G_ANCRDT_PRTCTN_RCVD_C

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



Reporting agents should report any protection received as security for the repayment of any instrument(s) reported in the instrument data regardless of the protections eligibility for credit risk mitigation in accordance with Regulation (EU) No 575/2013.



These data describe the protection received.



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 protection was received as security for the repayment of any instrument reported in AnaCredit. If a change takes place, the records must be updated no later than the quarterly transmission of credit data relevant for the reporting reference date on or before which the change came into effect.
']Protection received data – ECB Collection[/simple_tooltip].
Starting from a derivation of the enriched input layer [simple_tooltip content='PRTCTN_RCVD_E']Protection received – Enriched[/simple_tooltip] (containing all protections not related to real estate) and real estate procections (in the cubes [simple_tooltip content='RL_ESTT_CLM_E']Real estate claim – Enriched[/simple_tooltip], [simple_tooltip content='RL_ESTT_PRTCTN_CLM_E']Real estate protection-Real estate claim – Enriched[/simple_tooltip], [simple_tooltip content='RL_ESTT_PRTCTN_E']Real estate protection – 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 [simple_tooltip content='OBSRVD_AGNT_ID; Counterparty identifier for the observed agent.']Observed agent identifier [/simple_tooltip].
Please note that protections not related to real estates are handled differently to protections related to real estate due to the different level of detail. For protections related to real estate the [simple_tooltip content='DT_MTRTY_PRTCTN; The contractual maturity date of the protection, which is the earliest date at which the protection may terminate or be terminated, taking into account any agreements amending initial contracts.']Maturity date of the protection[/simple_tooltip] is the minimum of all [simple_tooltip content='DT_MTRTY_PRTCTN; The contractual maturity date of the protection, which is the earliest date at which the protection may terminate or be terminated, taking into account any agreements amending initial contracts.']Maturity date of the protection[/simple_tooltip] of all underlying claims.
Finally we reduce the structure to match the cube structure of [simple_tooltip content='ANCRDT_PRTCTN_RCVD_C; The level of granularity for the protection received data is the protection received. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; and (c) protection identifier.



Reporting agents should report any protection received as security for the repayment of any instrument(s) reported in the instrument data regardless of the protections eligibility for credit risk mitigation in accordance with Regulation (EU) No 575/2013.



These data describe the protection received.



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 protection was received as security for the repayment of any instrument reported in AnaCredit. If a change takes place, the records must be updated no later than the quarterly transmission of credit data relevant for the reporting reference date on or before which the change came into effect.
']Protection received data – ECB Collection[/simple_tooltip] and the generated cash reserve.

Scheme dependencies:

Transformation Scheme ID

G_ANCRDT_PRTCTN_RCVD_C

Description

Generation of the output cube ‘Protection received data – ECB Collection (ANCRDT_PRTCTN_RCVD_C)’

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

This transformation scheme generates the cube Protection received data – ECB Collection.
Starting from a derivation of the enriched input layer Protection received – Enriched (containing all protections not related to real estate) and real estate procections (in the cubes Real estate claim – Enriched, Real estate protection-Real estate claim – Enriched, Real estate protection – Enriched we add the variable Reference date and Observed agent identifier .
Please note that protections not related to real estates are handled differently to protections related to real estate due to the different level of detail. For protections related to real estate the Maturity date of the protection is the minimum of all Maturity date of the protection of all underlying claims.
Finally we reduce the structure to match the cube structure of Protection received data – ECB Collection and the generated cash reserve.

Scheme dependencies:

VTL Syntax

0 PRTCTNS_OTHR := PRTCTN_RCVD_AC [keep (PRTCTN_VLTN_DT as "DT_PRTCTN_VL" role Measure, PRTCTN_ID role Identifier, PRTCTN_PRVDR_ID role Measure, PRTCTN_VL role Measure, PRTCTN_VLTN_APPRCH role Measure, RL_ESTT_CLLTRL_LCTN role Measure, TYP_PRTCTN role Measure, TYP_PRTCTN_VL role Measure, ORGNL_PRTCTN_VL role Measure, DT_ORGNL_PRTCTN_VL role Measure, DT_MTRTY_PRTCTN role Measure)];
1 DT_MTRTY_PR_PRTCTN := min (RL_ESTT_PRTCTN_CNTNT.DT_MTRTY_PRTCTN) group by (PRTCTN_ITM_ID);
2 PRTCTNS_RL_ESTT := RL_ESTT_PRTCTN_RCVD_AC [keep (PRTCTN_VLTN_DT as "DT_PRTCTN_VL" role Measure, PRTCTN_ITM_ID as "PRTCTN_ID" role Measure, PRTCTN_PRVDR_ID role Measure, PRTCTN_VL role Measure, PRTCTN_VLTN_APPRCH role Measure, RL_ESTT_CLLTRL_LCTN role Measure, TYP_PRTCTN role Measure, TYP_PRTCTN_VL role Measure, ORGNL_PRTCTN_VL role Measure, DT_ORGNL_PRTCTN_VL role Measure)];
3 PRTCTNS_RL_ESTT := [inner PRTCTNS_RL_ESTT as "A", DT_MTRTY_PR_PRTCTN as "B" on A.PRTCTN_ID = B.PRTCTN_ITM_ID] {keep (A.DT_PRTCTN_VL, A.PRTCTN_ID, A.PRTCTN_PRVDR_ID, A.PRTCTN_VL, A.PRTCTN_VLTN_APPRCH, A.RL_ESTT_CLLTRL_LCTN, A.TYP_PRTCTN, A.TYP_PRTCTN_VL, A.ORGNL_PRTCTN_VL, A.DT_ORGNL_PRTCTN_VL, B.DT_MTRTY_PRTCTN)};
4 ANCRDT_PRTCTN_RCVD_C := union (PRTCTNS_RL_ESTT, PRTCTNS_OTHR);
5 ANCRDT_PRTCTN_RCVD_C := ANCRDT_PRTCTN_RCVD_C [calc CNSTNT_DT_RFRNC as "DT_RFRNC" role Identifier];
6 ANCRDT_PRTCTN_RCVD_C := ANCRDT_PRTCTN_RCVD_C [calc (G_OBSRVD_AGNT_ID1 (CNSTNT_FRM_RFRNC, INSTTTN_ID, OBSRVD_AGNT_INTRNL_ID)) as "OBSRVD_AGNT_ID" role Identifier];
7 ANCRDT_PRTCTN_RCVD_C := union (ANCRDT_PRTCTN_RCVD_C, CSH_RSRV_FCTRNG_ANCRDT_PRTCTN_RCVD_C);