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].
[simple_tooltip content='This transformation scheme creates a dataset (LN_AC) that contains loans and Positive current accounts. Additionally the variables
Observed agent identifier and
Reference date are added to this dataset.']
G_PRP_LNS[/simple_tooltip]
[simple_tooltip content='In many cases we encounter the situation that we need to transfer information from a credit facility to a related instrument. In case such an instrument is connected to more than one credit facility we need to take into account the credit facility with the lowest value in the variable
Inception date. The following transformation scheme provide a dataset having the variables of the cubes
Credit facilities-Instruments and
Credit facilities but containing only those instances, where the credit facility represents the one with the lowest value in the variable
Inception date (for each
Instrument unique identifier).']
G_CRDT_FCLTS_INSTRMNTS_CRDT_FCLTS[/simple_tooltip]
[simple_tooltip content='This transformation rule creates the credit facilities for the enriched input layer. ']
T_CRDT_FCLTS_E[/simple_tooltip]
[simple_tooltip content='This transformation rule creates the credit facilities instruments for the enriched input layer. ']
T_CRDT_FCLTS_INSTRMNTS_E[/simple_tooltip]
[simple_tooltip content='This transformation rule creates the positive current account for the enriched input layer. ']
T_PSTV_CRRNT_ACCNT_E[/simple_tooltip]
[simple_tooltip content='This transformation rule creates the loans for the enriched input layer. ']
T_LN_E[/simple_tooltip]
[simple_tooltip content='Creates a single dataset comprising all cubes within the "Loans" entity']
T_UNN_LN[/simple_tooltip]
[simple_tooltip content='Where, for
Transferable deposits:-
Connected factoring operation identifier is by default null-
Is credit line other than revolving credit is by default Not applicable (0)-
End date of the interest-only period is by default null-
Project finance loan is by default Non-project finance loan (2)- if
Is debt financing is TRUE (T), then
Purpose is Debt financing (5)else Purposes other than real estate purchase, margin lending, debt financing, imports, exports, construction investment, working capital facility (11)-
Repayment rights is by default On demand or short notice (1)-
Is revolving loan is by default Not applicable (0)-
Subordinated debt is by default Non-subordinated debt (2)-
Syndicated contract identifier is by default null-
Type of amortisation is by default Amortisation types other than French, German, Fixed amortisation schedule or bullet (5)-
Type of instrument isTransferable deposits (1025)']
D_IMPLCT_TRNSFRBL_DPSTS[/simple_tooltip]
[simple_tooltip content='This transformation rule creates the transaction counterpartiesfor the enriched input layer. ']
T_TRNSCTNS_CNTRPRTS_E[/simple_tooltip]