The level of granularity for the instrument 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.
Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent. Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract.
The instrument data registers any instrument that exists under a contract between the observed agent and the counterparties, including all instruments between institutional units within the same legal entity.
The instrument data describes the features of the instrument, which rarely change over time.
The records must be reported no later than the monthly transmission of credit data relevant for the reporting reference date on which the instrument is 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 or before which the change came into effect.
Generated by transformation
Cube Structure Items
- Regulation (EU) No 2016/867 on the collection of granular credit and credit risk data (ECB/2016/13) Annex I, Template 1, 2. Instrument data