AnaCredit GLO Logical Data Model per Bank

Card of model AnaCredit GLO per bank LDM

Name

AnaCredit GLO per bank LDM

Code

DNB_STAT_ANACREDIT_GLO

Comment

AnaCredit GLO per bank LDM is the interface model for the reporting agents, to be used for the delivery of granular credit and credit risk data.
All parties are free to use DNB's AnaCredit logical data model.

Author

A.J. Bos

Version

2.1


Release Notes of AnaCredit GLO per bank LDM

Version 2.1

Renamed business rule 'financial data omc0029 default status "Non-applicable"' to 'financial data omc0029 default status of the instrument "Non-applicable"'. Also updated the server expression. Both now includes the full name of the attribute they are applicable to.

 

Renamed business rule 'financial data omc0057 next interest reset date no earlier than inception date' to 'financial data omc0057 next interest rate reset date no earlier than inception date'. Also updated the server expression. Both now includes the full name of the attribute they are applicable to.

 

Renamed business rule 'financial data omc0061 next interest reset date no earlier than settlement date' to 'financial data omc0061 next interest rate reset date no earlier than settlement date'. Also updated the server expression. Both now includes the full name of the attribute they are applicable to.

 

Renamed business rule 'financial data tpc0014 next interest reset date no earlier than reporting reference date' to 'financial data tpc0014 next interest rate reset date no earlier than reporting reference date'. It now includes the full name of the attribute it is applicable to.

 

Renamed business rule 'drawn instrument omc0081 transfered amount vs outstanding nominal amount' to 'drawn instrument omc0081 transferred amount vs outstanding nominal amount'. The word transferred is now spelled with two consecutive letters 'r'

 

Renamed business rule 'financial data omc0124 date of default status of the instrument non-applicable intra-company loan' to 'financial data omc0124 date of the default status of the instrument non-applicable intra-company loan'. It now includes the full name of the attribute it is applicable to.

 

Renamed business rule 'part of legal entity spc0004 foreign branch' to 'part of legal entity spc0004 foreign branch in reporting member state indicator'. It now includes the full name of the attribute it is applicable to.

 

Removed domains 'basis point' and 'basis point with exclusions'. These domains are no longer in use. This is a result of change 313 in this list.

 

Updated the exception list of domain 'euro amount (positive and negative) with exclusions'. from "Non-applicable" to "Unknown or Non-applicable". It now also has value "Unknown" as a valid value. This impacts the attribute types

  • 'recognised instrument'.'accumulated changes in fair value due to credit risk'

  • 'financial data'.'accrued interest'.

 

Updated the code of domain 'euro amount (positive and negative) with exclusions' from 'mntry_all_2d_na' to 'mntry_all_2d_una' to reflect that either Non-applicable or Unknown are also valid values.

 

Updated the exception list of domain 'euro amount (non-negative) with exclusions' from "Non-applicable' to "Unknown or Non-applicable". It now also has the value "Unknown" as a valid value. This impacts the attribute type

  • 'impaired instrument'.'accumulated impairment amount'

  • 'instrument'.'commitment amount at inception'

  • 'accounting data'.'cumulative recoveries since default'

  • 'recognised instrument'.'provisions associated with off-balance sheet exposures'

 

Updated the code of domain 'euro amount (non-negative) with exclusions' from 'mntry_nn_ngtv_2d_na' to 'mntry_nn_ngtv_2d_una' to reflect that either Non-applicable or Unknown are also valid values.

 

Changed the name of domain 'euro amount (positive and negative)' to 'euro amount (positive and negative) with unknown'. Updated the code from 'mntry_all_2d' to 'mntry_all_2d_unk'. This reflects that the value "Unknown" is also valid value for attribute types of this domain.

 

Changed the exception list of domain 'euro amount (positive and negative) with unknown' from "No exception allowed" to "Unknown" as a valid value. This impacts the attribute types:

  • 'foreign legal entity in reporting member state'.'annual turnover'

  • 'recognised instrument'.'accumulated write-offs'

  • 'recognised instrument'.'carrying amount'

 

Changed the name of domain 'euro amount (non-negative)' to 'euro amount (non-negative) with unknown'. Updated the code from 'mntry_nn_ngtv_2d' to 'mntry_nn_ngtv_2d_unk'. This reflects that the value "Unknown" is also a valid value for attribute types of this domain.

 

Changed the exception list of domain 'euro amount (non-negative) with unknown' from "No exception allowed" to "Unknown". This impacts the attribute type

  • 'foreign legal entity in reporting member state'.'balance sheet total'

  • 'deteriorated credit risk instrument'.'fair value changes due to changes in credit risk before purchase'

  • 'joint liability'.'joint liability amount'

  • 'revolving credit other than overdrafts and credit card debt instrument'.'off-balance sheet amount'

  • 'credit card debt instrument'.'off-balance sheet amount'

  • 'other loans instrument'.'off-balance sheet amount'

  • 'current account instrument with credit limit'.'off-balance sheet amount'

  • 'credit lines other than revolving credit instrument'.'off-balance sheet amount'

  • 'protection received'.'original protection value'

  • 'financial data'.'outstanding nominal amount'

  • 'instrument-protection received data'.'protection allocated value'

  • 'protection received'.'protection value'

  • 'instrument-protection received data'.'third party priority claims against the protection'

  • 'drawn instrument'.'transferred amount'

  • 'instrument past due'.'arrears for the instrument'

 

Changed the name of domain 'code 20' to 'code 20 with unknown'. Updated the code from 'code_20' to 'code_20_unk'. This reflects that the value "Unknown" is also a valid value for attribute types of this domain.

 

Changed the exception list of domain 'code 20 with unknown' from "No exception allowed" to "Unknown". This impacts the attribute type

  • 'address'.'postal code'

  • 'foreign counterparty'.'address postal code'.

 

Changed the name of domain 'date' to 'date with unknown'. Updated the code from 'dt_fll' to 'dt_fll_unk'. This reflects that the value "Unknown" is also a valid value for attribute types of this domain.

 

Changed the exception list of domain 'date with unknown' from "No exception allowed", to "Unknown". This impacts the attribute type

  • 'instrument'.'inception date of the instrument'

  • 'instrument'.'settlement'

  • 'protection received'.'date of protection value'

  • 'protection received'.'date of original protection value'

  • 'foreign legal entity in reporting member state'.'date of enterprise size'

  • 'interest-only instrument'.'end date of interest-only period'

  • 'accounting data'.'date of the performing status of the instrument'

  • 'accounting data'.'date of the forbearance and renegotiation status'

  • 'contract'.'inception date'

  • 'instrument past due'.'date of past due for the instrument'

  • 'drawn instrument'.'settlement date'

 

Added a description to the domain 'medium sized string' to indicate where it is used.

 

Created a new domain 'medium sized string with unknown'. This is a copy of the domain 'medium sized string', with the extra possibility to report the value "Unknown".

 

Changed the domain of the attribute types below from 'medium sized string' to 'medium sized string with unknown' to facilitate the reporting of the value "Unknown" as a dummy value.

This impacts the attribute type

  • 'foreign counterparty'.'address city / town / village'

  • 'foreign counterparty'.'address street'

  • 'address'.'city / town / village'

  • 'address'.'street'

 

Updated the domain 'date with exclusions' to indicate that next to the value "Non-applicable", the value "Unknown" is also valid as an exception value. The description and the exception list now both indicate this. The code of the domain is updated from 'dt_fl_na' to 'dt_fl_una'.

This impacts the attribute type

  • 'instrument'.'legal final maturity date'

  • 'foreign legal entity'.'date of initiation of legal proceedings'

  • 'debtor default data'.'date of the default status of the counterparty'

  • 'protection received'.'maturity date of the protection'

  • 'financial data'.'date of the default status of the instrument'

  • 'financial data'.'next interest rate reset date'

  • 'protection provider default data'.'date of the default status of the counterparty'

 

Updated the domain 'real number (positive or negative) with exclusions' to indicate that next to the value "Non-applicable", the value "Unknown" is also valid as an exception value. The description and the exception list now both indicate this. The code of the domain is updated from 'rl_all_6d_na' to 'rl_all_6d_una'.

This impacts the attribute type

  • 'non-fixed interest instrument'.'interest rate cap'

  • 'non-fixed interest instrument'.'interest rate floor'

  • 'financial data'.'interest rate'

 

Updated the domain 'real number (positive or negative)' to indicate that the exception value "Unknown" can be used as a valid value. The description and the exception list now both indicate this. The code of the domain is updated from 'rl_all_6d' to 'rl_all_6d_unk'.

This impacts the attribute type

  • 'non-fixed interest instrument'.'interest rate spread/margin'

 

Updated the domain 'string with strictly 20 characters' to 'string with strictly 20 characters with unknown', to indicate that the exception value "Unknown" can be used as a valid value. The description and the exception list now both indicate this. The code of the domain is updated from 'strng_pttrn_lei' to 'strng_pttrn_lei_unk'.

This impacts the attribute type

  • 'counterparty'.'legal entity identifier'

 

Added a description to the domain large sized string' to indicate where it is used.

 

Created a new domain 'large sized string with unknown'. This is a copy of the domain 'large sized string', with the extra possibility to report the value "Unknown".

 

Changed the domain of the attribute types below from 'large sized string' to 'large sized string with unknown' to facilitate the reporting of the value "Unknown" as a dummy value.

This impacts the attribute type

  • 'foreign counterparty'.'name'

 

Updated the domain 'national identifier domain with exclusions' to indicate that the next to the exception value "Non-applicable", the exception value "Unknown" can be used as a valid value. The description and the exception list now both indicate this.. The code of the domain is updated from 'national_identifier_domain_na' to 'national_identifier_domain_una'.

This impacts the attribute type

  • 'counterparty'.'national identifier'

 

Updated the domain 'real number (non-negative) with exclusions' to indicate that next to the value "Non-applicable", the value "Unknown" is also valid as an exception value. The description and the exception list now both indicate this. The code of the domain is updated from 'rl_nn_ngtv_2d_na' to 'rl_nn_ngtv_2d_una'.

This impacts the attribute type

  • 'foreign legal entity in reporting member state'.'number of employees'.

 

Changed the name of the domain 'real number from 0 to 1 with 6 decimals' to 'real number from 0 to 1 with 6 decimals with unknown'. Updated the domain to indicate that the value "Unknown" is also a valid exception value. The description and the exception list now both indicate this. The code of the domain is updated from 'rl_0to1_6d' to 'rl_0to1_6d_unk'.

This impacts the attribute type

  • 'protection provider risk data'.'probability of default'

  • 'debtor risk data'.'probability of default'

 

Created a new domain 'identifier domain with unknown'. This is a copy of the domain 'identifier domain', with the extra possibility to report the value "Unknown".

 

Changed the domain of attribute type below to 'identifier domain with unknown' to facilitate the reporting of the value "Unknown" as a dummy value.

This impacts the attribute type

  • 'syndicated leader contract'.'syndicated contract identifier'

  • 'syndicated contract member'.'syndicated contract identifier'

 

Renamed business rule 'accounting data omc0100 amount of provisions associated to off-balance sheet exposures cannot be higher than off-balance sheet amount' to 'recognised instrument omc0100 amount of provisions associated to off-balance sheet exposures cannot be higher than off-balance sheet amount'. Updated the server expression to point to 'recognised instrument' instead of to 'accounting data'.

This undoes the "also changed" part of change 333.

 

Updated the server expression of business rule 'financial data omc0096 securitized instrument indicator'. The off-balance sheet amounts are now checked within a extra level of parentheses.

 

Renamed business rule 'recognised instrument dmc0002 accumulated changes in fair value due to credit risk mandatory or non-applicable or unknown' from 'recognized instrument dmc0002 mandatory accumulated changes in fair value due to credit risk' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'impaired instrument dmc0003 accumulated impairment amount mandatory or non-applicable or unknown' from 'impaired instrument dmc0003 mandatory accumulated impairment amount' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'financial data dmc0004 interest rate mandatory or non-applicable or unknown' from 'financial data dmc0004 mandatory interest rate' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'instrument dmc0005 legal final maturity date mandatory or non-applicable or unknown' from 'instrument dmc0005 mandatory legal final maturity date' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'protection received dmc0006 maturity date of the protection mandatory or non-applicable or unknown' from 'protection received dmc0006 mandatory maturity date of the protection' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'financial data dmc0007 next interest rate reset date mandatory or non-applicable or unknown' from 'financial data dmc0007 mandatory next interest rate reset date' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'foreign legal entity dmc0008 date of initiation of legal proceedings mandatory or non-applicable or unknown' from 'foreign legal entity dmc0008 mandatory date of initiation of legal proceedings' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'accounting data dmc0009 cumulative recoveries since default mandatory or non-applicable or unknown' from 'accounting data dmc0009 mandatory cumulative recoveries since default' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'recognised instrument dmc0010 provisions associated with off-balance sheet exposures mandatory or non-applicable or unknown' from 'recognized instrument dmc0010 mandatory provisions associated with off-balance sheet exposures' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'financial data dmc0011 accrued interest mandatory or non-applicable or unknown' from 'financial data dmc0011 mandatory accrued interest' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'non-fixed interest instrument dmc0012 interest rate cap mandatory or non-applicable or unknown' from 'non-fixed interest instrument dmc0012 mandatory interest rate cap' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Renamed business rule 'non-fixed interest instrument dmc0013 interest rate floor mandatory or non-applicable or unknown' from 'non-fixed interest instrument dmc0013 mandatory interest rate floor' to match the updated requirements on reporting exclusion values. Also updated the description and the server expression.

 

Added business rule 'contract dmc0014 inception date mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'instrument dmc0015 inception date of the instrument mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'instrument dmc0016 commitment amount at inception mandatory or non-applicable or unknown to aid in the understanding of the validation report.

 

Added business rule 'address dmc0017 street mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'address dmc0018 city / town / village mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'address dmc0019 postal code mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'protection received dmc0020 protection value mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'protection received dmc0021 date of protection value mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'protection received dmc0022 original protection value mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'protection received dmc0023 date of original protection value mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'instrument-protection received data dmc0024 protection allocated value mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'instrument-protection received data dmc0025 third party priority claims against the protection mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'joint liability dmc0026 joint liability amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'accounting data dmc0027 date of the performing status of the instrument mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'accounting data dmc0028 date of the forbearance and renegotiation status mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'syndicated leader contract dmc0029 syndicated contract identifier mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'deteriorated credit risk instrument dmc0030 fair value changes due to changes in credit risk before purchase mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'interest-only instrument dmc0031 end date of interest-only period mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'financial data dmc0032 date of the default status of the instrument mandatory or non-applicable or unknown to aid in the understanding of the validation report.

 

Added business rule 'financial data dmc0033 outstanding nominal amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'protection provider default data dmc0034 date of the default status of the counterparty mandatory or non-applicable or unknown to aid in the understanding of the validation report.

 

Added business rule 'foreign counterparty dmc0035 name mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'foreign counterparty dmc0036 address street mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'foreign counterparty dmc0037 address city / town / village mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'foreign counterparty dmc0038 address postal code mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'syndicated contract member dmc0039 syndicated contract identifier mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'debtor default data dmc0040 date of the default status of the counterparty mandatory or non-applicable or unknown to aid in the understanding of the validation report.

 

Added business rule 'recognised instrument dmc0041 accumulated write-offs mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'recognised instrument dmc0042 carrying amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'credit card debt instrument dmc0043 off-balance sheet amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'revolving credit other than overdrafts and credit card debt instrument dmc0044 off-balance sheet amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'credit lines other than revolving credit instrument dmc0045 off-balance sheet amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'current account instrument with credit limit dmc0046 off-balance sheet amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'instrument past due dmc0047 arrears for the instrument mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'instrument past due dmc0048 date of past due for the instrument mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'drawn instrument dmc0049 settlement date mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'drawn instrument dmc0050 transferred amount mandatory or unknown to aid in the understanding of the validation report.

 

Added business rule 'non-fixed interest instrument dmc0051 interest rate spread/margin mandatory or unknown to aid in the understanding of the validation report.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'accounting data omc0067 date of the performing status of the instrument is at least inception date'

  • 'accounting data omc0068 date of the forbearance and renegotiation status is at least inception date'

  • 'accounting data omc0070 balance sheet recognition'

  • 'accounting data omc0082 date of the forbearance and renegotiation status vs fiduciary instrument'

  • 'accounting data omc0083 date of the forbearance and renegotiation status vs project finance loan'

  • 'accounting data omc0084 date of the forbearance and renegotiation status vs purpose'

  • 'accounting data omc0085 date of the forbearance and renegotiation status vs recourse'

  • 'accounting data omc0086 date of the forbearance and renegotiation status vs repayment rights'

  • 'accounting data tpc0018 date of the performing status of the instrument is at least reporting reference date'

  • 'accounting data tpc0019 date of the forbearance and renegotiation status is at least reporting reference date'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'recognised instrument omc0100 amount of provisions associated to off-balance sheet exposures cannot be higher than off-balance sheet amount'

 

Added a server expression to business rule 'address omc0036 NUTS 3 region mandatory'. It is not triggered when nuts 3 region unknown is reported.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'contract etc0040 inception date cannot change over time'

  • 'contract tpc0013 inception date no later than reporting reference date'

 

Renamed business rule 'counterparty omc0098 national identifier "Not required"' to 'counterparty omc0098 national identifier "Non-applicable"'. Also updated the the server expression and description to indicate that DNB now wants "Non-applicable" instead of "Not Required". This is now in line with the requirements of the ECB.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'debtor default data etc0006 date of the default status of the counterparty vs default status of the counterparty'

  • 'debtor default data tpc0024 date of the default status of the counterparty at most reporting reference date'

  • 'debtor default data tpc0027 debtor not in default'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'debtor omc0022 at least one recognized instrument needed for default data'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'deteriorated credit risk instrument etc0013 fair value changes due to changes in credit risk before purchase cannot change over time'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'drawn instrument etc0041 settlement date cannot change over time'

  • 'drawn instrument omc0023 settlement date no earlier than inception date'

  • 'drawn instrument omc0081 transferred amount vs outstanding nominal amount'

  • 'drawn instrument tpc0042 settlement date no later than reporting reference date'

 

Updated the lay-out of business rule 'Dutch counterparty legal entity omc0043 Dutch legal entity is Dutch counterparty' to make it easier to parse correctly.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'financial data etc0003 date of the default status of the instrument'

  • 'financial data omc0057 next interest rate reset date no earlier than inception date'

  • 'financial data omc0058 date of the default status of the instrument no earlier than inception date'

  • 'financial data omc0061 next interest rate reset date no earlier than settlement date'

  • 'financial data omc0066 outstanding nominal amount is at least joint liability amount'

  • 'financial data omc0079 accumulated write-off/off-balance sheet amount vs outstanding nominal amount'

  • 'financial data tpc0014 next interest rate reset date no earlier than reporting reference date'

  • 'financial data tpc0015 date of the default status of the instrument no earlier than reporting reference date'

 

Attached business rule 'foreign branch protection provider debtor omc0019 head office undertaking' to attribute 'head office undertaking' of entity type 'foreign branch protection provider'. It mistakenly was only attached to the LDM itself.

 

Updated the lay-out of business rule 'foreign counterparty omc0012 mandatory economic activity' to make it easier to parse correctly.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'foreign legal entity in reporting member state etc0009 date of enterprise size vs enterprise size'

  • 'foreign legal entity in reporting member state tpc0020 date of enterprise size earlier than reporting reference date'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'foreign legal entity tpc0021 date of initiation of legal proceedings earlier than reporting reference date'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'instrument etc0012 commitment amount at inception cannot change over time'

  • 'instrument omc0049 legal final maturity date no earlier than settlement date'

  • 'instrument omc0050 legal final maturity date no earlier than end date of interest-only period'

  • 'instrument omc0052 legal final maturity date no earlier than next interest reset date'

  • 'instrument omc0126 commitment amount at inception cannot be non-applicable'

 

Updated the lay-out of business rule 'instrument omc0014 purpose must be other purpose' to make it easier to parse correctly.

 

Updated the lay-out of business rule 'instrument omc0015 repayment rights on demand or short notice' to make it easier to parse correctly.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'instrument past due omc0059 date of past due for the instrument no earlier than inception date'

  • 'instrument past due tpc0016 date of past due for the instrument no earlier than reporting reference date'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'interest-only instrument omc0048 end date of interest-only period no earlier than inception date'

  • 'interest-only instrument omc0062 end date of interest-only period no earlier than settlement date'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'protection provider default data etc0007 date of the default status of the counterparty vs default status of the counterparty'

  • 'protection provider default data tpc0025 date of the default status of the counterparty at most reporting reference date'

 

Updated the lay-out of business rule 'protection provider default data tpc0028 protection provider not in default' to make it easier to parse correctly.

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'protection received etc0010 date of protection value over time'

  • 'protection received etc0014 type of protection cannot change over time'

  • 'protection received etc0015 original protection value cannot change over time'

  • 'protection received etc0016 date of original protection value cannot change over time'

  • 'protection received omc0013 sum of allocated protection values shall not exceed the protection value'

  • 'protection received omc0078 maturity date of the protection at least inception date'

  • 'protection received tpc0007 immovable property indicator*'

  • 'protection received tpc0026 date of protection value at least reporting reference date'

  • 'protection received tpc0043 date of original protection value cannot be later than date of protection value'

 

Updated server expression of these business rules to handle the reporting of "Unknown":

  • 'recognised instrument omc0125 accounting classification of instruments conforms to accounting standard of reporting agent'

  • 'recognised instrument spc0022 impairment assessment method'

 

Version 2.0.4

Updated the description of business rule 'counterparty omc0098 national identifier "Not required"'. The description is more generic, in that it only mentions the concept of "Not Applicable", instead of specific identifier names.

Also added a server expression.

 

Updated description and server expression of business rule 'foreign counterparty spc0005 national identifier type other'. Both are now more generically worded, so updates in the list of "other" national identifier types will not require an LDM update.

 

Removed business rule 'financial data tpc0045 accrued interest non-applicable only if interest rate non-applicable'. It implemented the inverse of business rule 'financial data tpc0044 accrued interest non-applicable only if interest rate non-applicable'. That functionality has now been incorporated in tpc0044.

 

Updated the definition of entity type 'observed agent delivery'. It previously was the definition of 'reporting agent delivery'. This is now fixed.

 

Updated the server expression of business rule 'instrument omc0126 commitment amount at inception cannot be non-applicable'. It now conforms to ECB validation CN0945. Changed an "="-sign to a "<>"-sign.

 

Updated the server expression of business rule 'contract etc0040 inception date cannot change over time'. It now refers to the attribute type 'inception date' of entity type 'contract'. Previously, it referred to entity type 'instrument'. Thanks to ABN-AMRO for spotting this.

This has no impact on the way the business rule is working at DNB.

 

Updated the description of business rule 'counterparty omc0098 national identifier "Not required"'. It now mentions "Not applicable". Previously it mentioned "Non-applicable".

 

Updated the server expression of business rule 'counterparty omc0037 national identifier or lei'. It now depicts the fact that the national identifier is only optional for foreign counterparties, if the legal entity identifier is provided. Thanks to ABN-AMRO for spotting this.

This has no impact on the way the business rule is working at DNB.

 

Version 2.0.3

Updated the server expression of business rule 'instrument omc0015 repayment rights on demand or short notice'. It now refers to the correct attribute type in the correct entity type. Thanks to MUFG for bringing this to our attention. This has no impact on the implementation of the validation at DNB.

 

Updated the comment of business rule 'instrument omc0049 legal final maturity date no earlier than settlement date'. The ECB Validation Identifier is now correctly shown as CN0040. It was CN0050.

 

Fixed a typo in the name of business rule 'protection provider default data tpc0025 date of the default satus of the counterparty at most reporting reference date'. Changed the word "satus" to "status". The correct name is now 'protection provider default data tpc0025 date of the default status of the counterparty at most reporting reference date'

 

Business rule 'reporting reference date dmc0001 last day of the month' is now only checked against the attribute type 'reporting reference date' of entity type 'delivery'. Previously, it was checked against all instances of the attribute type 'reporting reference date'. And since this attribute type is directly or indirectly the foreign key of all other instances of 'reporting reference date', the check is still the same.

 

Fixed a typo in the name of business rule 'reporting agent omc0032 reporting agent identifer must match dnbmetadata.xml'. Changed the word "identifer" to "identifier". The correct name is now 'reporting agent omc0032 reporting agent identifier must match dnbmetadata.xml'

 

Added business rule 'drawn instrument tpc0042 settlement date no later than reporting reference date'. This implements ECB validation CN0141.

 

Added business rule 'protection received tpc0043 date of original protection value cannot be later than date of protection value'. This implements ECB validation CN0142.

 

Added to the definition of the entity type 'instrument past due' that it implements ECB validation identifier CN0270.

 

Removed validation identifier CN0420 from the description of business rule 'recognised instrument spc0022 impairment assessment method'. This validation is removed from the list of ECB validations.

The validation itself is still part of the LDM and will be checked.

 

Moved the tekst 'ECB validation identifier: CN0702' from the attribute type 'recognised instrument'.'carrying amount' to the entity type 'recognised instrument'. This brings it in line with other subtyping validations.

 

Added business rule 'financial data tpc0044 interest rate non-applicable only if accrued interest non-applicable'. It implements ECB Validation CN0901.

 

Added business rule 'financial data tpc0045 accrued interest non-applicable only if interest rate non-applicable'. It implements the inverse of ECB Validation CN0901.

 

Removed business rule 'instrument omc0024 legal final maturity date no earlier than inception date' because this validation is no longer required by the ECB.

 

Removed business rule 'instrument past due omc0060 date of past due for the instrument no earlier than settlement date' because this validation is no longer required by the ECB.

 

Removed business rule 'foreign counterparty tpc0022 economic activity matches institutional sector' because this validation - CN0590 - is no longer required by the ECB.

 

Updated the ECB validation identifier for business rule 'counterparty omc0037 national identifier or lei' from "CN0592" to "CY0010" and "CY0011" because ECB validation CN0592 is replaced by CY0010 and CY0011.

 

Removed business rule 'protection received etc0014 type of protection cannot change over time' because this validation is no longer required by the ECB.

 

Removed business rule 'financial data omc0095 outstanding nominal amount at undrawn instrument is zero' because this validation is no longer required by the ECB.

 

Updated the description of business rule 'recognised instrument tpc0010 provisions associated with off-balance sheet exposures "Non-applicable"', so that its description now conforms exactly to ECB validation CN0703. The tekst corresponding to ECB validation CN0829 is removed, because it is no longer listed as an ECB validation. Also the server expression is added to this business rule.

 

Updated the description of business rule 'protection received tpc0007 immovable property indicator*' with the ECB information on validation CN0960. This replaces CN0831, which is removed from the list of ECB validations.

 

Removed business rule 'financial data tpc0008 date of default status of the instrument "Non-applicable"'. The part covering ECB validation CN0833 is not needed anymore. The part covering ECB validation CN0849 is now implemented in new business rule 'financial data omc0124 date of default status of the instrument non-applicable intra-company loan'

 

Added business rule 'financial data omc0124 date of default status of the instrument non-applicable intra-company loan'. This implements ECB validation CN0849. This was previously implemented by business rule 'financial data tpc0008 date of default status of the instrument "Non-applicable"'.

 

Updated the description of entity type 'recognised instrument' to indicate that it also implements ECB validation rule 'CN0852' and 'CN0865'.

 

Removed the text "ECB Validation identifier: CN0868" from business rule 'protection received omc0013 protection value shall not exceed the sum of allocated protection values'. It is no longer on the list of ECB validations, but it still is a valid check.

 

Removed the text "ECB Validation identifier: CN0913" from business rule 'instrument spc0024 interest rate type'. The check is still valid, but the validation is removed from the ECB list of validations.

 

Added business rule 'recognised instrument omc0125 accounting classification of instruments conforms to accounting standard of reporting agent'. This implements ECB Validation identifiers CN0541 and CN0551.

 

Renamed business rule 'protection received omc0013 protection value shall not exceed the sum of allocated protection values' to 'protection received omc0013 sum of allocated protection values shall not exceed the protection value'. The new name corresponds to its meaning. The implementation of this business rule has not changed as it was already correct.

 

Added ECB validation identifier CN0940 to business rule 'recognised instrument tpc0010 provisions associated with off-balance sheet exposures "Non-applicable"'. For now this rule implements also that for reverse repurchase agreements instrument, the provisions associated with off-balance sheet exposure are non-applicable.

 

Added business rule 'contract etc0040 inception date cannot change over time' to attribute type 'inception date' of entity type 'contract'. This implements ECB validation CN0925.

 

Added ECB validation identifier CN0930 to business rule 'recognised instrument spc0022 impairment assessment method'.

 

Updated the description of entity type 'drawn instrument' to indicate that it partly implements ECB validation CN0935.

 

Added business rule 'drawn instrument etc0041 settlement date cannot change over time'. This implements the other part of ECB validation CN0935.

 

Added business rule 'instrument omc0126 commitment amount at inception cannot be non-applicable'. This implements ECB validation CN0945.

 

Updated the ECB validation identifier for business rule 'protection received etc0014 type of protection cannot change over time' from CN0811 to CN0950 because ECB validation CN0811 is replaced by CN0950.

 

Updated the server expression of business rule 'instrument spc0024 interest rate type' to make it more explicit which interest rate type creates which subtype.

 

Updated business rule 'observed agent omc0105 observed agent identifier must be present in the list of the reporting population'. This business rule ensures that all observed agents present in the delivery are part of the reporting agent, and vice-versa, that all observed agents of the reporting agent are present in the observed agent delivery.

 

Updated the server expression of business rule 'counterparty omc0037 national identifier or lei' to reflect the fact that the attribute 'legal entity identifier' was moved from entity type 'legal entity' to entity type 'counterparty'.

 

Updated the description and implementation of business rule 'counterparty omc0098 national identifier "Not required"'. It now requires the value "Not required" as national identifier type when the national identifier type is "Not applicable" or "Kein Registereintrag (Not applicable)".

 

Removed business rule 'counterparty tpc0037 national identifier "Non-applicable" for certain national identifier type_types'. Its validation is a duplicate of business rule 'counterparty omc0098 national identifier "Not required"'.

 

Version 2.0.2

Updated the cardinality of the relationship 'country identifies its instutional units with national identifier type' from "1:1 --< 0:m" to "0:1 --< 0:m". This means that there can be national identifier types without a publishing country. This does not directly impact the reporting requirements.

 

Updated the code of attribute 'counterparty role' of the entity type 'servicer-instrument data'. It erroneously did not have the code of the attribute 'counterparty role' renamed to 'entty_rl' from 'servicer_entty_rl', eventhough this was stated in the release notes of the LDM. Now LDM and DDA are in sync. Thanks to Rabobank for spotting this.

 

Version 2.0

Updated the domain of NUTS 3 code to 'nuts code', with a char(5) definition in the entity types 'NUTS 3 region' and 'address'. The actual data type of the attribute remains the same.

 

Updated the domain of 'NACE code' to 'nace code', with a varchar(5) definition in the entity types 'economic activity' and 'foreign counterparty'. The actual data type of the attribute remains the same.

 

Moved attribute 'legal entity identifier' from entity type ' legal entity' to entity type 'counterparty' because of a change in the assignment of legal entity identifiers to branches. This conforms to the new version of the reporting manual part II.

Note: This will change the lay-out of the related .csv files 'counterparty.csv' and 'legal_entity.csv'.

 

Removed the following check entity types because they are not needed anymore:

- 'attribute delivery'

- 'attribute combination delivery'

Note: This means that two .csv files are no longer requested - 'attribute_combination_delivery.csv' and 'attribute_delivery.csv'.

 

Added a new attribute 'inception date of the instrument' to the entity type 'instrument', to conform more closely with the regulation.

Note: This means that the lay-out of the .csv file 'instrument.csv' has been updated.

 

Renamed the code of attribute 'contract identifier' in entity type 'servicer-instrument data' from 'instrument_cntrct_id' to 'cntrct_id'. It now is less confusing as it really is the contract identifier that is meant here.

Note: This means that the lay-out of the .csv file 'servicer_instrument.csv' has been updated.

 

Renamed the code of attribute 'counterparty role' in entity type 'servicer-instrument data' from 'servicer_entty_rl' to 'entty_rl'. It now conforms to the name of the attribute.

Note: This means that the lay-out of the .csv file 'servicer_instrument.csv' has been updated.

 

Renamed the code of attribute 'reporting agent identifier' of entity type 'non-deteriorated credit risk instrument' from 'agent_identifier' to 'reporting_agent_identifier'.

This has no impact on .csv file lay-out.

 

Renamed the code of attribute 'head office undertaking' of entity type 'foreign branch protection provider' from 'legal_entity_counterparty_identifier' to 'head_office_undertaking_identifier'. The name of this foreign key now reflects the name of the entity type it is pointing to.

Note: This means that the lay-out of the .csv file 'foreign_branch_protection_provider.csv' has been updated.

 

Renamed the code of attribute 'counterparty role' of entity type 'debtor risk data' from 'debtor_entty_rl' to 'entty_rl'. It now conforms to the name of the attribute.

Note: This means that the lay-out of the .csv file 'debtor_risk_data.csv' has been updated.

 

Renamed the code of attribute 'counterparty role' of entity type 'foreign branch debtor' from 'debtor_entty_rl' to 'entty_rl'. It now conforms to the name of the attribute.

Note: This means that the lay-out of the .csv file 'foreign_branch_debtor.csv' has been updated.

 

Renamed the code of attribute 'counterparty role' of entity type 'debtor-instrument data' from 'debtor_entty_rl' to 'entty_rl'. It now conforms to the name of the attribute.

Note: This means that the lay-out of the .csv file 'debtor_instrument_data.csv' has been updated.

 

Fixed a bug in the LDM where the attribute types 'reporting agent identifier' and 'reporting reference date' of entity type 'debtor' where incorrectly not part of the primary key. This also impacted the primary keys of entity types 'debtor risk data' and 'debtor default data' and 'foreign branch debtor'.

This has no impact on the validations that are carried out on the received data.

 

Version 1.4.2

Changed the code of domain 'protection provider indicator' for label 'non-protection providing counterparty' because it was not consistent with the business terms and thus wrong.

 

Added blocking business rules dmc0012 and dmc0013 for attributes 'interest rate cap' and 'interest rate floor' because these had to be created in the physical implementation to be able to check whether these mandatory columns with Non-applicable allowed have either a valid value or a "Non-applicable" reported.

 

Version 1.4.1

Clarified the description of tpc0038 as is done in AnaCredit; when the value of 'national identifier type_type' contains prefix "GEN_", then ‘national identifier type_country’ should not exist in attribute 'country' of the reference list 'national identifier type'. Note: there are a few exceptions.

 

Changed the server expression of omc0100. Changed comparison operators from <= to >=. Also changed the name from 'recognised instrument omc0100 …' to 'accounting data omc0100 …'

 

Extended validation rule tpc0037; for national identifier type_type AT_NOTAP_CD, SE_NOTAP_CD and IE_NOTAP_CD the national identifier must have the value "Non-applicable" as well

 

Removed omc0106 because it was redundant looking at omc0100.

 

Removed omc0027 because of the removal of CN0914 in the AnaCredit regulation

 

Version 1.4

Changed the cardinality of relationship type 'accounting_standard_classifies_reporting_agent' for 'reporting agent delivery to accounting standard' from 1,1 tot 0,1

 

From version 1.4 on, we will actively monitor on the following relationships of which the child is mandatory:

- each protection received must have at least one instrument in 'instrument-protection received data'

- each instrument must have at least one creditor in 'creditor-instrument data'

- each instrument must have at least one debtor in 'debtor-instrument data'

- each instrument subject to securitization must have at least one originator in 'originator-securitized instrument data'

- each instrument there must have at least one servicer in 'servicer-instrument data'

- for each originator there must exist at least one instrument in 'originator-securitized instrument data'

- for each servicer there must exist at least one instrument in 'servicer-instrument data'

 

Changed the cardinalities of 'creditor-instrument data to creditor' and 'debtor-instrument data to debtor' from 0,1 tot 1,1

 

Business rules dmc0002 till dmc0011 now contain expressions

 

Changed the datatypes of 'NACE_code' to varchar(5) and of 'nuts_3_code' to char(5)

 

Version 1.3.1

Due to a mixup in versions we had to undo some changes in the business rules. We have implemented dmc0002 till dmc0010 and omc0027 because these were deleted by mistake. We have deleted rules omc0099, omc0100, omc0101, omc0102, tpc0035, tpc0036 because part of them will be created in future versions and some should never have been implemented at all.

 

Added business rule dmc0011 at financial data non-applicable check for accrued interest

 

Changed the code of contract identifier of entity 'servicer_instrument_data' from 'cntrct_id' to 'instrumnt_cntrct_id'. Initially we corrected the code to cntrct_id, in order to make the code consistent with the same attribute in other entities. However, it turned out afterwards that it was actually physically implemented that way (thus incorrectly)! We had to bring the errors back in because we agreed that we would not make major changes to the 1.3 and 1.4 versions to avoid banks having to adjust the header of CSVs. The change will now be done in release 2.0. For more information on release 2.0 see document Overview new releases AnaCredit.

 

It seemed that the change concerning the securitisation indicator of march, 21, was not implemented in the LDM. Changed the domain values of domain 'securitisation indicator' as used by attribute 'securitized instrument indicator' of entity type 'financial data'. The old values were:

imt_sbj_to_scrtn

imt_not_sbj_to_scrtn

The new values are:

sct_ind_imt_sbj_to_sct

sct_ind_imt_not_sbj_to_sct

These are also the values that have always been reported in the business terms.

 

Added validation rule tpc0037: In certain cases, it should be possible to report non-applicable for the national identifier. This is only allowed in case the national identifier type_type is filled out with one of the following values: DK_NOTAP_CD, FI_NOTAP_CD, DE_NOTAP_CD, LU_NOTAP_CD, AT_NOTAP_CD and SE_NOTAP_CD

 

Changed data attributes 'national identifier', 'national identifier type_type' and 'national identifier type_country' from mandatory to optional

 

Changed the 'national identifier domain' in such way that exclusions are allowed. The name is changed to 'national identifier domain with exclusions'. This is done because in some cases 'national identifier' may allow exclusions

 

Validation rule spc0005 is adapted in such a way that reporting agents should report the entity foreign counterpary with other national identifier only in case for the counterparty the attribute national identifier type_type is filled out with one of the following values: BG_OTHER_CD, CY_OTHER_CD, GEN_OTHER_CD

 

Added blocking business rule tpc0038 which states that national identifier type_type should correspond to national identifier type_country

 

Changed business rule omc0037 so that attribute 'national identifier type_type' and 'national identifier type_country' may also be reported as optional in case for foreign counterparties a LEI is reported

 

All interest rate related data types of the attribute types listed below having a basis point domain (data type: long integer) now have a real number (positive or negative) domain (data type: decimal 12.0). It relates to the following data attributes:

‘non-fixed interest instrument’.’interest rate spread/margin’

‘non-fixed interest instrument’.’interest rate cap’

‘non-fixed interest instrument’.’interest rate floor’

(note: only interest rate spread/margin does not allow for non-applicables)

 

Made validation rules tpc0031 and omc0037 blocking instead of signalling

 

Added validation rule omc0100 because of ECB rule CN0876. This validation check ensures that the amount of provisions associated to off-balance sheet exposures cannot be higher than the off-balance sheet amount itself.

 

Made validation rule tpc0032 blocking

 

Made validation rule omc0105 blocking. For the correct submission of AnaCredit to the ECB it's crucial that reporting agents report the correct observed agent identifier(s) in the AnaCredit report.

 

Made validation rule etc0002 blocking. This validation rule specifies that for each protection received in protection provider-protection received exactly one protection provider must be indicated as primary protection provider.

 

Added signalling validation rule omc0116 that for Dutch counterparties a correct Dutch national identifier should be reported

 

Version 1.3

Changed the datatype of 'real estate collateral location_country' from char(6) to char(2) and changed the datatype of 'real estate collateral location_region' from char(6) to char(5)

 

Renamed recognized instrument spc0022 impairment assessment method  to recognised instrument spc0022 impairment assessment method, So change a 'z' into an 's'

 

All character fields are changed to variable character lengths so that the database can be used more efficiently

 

Changed the domain of attribute 'accrued interest' in entity 'financial data' from 'euro amount (non-negative)' to 'euro amount (positive and negative) with exclusions' which makes it possible to report negative amounts for accrued interest as well as the value "Non-applicable".

 

Added a domain 'basis point with exclusions' in order to allow non-applicable values for interest rate cap and interest rate floor. 'basis point' does not allow non-applicables anymore and is still used for attribute 'interest rate spread/margin'

 

Corrected a spelling mistake in validation rule tpc0015 in the server example expression

 

Multiple validation rules can be removed according to the new ECB documentation:

omc0069

omc0071

omc0072

omc0051

omc0053

omc0054

omc0055

omc0056

omc0065

omc0089

omc0090

omc0091

omc0092

omc0093

etc0011

etc0017

tpc0011

 

For the correct submission of AnaCredit to the ECB it's crucial that reporting agents report the correct observed agent identifier(s) in the AnaCredit report. A signalling rule omc0105 is added that reporting agents do not report observed agent identifiers which are related to another reporting agent.

 

Version 1.2.5

Updated the business rule scope of business rule 'foreign counterparty spc0005 national identifier type other' from 'Checked with data outside of the data delivery' to 'Checked within the data delivery'. It now conforms to reality.

 

Added business rule dmc0002 at recognized instrument non-applicable check for accumulated changes in fair value due to credit risk

 

Added business rule dmc0003 at impaired instrument non-applicable check for accumulated impairment amount

 

Added business rule dmc0004 at financial data mandatory interest rate

 

Added business rule dmc0005 at instrument non-applicable check for legal final maturity date

 

Added business rule dmc0006 at protection received non-applicable check for maturity date of the protection

 

Added business rule dmc0007 at financial data non-applicable check for next interest rate reset date

 

Added business rule dmc0008 at foreign legal entity non-applicable check for date of initiation of legal proceedings

 

Added business rule dmc0009 at accounting data non-applicable check for cumulative recoveries since default

 

Added business rule dmc0010 at recognized instrument non-applicable check for provisions associated with off-balance sheet exposures

 

Changed the name of business rule na0001 - na0009 from the businessrule document to dmc0002 - dmc0010 and added it to the LDM model

 

Changed the datatype from character() to variable characters() to ensure that there are no leading or trailing characters (like spaces) for any attribute

Changed therefore the datatype in domains:

identifier domain

string with strictly 20 characters

legal entity indicator

national identifier domain

resident legal entity indicator

 

Changed the domain of attribute 'accrued interest' of entity type 'financial data' from 'euro amount (non-negative)' to 'euro amount (positive and negative)'. This makes is possible to report negative amounts for accrued interest.

 

Second change of the description at business rule tpc0010 to attribute 'provisions associated with off-balance sheet exposures' of entity type 'recognised instrument' with the right domain values to indicate when it is allowed to report the value "Non-applicable".

 

Updated the description at the next business ruless: spc0004, spc0012, spc0013, spc0020 because those rules are currently not implemented because none of the subtypes are in the list of csv's that must be supplied.

 

Updated the description at tpc0024 and tpc0027 because they are combined in one physical check

 

Updated the server expression of business rule 'instrument spc0024 interest rate type'. When the interest rate type is "Mixed" then either of the subtypes can be selected.

 

Updated the description of business rule 'recognised instrument tpc0010 provisions associated with off-balance sheet exposures "Non-applicable"' to incorporate the fact that current account instruments with no credit limit also apply.

 

Changed the domain of attribute 'accumulated impairment amount' from 'euro amount (positive and negative) with exclusions' to 'euro amount (non-negative) with exclusions'. The accumulated impairment amount can never be negative.

 

Added business rule 'counterparty tpc0031 national identifier conforms to format' to attribute 'national identifier' of entity type 'counterparty'. It checks to see if the format of the national identifier conforms to the format listed in the list of national identifier on the AnaCredit page of the ECB website.

 

Added the following business rule to specifically check for mandatory fields when reporting a dummy natural person:

* Counterparty tpc0032 counterparty identifier valid entities of counterparty "Non-applicable"

 

Updated the domains

- 'euro amount (non-negative) with exclusions',

- 'real number (non-negative)'

- 'real number (non-negative) with exclusions'

Added 0 as the minimum value.

 

Changed the domain of attribute 'accrued interest' of entity type 'financial data' from 'euro amount (non-negative)' to 'euro amount (positive and negative) with exclusions'. This makes is possible to report negative amounts for accrued interest. It also makes it possible to report the value "Non-applicable".

 

Updated the server expression of the business rule 'accounting data omc0082 date of the forbearance and renegotiation status vs ficuciary instrument', according to the updated ECB specification.

 

Updated the name of business rule 'accounting data omc0082 date of the forbearance and renegotiation status vs ficuciary instrument' to 'accounting data omc0082 date of the forbearance and renegotiation status vs fiduciary instrument'. Changed ficuciary to fiduciary.

 

Updated the server expression of the business rule 'accounting data omc0083 date of the forbearance and renegotiation status vs project finance loan', according to the updated ECB specification.

 

Updated the server expression of the business rule 'accounting data omc0085 date of the forbearance and renegotiation status vs recourse', according to the updated ECB specification.

 

Updated the server expression of the business rule 'accounting data omc0084 date of the forbearance and renegotiation status vs purpose', according to the updated ECB specification.

 

Updated the server expression of the business rule 'accounting data omc0086 date of the forbearance and renegotiation status vs repayment rights', according to the updated ECB specification.

 

Updated the description and the server expression of the business rule 'impaired instrument omc0088 accumulated impairment amount non-applicable', according to the updated ECB specification.

 

Updated the server expression of the business rule 'contract etc0011 inception date cannot change over time', according to the updated ECB specification.

 

Updated the server expression of the business rule 'protection received etc0015 original protection value cannot change over time', according to the updated ECB specification.

 

Updated the server expression of the business rule 'protection received etc0016 date of original protection value cannot change over time', according to the updated ECB specification.

 

Updated ECB Validation identifier in the description of business rule 'foreign counterparty tpc0022 economic activity matches institutional sector' from CN0550 to CN0590. It previously reference the wrong ECB validation.

 

Updated the server expression of business rule 'drawn instrument omc0081 transfered amount vs outstanding nominal amount'. It now compares the outstanding nominal amount to the transfered amount.

 

Updated definition of entity type 'economic activity'. Added the link in BIRD to the domains that are to be reported as economic activity codes.

 

Updated server expression of business rule 'recognised instrument omc0071 accounting standard matches accounting classification of instruments' to conform to the correct names of the domain values of 'accounting classification of instrument'

 

Updated server expression of business rule 'recognised instrument omc0072 accounting standard matches accounting classification of instruments' to conform to the correct names of the domain values of 'accounting classification of instrument'

 

Removed business rule 'accounting data omc0069 date of the forbearance and renegotiation status at least settlement date', because the underlying ECB check CN0380 was removed.

 

Updated the expression of the business rule 'recognised instrument omc0065 carrying amount at most equal to outstanding nominal amount'. Removed attribute 'carrying amount' from the expression, as it cannot be "Non-applicable". Added the comparision between 'accrued interest' en 'accumulated impairement amount'.

 

Added domain 'basis point with exclusions'.

 

Updated domain attribute 'interest rate cap' of entity type 'non-fixed interest instrument' from 'basis point' to 'basis point with exclusions'. It is now possible to report "Non-applicable" as the interest rate cap, conform part two of the reporting manual.

 

Updated domain attribute 'interest rate floor' of entity type 'non-fixed interest instrument' from 'basis point' to 'basis point with exclusions'. It is now possible to report "Non-applicable" as the interest rate floor, conform part two of the reporting manual.

 

Updated the server expression of business rule 'impaired instrument omc0088 accumulated impairment amount non-applicable'. It now correctly states that the attribute 'accumulated impairment amount' must not be "Non-applicable".

 

Updated the width of the monetary values from Decimal (12,0) to Decimal (16,0). This impacts the domains:

- euro amount (non-negative)

- euro amount (non-negative) with exclusions

- euro amount (positive and negative)

-euro amount (positive and negative) with exclusions.

This impacts all related attributes:

'instrument'.'commitment amount at inception'

'accounting data'.'cumulative recoveries since default'

'recognised instrument'.'provisions associated with off-balance sheet exposures'

'drawn instrument'.'transferred amount'

'instrument-protection received data'.'protection allocated value'

'instrument-protection received data'.'third party priority claims against the protection'

'protection received'.'protection value'

'protection received'.'original protection value'

'foreign legal entity in reporting member state'.'balance sheet total'

'financial data'.'outstanding nominal amount'

'financial data'.'accrued interest'

'current account instrument with credit limit'.'off-balance sheet amount'

'revolving credit other than overdrafts and credit card debt instrument'.'off-balance sheet amount'

'other loans instrument'.'off-balance sheet amount'

'credit lines other than revolving credit instrument'.'off-balance sheet amount'

'credit card debt instrument'.'off-balance sheet amount'

'deteriorated credit risk instrument'.'fair value changes due to changes in credit risk before purchase'

'joint liability'.'joint liability amount'

'instrument past due'.'arrears for the instrument'

'recognised instrument'.'accumulated changes in fair value due to credit risk'

'impaired instrument'.'accumulated impairment amount'

'foreign legal entity in reporting member state'.'annual turnover'

'recognised instrument'.'accumulated write-offs'

'recognised instrument'.'carrying amount'

 

Updated the description of business rule 'protection provider default data omc0090 default status when PD = 1'. Protection providers do not have a corresponding instrument that can be in default. The new description reflects this.

 

Adjusted the server expression of business rule 'financial data omc0091 default status when PD = 1' to reflect the fact that either the instrument or the debtor must be in default. This is conform the existing description of the business rule.

 

Adjusted the server expression of business rule 'debtor default data omc0089 default status when PD = 1' to reflect the fact that either the instrument or the debtor must be in default. This is conform the existing description of the business rule.

 

Updated the description of business rule 'protection provider default data omc0093 date of the default status of the counterparty vs default status and PD'. Protection providers do not have a corresponding instrument that can be in default. The new description reflects this.

 

Version 1.2.4

Updated the primary key of entity type 'protection provider-protection received'. It now also includes 'reporting agent identifier' and 'reporting reference date'. They were left out of the primary key by mistake. It regressed in version 1.2, before that these attributes were part of the primary key.

 

Changed the domain values of domain 'syndicated contract indicator' as used by attribute 'syndicated contract indicator' of entity type 'contract'. The old values were:

sndct_ctr_ind_sndct_mbr_ctr

sndct_ctr_ind_non_sndct_ctr

The new values are:

sndct_ctr_ind_sndct_ctr

sndct_ctr_ind_non_sndct_ctr

These are also the values that have always been reported in the business terms.

 

Updated the description of the attribute 'probability of default' in the entity types 'debtor default data' and 'protection provider default data' to re-iterate the message that is already part of the description of the domain of the attributes. It makes it clear that the PD is a value between 0 and 1 and that the value should be reported multiplied by 1000000. This entails that a PD of 0.015 must be reported as 15000.

 

To accomodate the new list of national identifier types published by the ECB, the LDM has to accomodate national identifier types that are are not bound to a nationality. Therefor the relationship 'country idenfies its institutional units with national identifier type' is removed from the primary key in the entity type 'national identifier type'.

This also impacts:

* attribute 'national identifier type_country' in entity type 'counterparty'. It is now optional. DNB still expects the country of the national identifier type, except when the ECB list indicates that there is no country.

* relationship type 'national identifier type classifies counterparty' now only has the attribute 'national ientifier type_type' in entity type 'counterparty' as foreign key.

This change as NO IMPACT on the CSV file definition for counterparty.csv.

 

Changed the domain values of domain 'securitisation indicator' as used by attribute 'securitized instrument indicator' of entity type 'financial data'. The old values were:

imt_sbj_to_scrtn

imt_not_sbj_to_scrtn

The new values are:

sct_ind_imt_sbj_to_sct

sct_ind_imt_not_sbj_to_sct

These are also the values that have always been reported in the business terms.

 

Version 1.2.3

Added the mandatory pattern to the identifier domain. This impacts all identifiers:

- counterparty identifier

- protection identifier

- contract identifier

- instrument identifier

- syndicated contract identifier

(it does not impact national identifier, as that has its own restriction list, as published in the ECB list of national identifiers.)

 

Made the relationship type 'reporting agent delivery is reported as counterparty' mandatory on the entity type 'reporting agent delivery'. Now the attribute 'reported as counterparty identifier' of entity type 'reporting agent delivery' is mandatory.

 

Made the relationship type 'observed agent delivery is reported as counterparty' mandatory on the entity type 'observed agent delivery'. Now the attribute 'reported as counterparty identifier' of entity type 'observed agent delivery' is mandatory.

 

Updated the name of business rule 'instrument past due tpc0016 date of past due for the instrument no earlier than reporting reference date' to 'instrument past due tpc0016 reporting reference date no earlier than date of past due for the instrument'. The check itself is unchanged

 

Updated the name of business rule 'protection provider default data tpc0025 date of the default satus of the counterparty at most reporting reference date' to 'protection provider default data tpc0025 date of the default status of the counterparty at most reporting reference date'. The word "satus" is changed to "status".

The check itself is unchanged.

 

Updated the description of business rule 'protection received tpc0026 date of protection value at least reporting reference date'. It now correctly refers to the attribute 'reporting reference date', instead of 'reference date'.

 

Updated the domain of the attribute 'real estate collateral_region' of entity type 'collateral located in a nuts-3 region', from 'ISO3166 / NUTS Disjoint' to 'code'. The foreign key relationship to the entity type NUTS-3 region ensures that the correct code is filled in.

 

Updated the domain of the attribute 'real estate collateral_country' of entity type 'collateral not located in a nuts-3 region', from 'ISO3166 / NUTS Disjoint' to ISO 3166 Country'.

 

Updated the value 'prot_prvdr_ind_non_prot_prvdg_instnl_unit' to 'prot_prvdr_ind_non_prot_prvdg_cntpr' of the domain 'protection provider indicator'. It now matches both the value in the business terms and the name of the subtype. Thanks to Wolters Kluwer for spotting this.

 

Changed data type of domain 'resident counterparty indicator' from varchar(25) to varchar(50). It now fits all domain values.

 

Version 1.2.2

Removed Business rules omc0028 and omc0033, because the hashes are no longer required to be delivered.

 

Removed business rule 'foreign legal entity in reporting member state omc0009 date of enterprise size' because it is a duplicate.

 

Removed business rule 'instrument subject to securitisation omc0038 synthetic securitisation' because it is a duplicate of 'protection received omc0063 type of protection for synthetic securitisation'.

 

Renamed business rule 'protection received omc0063 type of protection for synthetic securitisation' to 'instrument subject to securitisation omc0063 type of protection for synthetic securitisation' and moved business rule from entity type 'protection received' to 'instrument subject to securitisation'.

 

Renamed business rule 'reporting agent delivery omc0071 accounting standard matches accounting classification of instruments' to 'recognised instrument omc0071 accounting standard matches accounting classification of instruments' and moved the business rule to attribute 'recognised instrument'.'accounting classification of instruments'.

 

Renamed business rule 'reporting agent delivery omc0072 accounting standard matches accounting classification of instruments' to 'recognised instrument omc0072 accounting standard matches accounting classification of instruments', and moved the business rule to attribute 'recognised instrument'.accounting classification of instruments'.

 

Removed business rule 'financial data omc0080 outstanding nominal amount vs transferred amount' because it is a duplicate of omc0081.

 

Changed severity of business rule 'counterparty omc0037 national identifier or lei' from "blocking" to "signalling". Thanks to ABN-AMRO for bringing this to our attention.

 

Removed attribute 'immovable property location indicator from entity types 'collateral located in a reporting memeber state' and collateral not located in a reporting member state', because there is no need for them to exist in these subtypes.

 

Changed the severity setting of business rule 'financial data tpc0008 date of default status of the instrument "Non-applicable"' from "blocking" to "signalling". Thanks to Rabobank for notifying this.

 

Updated business rule tpc0012. It is now possible to report an interest-only instrument record for instruments with amortisation type "other". Thanks to NWB Bank for bringing this to our attention.

 

Updated code of domain 'syndicated contract indicator' for value "Other contract" to "single participation contract". Changed its code in the domain from "sndct_ctr_ind_othr_ctr" to "sndct_ctr_ind_non_sndct_ctr". It now matches the value in the business terms.

Thanks to Volksbank for spotting this.

 

Version 1.2.1

Removed checks on the eligibility of a contract and an instrument over time. They did not take into account that a repaid instrument where no accounting data applies to, does not have to be reported on the reporting reference date. This means that the following business rules are removed from the logical data model:

- contract omc0001 reported within reporting reference period

- instrument omc0002 reported within reporting reference period

- instrument omc0003 qualifying instrument

Thanks to the NWB for alerting us to this discrepancy.

 

Attribute 'checksum' of entity type 'entity type delivery' is made optional. Thanks to the Volksbank for spotting this.

 

Attribute 'rowcount' of entity type 'entity type delivery' is made mandatory. Thanks to the Volksbank for spotting this.

 

Updated server expression of business rule 'recognized instrument spc0022 impairment assessment method'. It now no longer refers to the domain value "not subject to impairment". This domain value is replaced by "Non-applicable" as this is in line with the reporting manual.

 

Version 1.2

Fixed a typo in the code of the attribute 'observed agent identifier' of entity type 'servicer-instrument data'. bsrvd_agnt_cd' is now called 'obsrvd_agnt_cd'. This also impacts the csv file 'servicer_instrument_data.csv'.

 

Added attribute 'applicable country' and foreign key 'country ISO code' to entity type 'legal form type'. These attributes correspond to the applicability fields in the spreadsheet "list of legal forms" from the AnaCredit website of the ECB.

 

Removed business rule 'recognised instrument omc0039 accumulated changes in fair value due to credit risk "Non-applicable"'.

 

Removed business rule 'protection received tpc0009 maturity date of the proctection "Non-applicable"'.

 

Added attribute 'identifier name' to entit type 'national identifier type'. It comes directly from the list of national identifiers as published by the ECB for AnaCredit. It is needed to check for the value "Not required" in the national identifier.

 

Added business rule 'counterparty omc0098 national identifier "Not required"' to attribute 'national identifier' of entity type 'counterparty'.

 

Updated the domain of the attribute 'national identifier' of entity type 'counterparty' from 'identifier domain' to 'national identifier domain'. Instead of 60 characters wide, it is now restricted to 50 characters.

 

Removed business rule 'debtor default data omc0030 default status "Non-applicable"', and business rule 'financial data omc0029 default status "Non-applicable"', since it was based on an incorrect interpretation of the reporting manual. It is now no longer checked that the default status is reported either at instrument level or debtor / protection provider level.

 

Added business rule "instrument tpc0030 credit risk deterioration purchase indicator" to attribute 'credit risk deterioration purchase indicator' of entity type 'instrument'.

 

Made attribute 'drawn instrument indicator' of entity type 'instrument' mandatory, because each instrument is either drawn or undrawn.

 

To accomodate the fact that 'interest rate type' can be "Non-applicable", the following changes were made to the LDM:

* The inheritance 'interest rate type' is not marked as "complete" anymore.

* The business rule 'instrument spc0024 interest rate type' has extra text stating how to deal with subtypeing instrument when the interest rate type = "Non-applicable" (no subtypes required).

 

Added business rule 'financial data omc0095 outstanding nominal amount at undrawn instrument is zero' to attribute 'outstanding nominal amount' of entity type 'financial data'.

 

Updated business rule 'protection received omc0013 protection value shall not exceed the sum of allocated protection values' to incorporate information on validation check CN0868.

 

Updated business rule 'protection received tpc0009 maturity date of the proctection "Non-applicable"' to signalling.

 

Renamed business rule 'reporting agent omc0032 reporting agent identifer must match anacredit.xml' to 'reporting agent omc0032 reporting agent identifer must match dnbmetadata.xml'

 

Renamed business rule 'delivery omc0031 reporting reference date must match anacredit.xml' to 'delivery omc0031 reporting reference date must match dnbmetadata.xml'.

 

Updated business rule 'instrument spc0024 interest rate type' to blocking.

 

Added business rule 'protection received etc0015 original protection value cannot change over time' to attribute 'original protection value' of entity type 'protection received'.

 

Added business rule 'protection received etc0016 date of original protection value cannot change over time' to attribute 'date of original protection value' of entity type 'protection received'.

 

Made attribute 'settlement date' of entity type 'drawn instrument' mandatory, because each drawn amount must be settled.

 

Added business rule 'instrument omc0087 drawn instrument indicator vs off-balance sheet amount' to attribute 'drawn instrument indicator' of entity type' instrument'.

 

Added business rule 'debtor default data tpc0027 debtor not in default' to attribute 'default status of the counterparty' of entity type 'debtor default data'.

 

Added business rule 'protection provider default data tpc0028 protection provider not in default' to attribute 'default status of the counterparty' of entity type 'protection provider default data'.

 

Added business rule 'impaired instrument tpc0029 accumulated impairment amount vs type of impairment' to attributes 'accumulated impairment amount' and 'type of impairment' of entity 'impaired instrument'.

 

Added business rule 'impaired instrument omc0088 accumulated impairment amount non-applicable' to attribute 'accumulated impairement amount' of entity type 'impaired instrument'.

 

Updated the description of business rule 'protection received tpc0007 immovable property indicator*' with the ECB information on validation CN0831.

 

Added business rule 'debtor default data omc0089 default status when PD = 1' to attribute 'default status of the counterparty' of entity type 'debtor default data'.

 

Added business rule 'protection provider default data omc0090 default status when PD = 1' to attribute 'default status of the counterparty' of entity type 'protection provider default data'.

 

Added business rule 'financial data omc0091 default status when PD = 1' to attribute 'default status of the instrument' of entity type 'financial data'.

 

Added business rule 'debtor default data omc0092 date of the default status of the counterparty vs default status and PD' to attribute 'date of the default status of the counterparty' of entity type 'debtor default data'.

 

Added business rule 'protection provider default data omc0093 date of the default status of the counterparty vs default status and PD' to attribute 'date of the default status of the counterparty' of entity type 'protection provider default data'.

 

Updated the description of business rule 'instrument tpc0012 interest-only indicator amortisation type' with the ECB information on validation CN0835.

 

Updated the description of entity type 'non-fixed interest instrument' to indicate that it also implements ECB validations CN0836, CN0837, CN0838, CN0839.

 

Updated the description of business rule 'recognised instrument_tpc0011 impairment assessment method "Not subject to impairment"' with the ECB information on validation CN0842.

 

Added business rule 'accounting data omc0094 cumulative recoveries since default' to attribute 'cumulative recoveries since default' of entity type 'accounting data'.

 

Added business rule 'drawn instrument etc0017 settlement date cannot change over time' to attribute 'settlement date' of entity type 'drawn instrument'.

 

Added business rule 'financial data omc0080 outstanding nominal amount vs transferred amount' to attribute 'outstanding nominal amount' of entity type 'financial data'.

 

Added business rule 'drawn instrument omc0081 transfered amount vs outstanding nominal amount' to attribute 'transfered amount' of entity type 'drawn instrument'.

 

Changed the domain of the attribute 'carrying amount' of entity type 'recognised instrument' from 'euro amount (positive and negative) with exclusions' to 'euro amount (positive and negative)', because the ECB made clear in their consistency check CN0702 that the value "Non-applicable" is not applicable here.

 

Added business rule 'accounting data omc0082 date of the forbearance and renegotiation status vs ficuciary instrument' to attribute 'date of the forbearance and renegotiation status' of entity type 'accounting data'.

 

Added business rule 'contract etc0011 inception date cannot change over time' to attribute 'inception date' of entity type 'contract'.

 

Added business rule 'instrument etc0012 commitment amount at inception cannot change over time' to attribute 'commitment amount at inception', of entity type 'instrument'.

 

Added business rule 'accounting data omc0083 date of the forbearance and renegotiation status vs project finance loan' to attribute 'date of the forbearance and renegotiation status' of entity type 'accounting data'.

 

Added business rule 'accounting data omc0084 date of the forbearance and renegotiation status vs purpose' to attribute 'date of the forbearance and renegotiation status' of entity type 'accounting data'.

 

Added business rule 'accounting data omc0085 date of the forbearance and renegotiation status vs recourse' to attribute 'date of the forbearance and renegotiation status' of entity type 'accounting data'.

 

Added business rule 'accounting data omc0086 date of the forbearance and renegotiation status vs repayment rights' to attribute 'date of the forbearance and renegotiation status' of entity type 'accounting data'.

 

Added business rule 'deteriorated credit risk instrument etc0013 fair value changes due to changes in credit risk before purchase cannot change over time' to attribute 'fair value changes due to changes in credit risk before purchase' of entity type 'deteriorated credit risk instrument'.

 

Added business rule 'protection received etc0014 type of protection cannot change over time' to attribute 'type of protection' of entity type 'protection received'.

 

Added business rule 'financial data omc0079 accumulated write-off/off-balance sheet amount vs outstanding nominal amount' to attribute outstanding nominal amount of entity type 'financial data'.

 

Added business rule 'reporting agent delivery omc0071 accounting standard matches accounting classification of instruments' to attribute 'accounting standard' of entity type 'reporting agent delivery'.

 

Added business rule 'reporting agent delivery omc0072 accounting standard matches accounting classification of instruments' to attribute 'accounting standard' of entity type 'reporting agent delivery'.

 

Added business rule 'foreign legal entity in reporting member state tpc0020 date of enterprise size earlier than reporting reference date' to attribute 'date of enterprise size' of entity type 'foreign legal entity in reporting member state'.

 

Added business rule 'foreign legal entity tpc0021 date of initiation of legal proceedings earlier than reporting reference date' to attribute 'date of initiation of legal proceedings' of entity type 'foreign legal entity'.

 

Updated the description of business rule 'foreign counterparty spc0005 national identifier type other' to include the ECB Validation text.

 

Added business rule 'foreign legal entity etc0008 date of initiation of legal proceedings vs status of legal proceedings' to attributes 'date of initiation of legal proceedings' and 'status of legal proceedings' of entity type 'foreign legal entity'.

 

Added business rule 'foreign legal entity in reporting member state etc0009 date of enterprise size vs enterprise size' to attribute 'date of enterprise size' of entity type 'foreign legal entity in reporting member state'.

 

Added business rule 'creditor-instrument data omc0074 foreign FVC creditor is always originator' to entity type 'creditor instrument data'.

 

Added business rule 'creditor-instrument data omc0075 Dutch FVC creditor has always originator' to entity type 'creditor instrument data'.

 

Added business rule 'creditor-instrument data omc0076 creditor cannot be debtor of the same instrument' to entity types 'creditor-instrument data' and 'debtor-instrument data'.

 

added business rule 'creditor-instrument data omc0077 creditor cannot be protection provider of the same instrument' to entity type 'creditor-instrument data'.

 

added business rule 'debtor default data tpc0024 date of the default status of the counterparty at most reporting reference date' to attribute 'date of the default status of the counterparty' of entity type 'debtor default data'.

 

added business rule 'protection provider default data etc0007 date of the default status of the counterparty at most reporting reference date' to attribute 'date of the default status of the counterparty' of entity type 'protection provider default data'.

 

Added business rule 'debtor default data etc0006 date of the default status of the counterparty vs default status of the counterparty' to attribute 'date of the default status of the counterparty' of entity type 'debtor default data'.

 

added business rule 'protection received omc0078 maturity date of the protection at least inception date' to attribute 'maturity date of the protection' of entity type 'protection received'.

 

added business rule 'protection received tpc0026 date of protection value at least reporting reference date' to attribute 'date of protection value' of entity type 'protection received'.

 

added business rule 'protection received etc0010 date of protection value over time' to attribute 'date of protection value' of entity type 'protection received'.

 

Updated the description of business rule 'recognized instrument spc0022 impairment assessment method' to indicate that it also implements ECB Validation rules CN0420; CN0470; CN0490.

 

added business rule 'accounting data omc0070 balance sheet recognition' to attribute 'balance sheet recognition' of entity type 'accounting data'.

 

changed the many-side of the relationship 'accounting standard classifies reporting agent' from reporting agent to reporting agent delivery. It now is relationship 'accounting standard classifies reporting agent delivery'.

 

changed the dependent side of the relationship 'observed agent is reported as counterparty' from observed agent to observed agent delivery. It now is relationship 'observed agent delivery is reported as counterparty'.

 

changed the dependent side of the relationship 'reporting agent is reported as counterparty' from reporting agent to reporting agent delivery. It now is relationship 'reporting agent delivery is reported as counterparty'.

 

Added business rule 'contract tpc0013 inception date no later than reporting reference date' to attribute 'inceptions date' of entity type 'contract'.

 

Added business rule 'financial data omc0058 date of the default status of the instrument no earlier than inception date' to attribute 'default status of the instrument' of entity type 'financial data'.

 

Added business rule 'instrument past due omc0059 date of past due for the instrument no earlier than inception date' to attribute 'date of past due for the instrument' of entity type 'instrument past due'.

 

Added business rule 'instrument past due omc0060 date of past due for the instrument no earlier than settlement date' to attribute 'date of past due for the instrument' of entity type 'instrument past due'.

 

Added business rule 'financial data omc0057 next interest reset date no earlier than inception date' to attribute 'next interest reset date' of entity type 'financial data'.

 

Added business rule 'financial data omc0061 next interest reset date no earlier than settlement date' to attribute 'next interest reset date' of entity type 'financial data'.

 

Added business rule 'financial data tpc0014 next interest reset date no earlier than reporting reference date' to attribute 'next interest reset date' of entity type 'financial data'.

 

Added business rule 'interest-only instrument omc0062 end date of interest-only period no earlier than settlement date' to attribute 'end date of interest-only period' of entity type 'interest-only instrument'.

 

Added business rule 'protection received omc0063 type of protection for synthetic securitisation' to attribute 'type of protection' of entity type 'protection received'.

 

Added business rule 'financial data tpc0015 date of the default status of the instrument no earlier than reporting reference date' to attribute 'date of the default status of the instrument' of entity type 'financial data'.

 

Added business rule 'instrument past due tpc0016 date of past due for the instrument no earlier than reporting reference date' to attribute 'date of past due for the instrument' of entity type 'instrument past due'.

 

Added business rule 'financial data tpc0017 past due instrument indicator' to attribute 'past due instrument indicator' of entity type 'financial data'.

 

Added business rule 'financial data etc0003 date of the default status of the instrument' to attribute 'date of the default status of the instrument' of entity type 'financial data'.

 

Added business rule 'accounting data omc0064 performing status of the instrument' to attribute 'performing status of the instrument' of entity type 'accounting data'.

 

Added business rule 'recognised instrument omc0065 carrying amount at most equal to outstanding nominal amount' to attribute 'carrying amount' of entity type 'recognised instrument'.

 

Removed business rule 'financial data omc0025 outstanding nominal amount' from attribute 'outstanding nominal amount' of entity type 'financial data'.

 

Added business rule 'financial data omc0066 outstanding nominal amount is at least joint liability amount' to attribute 'outstanding nominal amount' of entity type 'financial data'.

 

Added business rule 'accounting data omc0067 date of the performing status of the instrument is at least inception date' to attribute 'date of the performing status of the instrument' of entity type 'accounting data'.

 

Added business rule 'accounting data omc0069 date of the forbearance and renegotiation status at least settlement date' to attribute 'date of the forebearance and renegotiation status' of entity type 'accounting data'.

 

added business rule 'accounting data tpc0018 date of the performing status of the instrument is at least reporting reference date' to attribute 'date of the performing status of the instrument' of entity type 'accounting data'.

 

added business rule 'accounting data tpc0019 date of the forbearance and renegotiation status is at least reporting reference date' to attribute 'date of the forbearance and renegotiation status' of entity type 'accounting data'.

 

Removed the business rule 'instrument omc0024 legal final maturity date no earlier than inception date' because the ECB will not check on this, for now.

 

Added business rule 'instrument omc0049 legal final maturity date no earlier than settlement date' to attribute 'legal final maturity date' of entity type 'instrument'.

 

Added business rule 'instrument omc0051 legal final maturity date no earlier than date of past due for the instrument' to attribute 'legal final maturity date' of entity type 'instrument'.

 

Added business rule 'instrument omc0052 legal final maturity date no earlier than next interest reset date' to attribute 'legal final maturity date' of entity type 'instrument'.

 

Added business rule 'non-fixed interest instrument omc0053 interest rate cap not less than interest rate' to attribute 'interest rate cap' of entity type 'non-fixed interest instrument'.

 

Added business rule 'financial data omc0056 past due instrument indicator' to attribute 'past due indicator' of entity type 'financial data'.

 

Added business rule 'non-fixed interest instrument omc0054 interest rate floor is at most interest rate' to attribute 'interest rate floor' of entity type 'non-fixed interest instrument'.

 

Added business rule 'instrument omc0055 legal final maturity date no earlier than date of the forbearance and renegotiation status' to attribute 'legal final maturity date' of entity type 'instrument'.

 

Added business rule 'interest-only instrument omc0048 end date of interest-only period no earlier than inception date'

 

The following relationship types are made optional, so that for the protection provider and the debtor the immediate and ultimate parent undertaking is optional:

* 'immedate parent undertaking is immediate parent undertaking for debtor in reporting member state'

* 'immediate parent undertaking is immediate parent undertaking for protection provider in reporting member state'

* 'ultimate parent undertaking is ultimate parent undertaking for debtor in reporting member state'

* 'ultimate parent undertaking is ultimate parent undertaking for protection provider in reporting member state'.

 

Added the following business rules to make sure that the immediate and ultimate parent undertaking identifiers for the debtor and creditor are mandatory only when the counterparty is a legal entity:

* 'debtor omc0044 ultimate parent undertaking identifier mandatory for legal entity'

* 'debtor omc0045 immediate parent undertaking identifier mandatory for legal entity'

* 'protection provider omc0047 immediate parent undertaking identifier mandatory for legal entity'

* 'protection provider omc0046 ultimate parent undertaking identifier mandatory for legal entity'

 

Made the relationship 'address is address of foreign countrparty' mandatory on the address side, meaning that the following attributes of foreign counterparty are now mandatory:

* address street

* address city / town / village

* addres postal code

* address country

 

removed attribute 'real estate collateral location*' from entity type 'immovable property'. Its value is redundant because of the subtypes.

 

removed business rule 'immovable property omc0007 real estate collateral location*' because it is not needed anymore.

 

renamed attribute 'NUTS 3 region' of entity type 'collateral located in a reporting member state', to 'real estate collateral location_region'.

 

renamed attribute 'country' of entity type 'collateral not located in a reporting member state', to 'real estate collateral location_country.

 

Added text from the reporting manual to the description of business rule 'instrument omc0027 mandatory commitment amount at inception' to explain in which cases the commitment amount at inception should be reported as "Non-applicable".

 

Changed the domain of the attribute 'commitment amount at inception' of entity type 'instrument' to 'euro amount (non-negative) with exclusions', to allow for the value "Non-applicable" to be reported. This change alse made the attribute mandatory.

 

The delivery control type for all entity types and all identifiers is set to 'control not applicable'. This is due to changes in how the data integrity is secured.

 

Moved the attributes 'interest rate cap' and 'interest rate floor' from entity type 'instrument' to entity type 'non-fixed interest instrument'. Finalised validations from the ECB make it clear that these attributes are not applicable to instruments with interest rate type 'fixed'.

 

Made the attributes 'interest rate spread/margin', 'interest rate cap', and 'interest rate floor' mandatory in entity type 'non-fixed interest instrument'.

 

Made the relationship 'reference rate classifies non-fixed interest instrument' mandatory on the reference rate side, meaning that for each non-fixed interest instrument, the reference rate is mandatory.

 

removed business rule 'joint liability etc0001 multiple occurences per instrument' because it doubles with business rule 'debtor-instrument data omc0021 joint liability must exist for multiple debtors on instrument'.

 

Added attribute 'rank' to entity type 'attribute'. It denotes the order in which the attribute is to be used for hashing.

 

removed the following business rules from the LDM. They all ensure that the counterparty role has the correct value. This check is already done in the business rule 'counterparty role spc0009 counterparty role' on the inheritance from the entity type 'counterparty role'.

* 'creditor-instrument data dmc0002 counterparty role is creditor'

* 'servicer-instrument data dmc0003 counterparty role is servicer'

* 'debtor-instrument data dmc0004 counterparty role is debtor'

* 'originator-instrument subject to securitisation data dmc0005 counterparty role is originator'

* 'debtor data tpc0004 counterparty role is debtor'

 

Changed name of business rule 'instrument omc0023 settlement date no earlier than inception date' to 'drawn instrument omc0023 settlement date no earlier than inception date'. It now reflects the entity type name it falls under.

 

Version 1.1

Removed attribute 'commitment amount*' from entity type 'instrument'. It is a derived attribute, whose information is not needed for reporting. However, since its info is needed for determining eligible instruments and debtors, the underlying business rule 'instrument omc0004 commitment amount*' is now attached to the entity type 'instrument'.

 

Changed the name of entity type 'instrument purchased for an amount lower than the outstanding amount due to credit risk deterioration' to 'deteriorated credit risk instrument'. It turned out that the name was too long for our technical implementation.

This change triggered the following additional changes:

* updated the domain value for the attribute 'credit risk deterioration purchase indicator' to correspond to the new name.

* updated the business rule instrument spc0010 credit risk deterioration purchase indicator to incorporated the new name

 

Changed the name of entity type 'instrument not-purchased for an amount lower than the outstanding amount due to credit risk deterioration' to 'non-deteriorated credit risk instrument'. It turned out that the name was too long for our technical implementation.

This change triggered the following additional changes:

* updated the domain value for the attribute 'credit risk deterioration purchase indicator' to correspond to the new name.

* updated the business rule instrument spc0010 credit risk deterioration purchase indicator to incorporated the new name.

 

Changed the name of the entity type 'originator-instrument subject to securitisation data' to 'originator-securitized instrument data'. It turned out that the name was too long for our technical implementation.

 

Changed name of entity type 'individually or collectively assessed impaired instrument' to 'impaired instrument'. It turned out that the name was too long for our technical implementation.

This change triggerd the change of the server expression in the business rule 'recognized instrument spc0022 impairment assessment method'.

 

The definition of the entity type 'address' is amended to state that the legal address is required.

 

The entity type 'legal form type' is changed. It is now a subtype of 'enumeration'. It's primary key is now a single 'code' attribute, where before it also had a country code attribute in the primary key. The previous model solution required each legal form to be directly attributeable to a country. Additional information from the ECB clarified that this is no longer the case.

 

The definition of the entity type 'other part of legal entity' is now: "Other part of legal entity is a part of legal entity that is not a foreign branch in a reporting member state."

Thanks to ABN-AMRO for spotting a invalid double negative in the definition.

 

Changed the way how the reference data for the legal form of entity type 'foreign legal entity' is modelled. Based on the information from the ECB it is changed to a simple reference data set, instead of being dependent on the originating country of the legal form, because only the EU countries have their legal form listed. All other countries are to be captured in a few 'rest of the world' domain values.

 

Added two business rules that check if a legal entity is a dutch legal entity then the corresponding counterparty must be a dutch counterparty, and vice-versa. The other business rule checks foreign legal entities.

 

identifier 'syndicated member contract PK' of entity type 'syndicated contract member' is renamed to 'syndicated contract member PK'.It now matches the name of its entity type.

 

identifier 'logical datamodel PK' of entity type 'logical data model' is renamed to 'logical data model PK'.It now matches the name of its entity type.

 

identifier 'protection provider protection received PK' of entity type 'protection provider-protection received' is renamed to 'protection provider-protection received PK'.It now matches the name of its entity type.

 

identifier 'recognised instrument PK' of entity type 'individually or collectively assessed impaired instrument' is renamed to 'individually or collectively assessed impaired instrument PK'.It now matches the name of its entity type.

 

The attribute 'sources of encumbrance' of entity type 'recognised instrument' is made mandatory.

 

Updated the server expression of all business rules that are a specialication model constraint, and that have a code that starts with 'spc'. They now refer to all primary key attributes.

 

Updated the order of the attributes in the primary identifier of entity type 'counterparty'.

 

Updated the order of the attributes in the primary identifier of entity type 'counterparty role'.

 

Updated the order of the attributes in the primary identifier of entity type 'originator'.

 

Updated the order of the attributes in the entity type 'originator'. They are now the same as the order in the supertype.

 

Updated the order of the attributes in the primary identifier of entity type 'servicer'.

 

Updated the order of the attributes in the primary identifier of entity type 'creditor'.

 

Updated the order of the attributes in the primary identifier of entity type 'debtor'.

 

Updated the order of the attributes in the primary identifier of entity type 'contract'.

 

Updated the order of the attributes in the primary identifier of entity type 'syndicated contract member'.

 

Updated the order of the attributes in the primary identifier of entity type 'single participation contract'.

 

Updated the order of the attributes in the entity type 'contract'.

 

Updated the order of the attributes in the entity type 'instrument purchased for an amount lower than the outstanding amount due to credit risk deterioration'.

 

Updated the order of the attributes in the entity type 'instrument not purchased for an amount lower than the outstanding amount due to credit risk deterioration'.

 

Updated the order of the attributes in the primary identifier of entity type 'instrument purchased for an amount lower than the outstanding amount due to credit risk deterioration'.

 

Updated the order of the attributes in the primary identifier of entity type 'instrument not purchased for an amount lower than the outstanding amount due to credit risk deterioration'.

 

Updated the order of the attributes in the primary identifier of entity type 'collateral not located in a reporting member state'.

 

Updated the order of the attributes in the entity type 'financial data'.

 

Updated the order of the attributes in the entity type 'instrument subject to securitisation'.

 

Updated the order of the attributes in the entity type 'instrument not subject to securitisation'.

 

Updated the order of the attributes in the primary identifier of entity type 'instrument subject to securitisation'.

 

Updated the order of the attributes in the primary identifier of entity type 'instrument not subject to securitisation'.

 

Updated the order of the attributes in the primary identifier of entity type 'ultimate parent undertaking'.

 

Updated the order of the attributes in the entity type 'interest-only instrument'.

 

Updated the order of the attributes in the primary identifier of entity type 'interest-only instrument'.

 

Updated the order of the attributes in the entity type 'non-interest-only instrument'.

 

Updated the order of the attributes in the primary identifier of entity type 'non-interest-only instrument'.

 

Updated the order of the attributes in the entity type 'accounting data'.

 

Updated the order of the attributes in the entity type 'fully derecognised instrument being serviced'.

 

Updated the order of the attributes in the entity type 'recognised instrument' and all of its subtypes. Also, the attributes of all of the relevant primary identifiers are now in the same order.

 

Updated the order of the attributes in the primary identifier of entity type 'accounting data'.

 

Updated the order of the attributes in the primary identifier of entity type 'fully derecognised instrument being serviced'.

 

Updated the order of the attributes in the primary identifier of entity type 'recognised instrument'.

 

Updated the order of the attributes in the primary identifier of entity type 'financial data', and all of its subtypes. Also, the attributes of all of relevant primary identifiers are now in the same order.

 

Version 1.0.3

Added business rule omc0039 to attribute 'accumulated changes in fair value due to credit risk' of entity type 'recognised instrument' to indicate when it is mandatory.

 

Changed the cardinality of relationship type 'impairment assessment method classifies recognised instrument' to be mandatory on the impairment assessment method side, meaning that every recognised instrument now has to have an impairment assessment method.

 

Added business rule tpc0011 to attribute 'impairement assessment method' of entity type 'recognised instrument' that states when "Not subject to impairment" is to be reported.

 

Added attribute 'off-balance sheet amount' to entity type 'other loans instrument'. It is optional.

 

Updated business rule omc0004 that calculates the 'commitment amount*' to take the optionality of the attribute 'off-balance sheet amount' for entity type 'other loans instrument' into account.

 

Updated definition of attribute 'interest-only indicator' of entity type 'instrument' to indicate when the value of 'interest-only indicator' must be "non-interest-only instrument".

 

Added business rule tpc0012 to attribute 'interest-only indicator' of entity type 'instrument' that dictates the value of 'interest-only indicator' based on the value of the attribute 'amortisation type' of entity type 'instrument'.

 

Changed the name of attribute 'immediate parent undertaking_counterparty identifier' of entity type 'protection provider' to 'immediate parent undertaking identifier'.

 

Changed the name of attribute 'ultimate parent undertaking_counterparty identifier' of entity type 'protection provider' to 'ultimate parent undertaking identifier'.

 

Changed the name of attribute 'immediate parent undertaking_counterparty identifier' of entity type 'debtor' to 'immediate parent undertaking identifier'.

 

Changed the name of attribute 'ultimate parent undertaking_counterparty identifier' of entity type 'debtor' to 'ultimate parent undertaking identifier'.

 

Updated definition of attribute 'date of original protection value' of entity 'protection received. The deescription now states the format as yyyy-mm-dd and this is conform the DDA.

 

Updated the definition of attribute type 'date of enterprise size' of entity 'foreign legal entity in reporting member state'. It now matches the definition from the regulation.

 

Added business rule to attribute 'maturity date of the protection' of entity 'protection received' that states for which types of protection the value 'Non-applicable' is an allowed value.

 

To check transferred amount and settlement date are mandatory, the following changes are made:

* Added entity type 'fixed interest instrument' as subtype of entity type 'instrument'

* Added entity type 'non-fixed interest instrument' as subtype of entity type 'instrument'

* Added business rule spc0024

* Moved foreign key attribute 'reference rate_reference rate value' and 'reference rate_maturity value' from entity type 'financial data' to entity type 'non-fixed interest instrument' by moving relationship type 'reference rate classifies instrument' to 'reference rate classifies non-fixed interest instrument'.

* Moved attribute 'interest rate spread/margin'' from entity type 'instrument' to entity type 'non-fixed interest instrument'.

 

Added definition to attribute 'provisions associated with off-balance sheet exposures' of entity type 'recognised instrument'. It now matches the definition of the regulation.

 

Added business rule tpc0010 to attribute 'provisions associated with off-balance sheet exposures' of entity type 'recognised instrument' to indicate when it is allowed to report the value "Non-applicable".

 

Added business rule omc0035 to attribute 'date of enterpise size' of entity type 'foreign legal entity in reporting member state' to indicate when it is mandatory.

 

Added business rule omc0036 to attribute 'NUTS 3 region' of entity type 'address' to indicate when it is mandatory.

 

Added business rule omc0037 to attribute 'national identifier' of entity type 'counterparty' to indicate when the national identifier is optional.

 

Updated business rule omc0003 that states when an instrument is qualifying for reporting.

 

Added business rule omc0038 to attribute 'type of securitisation' of entity type 'instrument subject to securitisation' to state that synthetic securitisation must have a protection of type credit derivative.

 

Updated definition of attribute 'fully derecognised instrument being serviced indicator' of entity type 'accounting data'.

 

Added definition to attribute 'type of protection value' of entity 'protection received'. It is now the same as the definition of the entity type 'type of protection value', of which this attribute is a foreign key.

 

Added definition to attribute 'protection valuation approach' of entity 'protection received'. It is now the same as the definition of the entity type 'protection valuation approach', of which this attribute is a foreign key.

 

To check transferred amount and settlement date are mandatory, the following changes are made:

* Added attribute 'drawn instrument indicator' to entity type 'instrument'

* Added entity type 'drawn instrument' as subtype of entity type 'instrument'

* Added entity type 'undrawn instrument' as subtype of entity type 'instrument'

* Added business rule spc0023

* Moved attribute 'transferred amount' from entity type 'financial data' to entity type 'drawn instrument'.

* Moved attribute 'settlement date' from entity type 'instrument' to entity type 'drawn instrument'.

 

Changed name of business rule 'legal entity spc0006 residentlegal entity indicator' to 'legal entity spc0006 resident legal entity indicator'.

 

The attribute 'number of employees' of the entity type 'foreign legal entity in reporting member state' is made optional. There is already a business rule in place that states under which conditions 'number of employees' is mandatory.

 

Added definition to attribute 'fully derecognised instrument being serviced indicator' of entity type 'accounting data'.

 

Added definition to attribute 'impairment assessment method' of entity type 'recognised instrument'.

 

Updated the definition of attribute type 'joint-liabilty amount'. It now is the same definition as in the regulation. (Which it should have always been)

 

Version 1.0.2

To better align with the AnaCredit Regulation, the following names were changed from 'local' to 'resident'.

For entity type 'counterparty':

Domain 'local counterparty indicator' to 'resident counterparty indicator'

Attribute 'local counterparty indicator' to 'resident counterparty indicator'

inheritance 'local counterparty indicator' to resident counterparty indicator'

business rule 'counterparty spc0002 local counterparty indicator' to 'counterparty spc0002 resident counterparty indicator'

 

For entity type 'legal entity':

Domain 'local legal entity indicator' to 'resident legal entity indicator'

Attribute 'local legal entity indicator' to 'resident legal entity indicator'

inheritance 'local legal entity indicator' to 'resident legal entity indicator'

business rule 'legal entity spc0006 local legal entity indicator' to 'legal entity spc0006 resident legal entity indicator'

 

Updated the verbphrase of the relationship type 'reporting agent delivery reports on credit of counterparty' to 'reporting agent delivery reports on counterparty', because all relevant counterparties are to be reported, not only those that create a credit risk for the reporting agent.

 

Updated the order of the attributes in the identifier of the following entity types:

* non-protection providing counterparty

* not immediate parent undertaking legal entity

* not ultimate parent undertaking legal entity

* originator

* originator-instrument subject to securitisation data

* other part of legal entity

* part of legal entity

* protection provider

* protection provider protection received

* protection provider risk data

* protection provider default data

* protection received

* recognised instrument

* servicer

* servicer-instrument data

The order now matches the order in the entity type.

 

Updated the order of the attributes in the identifier of the following entity types:

* single participation contract

* syndicated contract member

* ultimate parent undertaking

The order now matches the order in the entity type.

 

Changed the name of the identifier of the entity type 'protection provider default data' from 'protection provider risk data PK' to 'protection provider default data PK'.

 

Changed the name of the identifier of the entity type 'instrument not subject to impairment' from 'recognised instrument PK' to 'instrument not subject to impairment PK'.

 

Changed the name of the identifier of the entity type 'individually or collectively assessed impaired instrument' from 'recognised instrument PK' to 'individually or collectively assessed impaired instrument PK'.

 

Changed the name of the identifier of the entity type 'servicer-instrument data' from 'servicer-instrument data' to 'servicer-instrument data PK'.

 

Changed the name of the identifier of the entity type 'syndicated member contract' from 'syndicated contract member PK' to 'syndicated member contract PK'.

 

Added business rule omc0034 that states how to check the rowcount for each entity type.

 

Added business rule omc0028 that states how to check the checksum for each entity type that has a corresponding .csv file

 

Added business rule omc0033 that states how to check the checksum for the primary key identifier of each entity type that has a corresponding .csv file

 

Removed the attribute 'BIC lead arranger' from entity type 'syndicated leader contract', since there is not yet a reporting guideline on how to prevent identifier clashes on the syndicated contract identifier. When that is clear, the new solution will be introduced into the LDM.

Removing the attribute from 'syndicated leader contract' means in turn that it is also removed from the entity type 'syndicated contract member'.

 

Updated the order of the attributes in the identifier of the following entity types:

* accounting data

* address

* attribute combination delivery

* attribute delivery

* collateral located in a reporting member state

* collateral not located in a reporting member state

* creditor

* debtor default data

* debtor risk data

* debtor-instrument data

* Dutch counterparty

* Dutch legal entity

* entity type delivery

* foreign branch in reporting member state

* foreign counterparty

The order now matches the order in the entity type.

 

Updated the order of the attributes in the identifier of the following entity types:

* foreign legal entity in reporting member state

* foreign legal entity outside reporting member state

* foreign legal entity

* fully derecognised instrument being serviced

* immediate parent undertaking

* immovable property

* instrument not purchased for an amount lower than the outstanding amount due to credit risk deterioration

* instrument purchased for an amount lower than the outstanding amount due to credit risk deterioration

* instrument-protection received data

* legal entity

* national legal form type

* non-immovable property

* non-interest-only instrument

The order now matches the order in the entity type.

 

Changed the name of the identifier of the entity type 'reporting agent delivery' from 'delivery PK' to 'reporting agent delivery PK'.

 

Changed the name of the identifier of the entity type 'credit card debt instrument' from 'financial data PK' to 'credit card debt instrument PK'.

 

Changed the name of the identifier of the entity type 'credit card debt instrument' from 'financial data PK' to 'credit card debt instrument PK'.

 

Changed the name of the identifier of the entity type 'credit lines other than revolving credit instrument' from 'financial data PK' to 'credit lines other than revolving credit instrument PK'.

 

Changed the name of the identifier of the entity type 'instrument past due' from 'financial data PK' to 'instrument past due PK'.

 

Changed the name of the identifier of the entity type 'instrument not past due' from 'financial data PK' to 'instrument not past due PK'.

 

Version 1.0.1

Removed the attribute 'off-balance sheet amount' from the entity type 'financial data'. It is redundant, since it is part of the specific subtypes of 'financial data' that are based on the types of instrument.

Removed the business rule 'omc0026'. It stated that the 'off balance sheet amount' for the entity type 'financial data' must correspond to the amount used in its subtypes, but since the attribute 'off balance sheet amount' is removed from the entity type 'financial data', the business rule is obsolete.

 

Added list of values to domain 'current account type'.

 

Added domains to the attributes of entity type 'current account instrument with credit limit' and entity type 'current account instrument with no credit limit'.