier, NTLNL_ID as "ENTTY_NTNL_ID", HD_OFFC_UNDRT_ID, IMMDT_PRNT_UNDRT_ID, INSTTTNL_SCTR_AC as "INSTTTNL_SCTR", LEI, LGL_FRM, LGL_PRCDNG_STTS, NM_ENTTY, NMBR_EMPLYS, PSTL_CD, STRT, TRRTRL_UNT, ULTMT_PRNT_UNDRT_ID)];