G_ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1

This transformation scheme generates a dataset having the structure of the cube [simple_tooltip content='ANCRDT_ENTTY_INSTRMNT_C; The level of granularity for the counterparty-instrument data is the ‘counterparty-instrument’ combination and each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) counterparty identifier; (d) contract identifier; (e) instrument identifier; and (f) counterparty role.



The counterparty-instrument data describes the role of all counterparties in each instrument.



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 or before which the instrument was registered in AnaCredit. If a change takes place, the records must be updated no later than the date of the monthly transmission of credit data that is relevant for the reporting reference date on or before which the change came into effect.']Counterparty-instrument data – ECB Collection[/simple_tooltip] but containing only debtors using the joint liability approach 1. Please note that the resulting dataset also contains the variables [simple_tooltip content='OTSTNDNG_NMNL_AMNT; Principal amount outstanding at the end of the reporting reference date, including unpaid past due interest but excluding accrued interest. The outstanding nominal amount must be reported net of write-offs and write-downs as determined by the relevant accounting practices.']Outstanding nominal amount[/simple_tooltip], [simple_tooltip content='CNTRPRTY_ID; An identifier applied by the reporting agent to uniquely identify each counterparty. Each counterparty must have one counterparty identifier. This value will not change over time and cannot be used as the counterparty identifier for any other counterparty.']Counterparty identifier[/simple_tooltip], [simple_tooltip content='JNT_LBLTY; For banks that dont consider a joint liability as a distinct counterparty, the present variable allows to identify the main counterparty, on the basis of which the joint liability is classified.']Joint liability[/simple_tooltip] and [simple_tooltip content='JNT_CNTRPRTY_PRCNTG; Percentage of the outstanding nominal amount for which each component of a joint liability is liable.']Joint counterparty percentage[/simple_tooltip] in order to reuse this information in the generation of the cube [simple_tooltip content='ANCRDT_JNT_LBLTS_C; The level of granularity for the joint liabilities data is the ‘counterparty-instrument’ combination. Each record is uniquely identified by the combination of the data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) counterparty identifier; (d) contract identifier; and (e) instrument identifier.



These data register the joint liability amount of the instrument that corresponds to each debtor that is jointly liable in relation to a single instrument.



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 on a monthly basis.']Joint liabilities data – ECB Collection[/simple_tooltip].

Scheme dependencies:

Transformation Scheme ID

G_ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1

Description

Generation of Counterparty-instrument data for joint liabilities approach 1

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

This transformation scheme generates a dataset having the structure of the cube Counterparty-instrument data – ECB Collection but containing only debtors using the joint liability approach 1. Please note that the resulting dataset also contains the variables Outstanding nominal amount, Counterparty identifier, Joint liability and Joint counterparty percentage in order to reuse this information in the generation of the cube Joint liabilities data – ECB Collection.

Scheme dependencies:

VTL Syntax

0 ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 := LN_AC;
1 TRNSCTNS_CNTRPRTS_SUB := TRNSCTNS_CNTRPRTS_E [filter (TYP_TRNSCTN = "1" and CNTRPRTY_RL = "1"), keep (TRNSCTN_ID as "INSTRMNT_UNQ_ID", CNTRPRTY_ID, JNT_LBLTY, JNT_LBLTY_AMNT)];
2 CNTRPRTS_SUB := TRNSCTNS_CNTRPRTS_SUB [keep (CNTRPRTY_ID)];
3 JNT_CNTRPRTS_TMP := JNT_CNTRPRTS [calc "T" as "CNNCTD"];
4 CNTRPRTY_SUB := [left CNTRPRTS_SUB as "A", JNT_CNTRPRTS_TMP as "B" on A.CNTRPRTY_ID = B.CNTRPRTY_ID] {keep (A.CNTRPRTY_ID, B.JNT_CNTRPRTY_CMPNNT, B.JNT_CNTRPRTY_PRCNTG, B.CNNCTD)};
5 SNGL_CNTRPRTS := CNTRPRTY_SUB [filter (isnull (CNNCTD))];
6 SNGL_CNTRPRTS := SNGL_CNTRPRTS [rename (CNTRPRTY_ID as "ENTTY_ID")];
7 MLTPL_CNTRPRTS := CNTRPRTY_SUB [filter (not isnull (CNNCTD))];
8 MLTPL_CNTRPRTS := MLTPL_CNTRPRTS [rename (JNT_CNTRPRTY_CMPNNT as "ENTTY_ID")];
9 CNTRPRTS_SUB := union (SNGL_CNTRPRTS, MLTPL_CNTRPRTS);
10 TRNSCTNS_CNTRPRTS_SUB := [left TRNSCTNS_CNTRPRTS_SUB as "A", CNTRPRTS_SUB as "B" on A.CNTRPRTY_ID = B.CNTRPRTY_ID] {keep (A.ALL_VARIABLES, B.JNT_CNTRPRTY_CMPNNT, B.JNT_CNTRPRTY_PRCNTG)};
11 ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 := [inner ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 as "A", TRNSCTNS_CNTRPRTS_SUB as "B" on A.INSTRMNT_UNQ_ID = B.INSTRMNT_UNQ_ID] {keep (B.ALL_VARIABLES, A.CNTRCT_ID, A.DT_RFRNC, A.INSTRMNT_ID, A.OBSRVD_AGNT_ID, A.OTSTNDNG_NMNL_AMNT)};
12 ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 := ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 [calc "2" as "ENTTY_RL"];
13 ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 := ANCRDT_ENTTY_INSTRMNT_DBTR_APPRCH1 [keep (CNTRCT_ID role Identifier, DT_RFRNC role Identifier, ENTTY_ID role Identifier, ENTTY_RL role Identifier, INSTRMNT_ID role Identifier, OBSRVD_AGNT_ID role Identifier, JNT_LBLTY role Measure, OTSTNDNG_NMNL_AMNT role Measure, CNTRPRTY_ID role Measure, JNT_CNTRPRTY_PRCNTG role Measure)];