G_ANCRDT_FNNCL_C

This transformation scheme generates the cube [simple_tooltip content='ANCRDT_FNNCL_C; The level of granularity for the financial data is the instrument. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) contract identifier and (d) instrument identifier.



The financial data describes the instruments financial development.



Any drawn amount of an instrument must be registered in the data attribute ‘outstanding nominal amount’. Any committed undrawn amount of an instrument must be registered in the data attribute ‘off-balance-sheet amount’.



The records must be reported on a monthly basis.
']Financial data – ECB Collection[/simple_tooltip].
Starting from a derivation of the enriched input layer for [simple_tooltip content='LN_E']Loan – Enriched[/simple_tooltip] we connect these instruments with related instances of the cube [simple_tooltip content='SCRTSTNS_OTHR_CRDT_TRNSFRS; It comprises information on securitisations, as defined in Article 4.1(61) of Regulation No 575/2013, and other sales of assets. It must be filled:

a. when the securitisation or the credit transfer originates from the institution and the transferred assets are recognised in its balance sheet; or

b. when the transferred assets are serviced by the institution, both in the case the securitisation or the credit transfer originates from the institution and in the case it originates from another entity.
']Securitisations and other credit transfers[/simple_tooltip] in order to add variables (i.e. [simple_tooltip content='TYP_RSK_TRNSFR; It defines the type of risk transfer.']Type of risk transfer[/simple_tooltip]) which are necessary for the derivation / generation of the variable [simple_tooltip content='TYP_SCRTSTN; Identification of the securitisation type, in accordance with Article 242(10) and (11) of Regulation (EU) No 575/2013.']Type of securitisation[/simple_tooltip]. After the enrichment of instruments with this information we generate the information required by AnaCredit by applying functions and finally reduce the variables of the dataset to match the variables of the cube [simple_tooltip content='ANCRDT_FNNCL_C; The level of granularity for the financial data is the instrument. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) contract identifier and (d) instrument identifier.



The financial data describes the instruments financial development.



Any drawn amount of an instrument must be registered in the data attribute ‘outstanding nominal amount’. Any committed undrawn amount of an instrument must be registered in the data attribute ‘off-balance-sheet amount’.



The records must be reported on a monthly basis.
']Financial data – ECB Collection[/simple_tooltip].

Scheme dependencies:

Transformation Scheme ID

G_ANCRDT_FNNCL_C

Description

Generation of the output cube “Financial data – ECB Collection (ANCRDT_FNNCL_C)”

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

This transformation scheme generates the cube Financial data – ECB Collection.
Starting from a derivation of the enriched input layer for Loan – Enriched we connect these instruments with related instances of the cube Securitisations and other credit transfers in order to add variables (i.e. Type of risk transfer) which are necessary for the derivation / generation of the variable Type of securitisation. After the enrichment of instruments with this information we generate the information required by AnaCredit by applying functions and finally reduce the variables of the dataset to match the variables of the cube Financial data – ECB Collection.

Scheme dependencies:

VTL Syntax

0 ANCRDT_FNNCL_C := LN_AC;
1 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [calc "F" as "IS_INTRGRP_SCTRY"];
2 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [calc "F" as "IS_SHRT_PSTN"];
3 SCRTSTNS_OTHR_CRDT_TRNSFRS_TMP := SCRTSTNS_OTHR_CRDT_TRNSFRS_E [keep (SCRTSTN_TRNSFR_ID, TYP_RSK_TRNSFR)];
4 ANCRDT_FNNCL_C := [left ANCRDT_FNNCL_C as "A", SCRTSTNS_OTHR_CRDT_TRNSFRS_TMP as "B" on A.SCRTSTN_TRNSFR_ID = B.SCRTSTN_TRNSFR_ID] {keep (A.ALL_VARIABLES, B.TYP_RSK_TRNSFR)};
5 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [calc (G_TYP_SCRTSTN1 (RLTNSHP_SCRTSTN_CRDT_TRNSFR, TYP_RSK_TRNSFR)) as "TYP_SCRTSTN"];
6 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [calc (G_TRNSFRRD_AMNT1 (PRCNTG_TRNSFRRD, OTSTNDNG_NMNL_AMNT)) as "TRNSFRRD_AMNT"];
7 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [calc (G_DFLT_STTS1 (APPRCH_CRDT_QLTY_STTS, CRDT_QLTY_STTS, IS_INTRGRP_SCRTY, IS_SHRT_PSTN)) as "DFLT_STTS_AC"];
8 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [calc (G_DT_DFLT_STTS1 (APPRCH_CRDT_QLTY_STTS, DT_DFLT_STTS)) as "DT_DFLT_STTS_AC"];
9 ANCRDT_FNNCL_C := ANCRDT_FNNCL_C [keep (ACCRD_INTRST, ANNLSD_AGRD_RT, ARRRS, CNTRCT_ID role Identifier, DFLT_STTS_AC as "DFLT_STTS", DT_DFLT_STTS_AC as "DT_DFLT_STTS", DT_NXT_INTRST_RT_RST, DT_PST_D, DT_RFRNC role Identifier, INSTRMNT_ID role Identifier, OBSRVD_AGNT_ID role Identifier, OFF_BLNC_SHT_AMNT, OTSTNDNG_NMNL_AMNT, TRNSFRRD_AMNT, TYP_SCRTSTN)];