Entity financial data

Details of entity financial data

Name

financial data

Code

financial_data

Parent

Logical Data Model 'AnaCredit GLO per bank LDM'

Comment

3.1 The level of granularity for the financial data is the instrument. Each record is uniquely identified by the combination of the following data attributes: (a) reporting agent identifier; (b) observed agent identifier; (c) contract identifier and (d) instrument identifier.
3.2 The financial data describes the instrument’s financial development.

Parent Entity

<None>


List of attributes of the entity financial data

Name

Code

Comment

Data Type

Domain

Mandatory

Primary Identifier

Foreign Identifier

reporting agent identifier

reporting_agent_identifier

 

Variable characters (60)

identifier domain

X

X

X

observed agent identifier

obsrvd_agnt_cd

Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent.

Variable characters (60)

identifier domain

X

X

X

reporting reference date

reporting_reference_date

reporting reference date is a date that indicates the date the attribute type delivery pertains to.

Defined as yyyy-mm-dd.

Date

reporting reference date

X

X

X

contract identifier

cntrct_id

An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract.
Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent.

Variable characters (60)

identifier domain

X

X

X

instrument identifier

instrmnt_id

An identifier applied by the reporting agent to uniquely identify each instrument under a single contract. Each instrument must have one instrument identifier. This value will not change over time and cannot be used as the instrument identifier for any other instrument under the same contract.

Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract. However, instruments associated with different contracts may use the same identifier.

Variable characters (60)

identifier domain

X

X

X

interest rate

annlsd_agrd_rt

Annualised agreed rate or narrowly defined interest rate in accordance with Regulation (EU) No 1072/2013 of the European Central Bank (ECB/2013/34) . Regulation (EU) No 1072/2013 of the European Central Bank of 24 September 2013 concerning statistics on interest rates applied by monetary financial institutions (ECB/2013/34) (OJ L 297, 7.11.2013, p. 51).

Interest rate defined as a percentage.

Decimal (12,0)

real number (positive or negative) with exclusions

X

 

 

next interest rate reset date

dt_nxt_intrst_rt_rst

The date that the next interest rate reset, as defined in Part 3 of Annex I to Regulation (EU) No 1071/2013 (ECB/2013/33), takes place. If the instrument is not subject to a future interest rate reset, its legal final maturity date will be reported.

Defined as yyyy-mm-dd.

Date

date with exclusions

X

 

 

default status of the instrument

dflt_stts

Identification of the default status of the instrument.
Categories describing the situations in which an instrument can be described as being at default in accordance with 178 of Regulation (EU) No 575/2013.

This attribute is only to be filled in for retail exposures if the definition of default laid down in points (a) and (b) of Art 178 (1) is applied at the level of an individual credit facility rather than in relation to the total obligation of a counterparty. In all other cases, the attribute “default status of the counterparty” is to be used.

Variable multibyte (255)

code

X

 

X

date of the default status of the instrument

dt_dflt_stts

The date on which the default status, as reported in the data attribute 'default status of the instrument', is considered to have occurred.

Defined as yyyy-mm-dd.

Date

date with exclusions

X

 

 

outstanding nominal amount

otstndng_nmnl_amnt

Principal amount outstanding at the end of the reporting reference date, including unpaid past due interest but excluding accrued interest. The outstanding nominal amount must be reported net of write-offs and write-downs as determined by the relevant accounting practices.

Any drawn amount of an instrument must be registered in the data attribute ‘outstanding nominal amount’."

Decimal (16,0)

euro amount (non-negative) with unknown

X

 

 

accrued interest

accrd_intrst

The amount of accrued interest on loans at the reporting reference date as defined in Regulation (EU) No 1071/2013. In accordance with the general principle of accruals accounting, interest receivable on instruments should be subject to on-balance sheet recording as it accrues (i.e. on an accruals basis) rather than when it is actually received (i.e. on a cash basis).

Amount in euro. Foreign currency amounts should be converted into euro at the respective ECB euro foreign exchange reference rates (i.e. the mid-rate) on the reporting reference date.

Decimal (16,0)

euro amount (positive and negative) with exclusions

X

 

 

securitized instrument indicator

securitized_instrument_indicator

Securitized instrument indicator distinguishes instruments into those instruments that are part of a securitization and those that aren't.

Variable characters (50)

securitisation indicator

X

 

 

past due instrument indicator

past_due_instrument_indicator

Past due instrument indicator indicates whether or not an instrument is past due.

According to Regulation (EU) No 680/2014 assets qualify as past due when counterparties have failed to make a payment when contractually due. Note that past due occurs as soon as the instrument is already one day past due.

Variable characters (50)

past due instrument indicator

X

 

 


List of child entities of the entity financial data

Child Entity

Inheritance

revolving credit other than overdrafts and credit card debt instrument

type of instrument

reverse repurchase agreements instrument

type of instrument

financial leases instrument

type of instrument

overdraft instrument

type of instrument

other loans instrument

type of instrument

trade receivables instrument

type of instrument

credit lines other than revolving credit instrument

type of instrument

credit card debt instrument

type of instrument

deposits other than reverse repurchase agreements instrument

type of instrument

instrument subject to securitisation

securitized instrument indicator

instrument not subject to securitisation

securitized instrument indicator

instrument past due

past due instrument indicator

instrument not past due

past due instrument indicator


List of relationships of the entity financial data

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

classifies

default_status_classifies_financial_data

X

financial data

default status

 

0,n

1,1

has

instrument_has_financial_data

X

financial data

instrument

financial data -> instrument

1,1

1,1


List of child inheritances of the entity financial data

Name

Code

Mutually Exclusive

Inherit All

Generate Parent

Generate Children

past due instrument indicator

past_due_instrument_indicator

X

 

X

X

securitized instrument indicator

securitized_instrument_indicator

X

 

X

X

type of instrument

type_of_instrument

X

 

X

X


List of identifiers of the entity financial data

Name

Code

Parent

Primary Identifier

financial data PK

financial_data_pk

Entity 'financial data'

X