Release notes for the model CRE GLO per bank LDM

Version 1.1.3

 

Renamed the code of the relationship type between ‘immovable property’ and ‘immovable property-rental contract data’ from “non_immovable_property_has_non_immovable_property_rental_contract_data” to “immovable_property_has_immovable_property_rental_contract_data”. Thanks to ING for spotting this.

 

Updated the cardinality of the relationship 'accounting standard classifies reporting agent delivery' from "1:1 --< 1:n" to "0:1 --< 1:n". Now there can be accounting standards without corresponding reporting agent deliveries.

 

Updated the code of the relationship 'accounting standard classifies reporting agent delivery' from 'accounting_standard_classifies_reporting_agent' to 'accounting_standard_classifies_reporting_agent_delivery'. This does not impact the reporting requirements in any way.

 

Removed the list of values in the standard checks of the attributes listed below. These checks are also present in the list of values of the standard checks of the domain of the attribute and were redundant.

  • 'instrument'.'interest-only indicator'

  • 'instrument'.'drawn instrument indicator'

  • 'debtor'.'counterparty role'

  • 'counterparty'.'counterparty type indicator'

  • 'counterparty'.'protection provider indicator'

  • 'legal entity'.'resident legal entity indicator'

  • 'legal entity'.'immediate parent undertaking indicator'

  • 'legal entity'.'ultimate parent undertaking indicator'

  • 'protection received'.'immovable property indicator*'

  • 'counterparty role'.'counterparty role'

  • 'debtor-instrument data'.'counterparty role'

  • 'debtor default data'.'counterparty role'

  • 'overdraft instrument'.'current account type'

  • 'creditor-instrument data'.'counterparty role'

  • 'servicer-instrument data'.'counterparty role'

  • 'originator-securitized instrument data'.'counterparty role'

  • 'debtor risk data'.'counterparty role'

  • 'rental contract'.'rental contract type'

  • 'joint liability'.'counterparty role'

  • 'LGD model debtor'.'counterparty role'

  • 'financial data'.'past due instrument indicator'

  • 'accounting data'.'fully derecognised instrument being serviced indicator'

  • 'EAD model debtor'.'counterparty role'

 

Removed the list of values in the standard checks of the attributes listed below. The value "fhh" was entered incorrectly here. This should not impact the delivery.

 

'instrument'.'legal final maturity date'

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

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

 

Updated the cardinality of the relationship 'country identifies its institutional 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.

 

Renamed relationship 'Relationship_93' between 'ifrs9 stage' and 'debtor-instrument data' from 'Relationship_93' to 'classifies'.

 

Renamed the code of the relationship type between 'ifrs9 stage' and 'debtor-instrument data' from 'relationship_93' to 'ifrs9_stage_classifies_debtor_instrument_data'.

 

Renamed business rule 'debtor-instrument data dmc0011 non-applicable check for mandatory loan to value' to 'instrument data dmc0011 non-applicable check for mandatory loan to value'. The attribute it checks has been moved from 'debtor-instrument' to 'instrument'.

 

Removed business rule 'instrument dmc0013 non-applicable check for mandatory provision amount'. The attribute 'provision amount' of entity type 'instrument' cannot contain the value "Non-Applicable". Thanks to Moody's for pointing this out.

 

Removed business rule 'foreign legal entity omc0012 mandatory economic activity2' with code 'omc0019'. It was a duplicate of 'foreign legal entity omc0012 mandatory economic activity' with code 'omc0012'.

 

Business rule 'reporting reference date dmc0001 last day of the quarter' 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.

 

Updated the optionality of attribute 'interest rate at inception' of entity type 'instrument' from mandatory to optional.

 

Updated the optionality of the address attributes of the entity type non-land. They now match the relationship type. This impacts the attribute types 'street', 'city / town / village', 'postal code', 'country'.

 

Updated the optionality of the attribute 'parking space attached' of entity type 'immovable property' to optional. It now matches the optionality of the relationship type.

 

Updated the optionality of the relationships 'quasi-corporation classifies enterprise size', 'quasi-corporation classifies institutional sector', 'quasi-corporation classifies economic activity', to optional. This was wrongly notated in the LDM.

 

Updated the optionality of the relationships 'foreign legal entity classifies enterprise size', 'foreign legal entity classifies institutional sector', 'foreign legal entity classifies economic activity', to optional. This was wrongly notated in the LDM.

 

Added domain 'code 16'.

 

Updated the domain of attribute type 'BAG Object-ID' of entity type 'domestic immovable property' from positive long integer' to 'code 16'. This attribute type is a number, it is not numeric. It is used to identifiy, not used to calculate.

 

Updated the text and the corresponding server expression of business rule 'foreign legal entity omc0008 mandatory enterprise size' to reflect the fact that 1) all states are to be seen as reporting member states, and 2) the role head office undertaking does not exists within the context of CRE.

 

Updated the text and the corresponding server expression of business rule 'foreign legal entity omc0010 number of employees' to reflect the fact that the role head office undertaking does not exists within the context of CRE. Also clarified when the value "Non-applicable" is allowed.

 

Updated the text and the corresponding server expression of business rule 'foreign legal entity omc0011 mandatory balance sheet total' to reflect the fact that the role head offfice under taking does not exists within the context of CRE.

 

Updated the text and the corresponding server expression of business rule 'instrument omc0014 interest rate type "non-applicable" when interest rate "non-applicable"' to indicate that the check works both ways.

 

Removed business rule 'joint liability omc0030 joint liability amount reported for each debtor cannot exceed the outstanding nominal amount'. It checks exactly the same thing as business rule 'financial data omc0066 outstanding nominal amount is at least joint liability amount'. And since the latter is also in AnaCredit, the prior has been removed. Thanks to Wolters-Kluwer for pointing this out.

 

Updated the server expression of business rule 'legal entity tpc0037 national identifier "Non-applicable" for certain national identifier type_types'. It previously erroneously referred to entity type 'counterparty'. This is now corrected to 'legal entity'. Thanks to Wolters-Kluwer for pointing this out.

 

Also, moved the business rule from the entity type 'legal entity' to the attribute type 'national identifier' of entity type 'legal entity'. It is now more specifically placed in the model.

 

Updated the text and the corresponding server expression of business rule 'foreign legal entity omc0009 date of enterprise size' to reflect the fact that the role head office undertaking does not exists within the context of CRE and that the distinction between reporting member state and non-reporting member state is also not relevant for CRE.

 

Updated the text and corresponding server expression of business rule 'creditor-instrument data omc0074 foreign FVC creditor has always originator'. The old version still referenced 'foreign counterparty'. However, in CRE we deal with 'foreign legal entity'.

 

Removed business rule 'immovable property-rental contract data omc0028 no rental contract for vacant real estate' because it checks exactly the same as business rule 'non-land omc0002 occupancy rate is 0 when object is vacant'.

 

Updated the description of business rule 'instrument omc0087 drawn instrument indicator vs off-balance sheet amount' to indicated that undrawn instruments always must have an off-balance sheet amount larger than 0, if the off-balance sheet amount itself is not Non-applicable.

 

Added business rule 'financial data dmc0026 accrued interest mandatory or non-applicable' to aid in understanding the validation report.

 

Moved business rule 'debtor default data dmc0015 non-applicable check for mandatory date of the default status of the counterparty' from attribute 'default status of the counterparty' to 'date of default status of the counterparty' of entity type 'debtor default data'.

 

Updated the name and server-expression of business rule 'debtor-instrument data etc0001 interest coverage ratio at inception cannot change over time'. It is now called 'instrument data etc0001 interest coverage ratio at inception cannot change over time' and its server expression now refers to the entity type 'instrument' instead of 'debtor-instrument'.

 

Updated the name and server-expression of business rule 'debtor-instrument data etc0004 debt service coverage ratio at inception cannot change over time'. It is now called 'instrument data etc0004 debt service coverage ratio at inception cannot change over time' and its server expression now refers to the entity type 'instrument' instead of 'debtor-instrument'.

 

Moved business rule 'financial data dmc0016 non-applicable check for mandatory date of the default status of the instrument' from attribute 'default status of the counterparty' to 'date of default status of the counterparty' of entity type 'financial data'. Also re-wrote the server expression to reflect that it checks the attribute 'date of default status of the instrument'.

 

Updated the name and server-expression of business rule 'debtor-instrument etc0013 loan to value at inception cannot change over time'. It is now called 'instrument etc0013 loan to value at inception cannot change over time' and its server expression now refers to the entity type 'instrument' instead of 'debtor-instrument'.

 

Updated the name and server expression of the business rule 'protection received etc0033 immovable property indicator* cannot change over time'. The '*' character was added to reflect the name of the attribute type 'immovable property indicator*'.

 

Updated the name and server expression of the business rules

  • 'quasi corporation etc0039 date of enterprise size vs enterprise size';

  • 'quasi corporation omc0117 mandatory enterprise size';

  • 'quasi corporation omc0119 number of employees mandatory';

  • 'quasi corporation omc0120 mandatory balance sheet total';

  • 'quasi corporation tpc0040 economic activity matches institutional sector'

  • 'quasi corporation tpc0041 date of enterprise size earlier than reporting reference date'.

The word quasi-corporation is now hyphened. This reflects the name of the entity type 'quasi-corporation'.

 

Updated the name and the server expression of business rule 'instrument omc0003 date of default no earlier than date of past due for the instrument' to 'financial data omc0003 date of the default status of the instrument no earlier than date of past due for the instrument'. The rule applies to attribute 'date of the default status of the instrument' of entity type 'financial data'. The changes reflect this.

 

Renamed business rule 'financial data omc0005 interest rate reset frequency "non-applicable" when next interest rate reset date "non-applicable"' to 'instrument omc0005 interest rate reset frequency "non-applicable" when next interest rate reset date "non-applicable"'.

 

Detached business rule 'foreign legal entity omc0011 mandatory balance sheet total' from attribute 'balance sheet total' of entity type 'quasi-corporation'. This rule is specific for foreign legal entities.

 

Attached business rule 'quasi-corporation omc0120 mandatory balance sheet total' to attribute 'balance sheet total' of entity type 'quasi-corporation'. This rule already existed, but was mistakenly not attached to any attribute.

 

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.

 

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 to next interest rate reset date.

 

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. The word 'rate' was added to 'next interest rate reset date'.

 

Updated the name of business rule 'accounting data omc0083 date of the forbearance and renegotiation status vs project finance loan' to 'instrument omc0083 date of the forbearance and renegotiation status vs project finance loan'. The name now reflects the entity type of the attribute type it is attached to.

 

Updated the name of business rule 'accounting data omc0083 date of the forbearance and renegotiation status vs project finance loan' to 'instrument omc0083 date of the forbearance and renegotiation status vs project finance loan'. The name now reflects the name of the entity type of the attribute type it is attached to.

 

Updated the name of business rule 'immovable property spc0004 type of real estate' to 'immovable property spc0004 type of real estate collateral'. The name now reflects the discriminator of the inheritance the business rule is attached to.

 

Updated the name of business rule 'financial data tpc0008 date of default status of the instrument "Non-applicable"' to 'financial data tpc0008 date of the default status of the instrument "Non-applicable"'. The name now reflects the name of the attribute type 'date of the default status of the instrument' it is attached 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'. Also updated the server expression. The word 'rate' was added to 'next interest rate reset date'.

 

Updated the name and description of business rule 'Counterparty tpc0031 national identifier conforms to format' to 'legal entity tpc0031 national identifier conforms to format'. The name now reflects the name of the entity type of the attribute type the business rule is attached to.

 

Updated the text and the corresponding server expression of business rule 'quasi-corporation omc0117 mandatory enterprise size' to reflect the fact that the role head office undertaking does not exists within the context of CRE and that the distinction between reporting member state and non-reporting member state is also not relevant for CRE.

 

Changed relationship "ultimate parent undertaking is ultimate parent undertaking for debtor" to "counterparty is ultimate parent undertaking for debtor". The entity type 'counterparty' has replaced the entity type 'ultimate parent undertaking' at the '1'-side of the relationship type. This allows both legal entities and quasi-corporations to be reported as ultimate parent undertakings. The lay-out of the .csv files has not changed. Thanks to Rabobank for pointing this out.

 

Updated the definition of attribute 'ultimate parent undertaking' of entity type 'debtor' to reflect the definition of the AnaCredit regulation.

 

Changed relationship "ultimate parent undertaking is ultimate parent undertaking for protection provider" to "counterparty is ultimate parent undertaking for protection provider". The entity type 'counterparty' has replaced the entity type 'ultimate parent undertaking' at the '1'-side of the relationship type. This allows both legal entities and quasi-corporations to be reported as ultimate parent undertakings. The lay-out of the .csv files has not changed. Thanks to Rabobank for pointing this out.

 

Updated the definition of attribute 'ultimate parent undertaking' of entity type 'protection provider' to reflect the definition of the AnaCredit regulation.

 

Changed relationship "immediate parent undertaking is immediate parent undertaking for debtor" to "counterparty is immediate parent undertaking for debtor". The entity type 'counterparty' has replaced the entity type 'immediate parent undertaking' at the '1'-side of the relationship type. This allows both legal entities and quasi-corporations to be reported as immediate parent undertakings. The lay-out of the .csv files has not changed. Thanks to Rabobank for pointing this out.

 

Updated the definition of attribute 'immediate parent undertaking' of entity type 'debtor' to reflect the definition of the AnaCredit regulation.

 

Changed relationship "immediate parent undertaking is immediate parent undertaking for protection provider" to "counterparty is immediate parent undertaking for protection provider". The entity type 'counterparty' has replaced the entity type 'immediate parent undertaking' at the '1'-side of the relationship type. This allows both legal entities and quasi-corporations to be reported as immediate parent undertakings. The lay-out of the .csv files has not changed. Thanks to Rabobank for pointing this out.

 

Updated the definition of attribute 'immediate parent undertaking' of entity type 'protection provider' to reflect the definition of the AnaCredit regulation.

 

Updated the server expression of business rule 'foreign legal entity omc0008 mandatory enterprise size' to reflect the change in usage of ultimate and immediate parent undertaking.

 

Renamed business rule 'foreign legal entity omc0010 number of employees' to 'foreign legal entity omc0010 number of employees mandatory'. This name better represents the purpose of the business rule.

 

Updated the server expression of business rule 'foreign legal entity omc0010 number of employees mandatory' to reflect the change in useage of ultimate and immediate parent undertaking.

 

The following business rules are removed because the check itself was also removed by the ECB from the AnaCredit model. It is also no longer valid to check in the context of CRE.

  • foreign legal entity omc0009 date of enterprise size

  • foreign legal entity omc0035 date of enterprise size mandatory

  • quasi corporation omc0118 date of enterprise size mandatory

  • quasi corporation entity omc0121 date of enterprise size mandatory

 

Updated the server expression of business rule 'foreign legal entity omc0011 mandatory balance sheet total' to reflect the change in useage of ultimate and immediate parent undertaking.

 

Updated the server expression of business rule 'quasi-corporation omc0117 mandatory enterprise size' to reflect the change in useage of ultimate and immediate parent undertaking.

 

Updated the server expression of business rule 'quasi-corporation omc0119 number of employees mandatory' to reflect the change in useage of ultimate and immediate parent undertaking.

 

Updated the server expression of business rule 'quasi-corporation omc0120 mandatory balance sheet total' to reflect the change in useage of ultimate and immediate parent undertaking.

 

Added business rule 'observed agent delivery 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.

This is a BLOCKING rule.

 

Updated the name, description and implementation of business rule 'counterparty omc0098 national identifier "Not required"'. The name is now 'legal entity omc0098 national identifier "Not required"'. And it now requires the value "Not required" as national identifier type when the name corresponding to the national identifier type is "Not applicable" or "Kein Registereintrag (Not applicable)".

 

Removed business rule 'financial data omc0095 outstanding nominal amount at undrawn instrument is zero'. Its sibling was also removed from AnaCredit.

 

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.

 

Updated server expression of business rule 'contract omc0053 mandatory attributes when inception date is 01-01-2016 or higher'. It now refers to the correct entity types of the attributes mentioned.

 

Updated server expression of business rule 'accounting data omc0022 not 'not in default' when cumulative recoveries since default'. It now refers to the correct entity types of the attributes mentioned.

 

Fixed a typo in the server expression of business rule 'protection received omc0013 sum of allocated protection values shall not exceed the protection value'. Changed protection receive to protection received.

 

Renamed business rule 'financial data omc0029 default status "Non-applicable" when default status of counterparty is not "Non-applicable"' to 'financial data omc0029 default status of the instrument"Non-applicable" when default status of counterparty is not "Non-applicable"', and attached it to the attribute type 'default status of the instrument' of entity type 'financial data'. Detached it from entity type 'instrument'.

 

Renamed business rule 'accounting data tpc0019 date of the forbearance and renegotiation status is at least reporting reference date' to 'accounting data tpc0019 date of the forbearance and renegotiation status is at most reporting reference date'. It now conforms to its description, server expression and its intent.

 

Renamed business rule 'financial data tpc0015 date of the default status of the instrument no earlier than reporting reference date' to 'financial data tpc0015 date of the default status of the instrument no later than reporting reference date'. It now conforms to its description, server expression and its intent.

 

Updated the server expression of business rule 'instrument past due tpc0016 reporting reference date no earlier than date of past due for the instrument'. It now conforms to its description and name and its intent.

 

Updated the server expression of business rule 'financial data dmc0007 non-applicable check for mandatory next interest rate reset date'. The attribute name used is changed from 'next_interest_reset_date' to 'next interest rate reset date'.

 

Updated the server expression of business rule 'foreign legal entity tpc0022 economic activity matches institutional sector'. The value "Other financial intermediaries, except insurance corporations, pension funds and financial vehicle corporations engaged in securitisation transactions" was previously erroneously split into three separate values.

 

Renamed business rule 'foreign legal entity tpc0020 date of enterprise size earlier than reporting reference date' to 'foreign legal entity tpc0020 date of enterprise size no later than reporting reference date'. The new name better reflects the logic of the check.

 

Moved business rule 'legal entity tpc0038 national identifier type_type should correspond to national identifier type_country' from entity type 'legal entity' to attribute type 'national identifier type_type' of entity type 'legal entity'. It is now more specifically placed in the model.

 

Renamed business rule 'protection received tpc0026 date of protection value at least reporting reference date' to 'protection received tpc0026 date of protection value at most reporting reference date'. The new name better reflects the logic of the check.

 

Updated the server expression of business rule 'quasi-corporation tpc0040 economic activity matches institutional sector'. The value "Other financial intermediaries, except insurance corporations, pension funds and financial vehicle corporations engaged in securitisation transactions" was previously erroneously split into three separate values.

 

Updated the server expression of business rule 'accounting data etc0005 date of the forbearance and renegotiation status vs status of forbearance and renegotiation'. Changed the parameter (T-3) to (T-1). In CRE there is no distinction between monthly and quarterly reporting, since all reports are quarterly. Thanks to ABN-AMRO for pointing this out.

 

Updated the server expression of business rule 'immovable property omc0025 liquidation value cannot be higher than protection value'. Fixed a typo immoable --> immovable.

 

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

 

Updated the server expression of business rule 'instrument omc0122 interest coverage ratio mandatory with rental income' to fix a typo. Also the algorithm expressed is now more exact.

 

De-attached business rule 'financial data omc0029 default status of the instrument"Non-applicable" when default status of counterparty is not "Non-applicable"' from entity type 'instrument'. It is still attached to attribute type 'default status of the instrument' of entity type 'financial data'.

 

Added a server expression to business rule 'financial data omc0029 default status of the instrument"Non-applicable" when default status of counterparty is not "Non-applicable"'. This was previously left blank.

 

Added a server expression to business rule 'legal entity tpc0038 national identifier type_type should correspond to national identifier type_country'. This was previously left blank.

 

Added a server expression to business rule 'non-land omc0002 occupancy rate is 0 when object is vacant'. This was previously left blank.

 

Updated the definition of the attribute type 'country' of entity type 'immovable property' to indicate which country should be reported.

 

Updated the definition of the attribute type 'country' of entity type 'non-land' to indicate which country should be reported.

 

Added a server expression to business rule 'non-land omc0026 energy label 'Non-applicable' when immovable property is foreign'. This was previously left blank.

 

Removed the link to the ECB validation identifier from the following business rules because these identifiers are for the context of AnaCredit, not for the context of CRE.

  • instrument omc0024 legal final maturity date no earlier than inception date

  • legal entity omc0037 national identifier or lei

  • drawn instrument omc0023 settlement date no earlier than inception date

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

  • instrument past due omc0060 date of past due for the instrument 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 omc0049 legal final maturity date no earlier than settlement date

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

  • creditor-instrument data omc0077 creditor cannot be protection provider of the same instrument

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

  • instrument tpc0012 interest-only indicator amortisation type

 

Updated the name of business rule 'accounting data omc0085 date of the forbearance and renegotiation status vs recourse' to 'instrument omc0085 date of the forbearance and renegotiation status vs recourse'. It now reflects the name of the entity type it is attachted to.

Also made the description of the business rule more clear .

 

Version 1.1.1

Made the attribute 'interest coverage ratio at inception' of entity type 'instrument' optional.

 

Added business rule 'instrument omc0122 interest coverage ratio mandatory with rental income' to attribute 'interest coverage ratio' of entity type 'instrument' to ensure that it is filled in.

 

Added business rule 'instrument omc0123 debt service coverage ratio mandatory with rental income' to attribute 'debt service coverage ratio' of entity type 'instrument' to ensure that it is filled in.

 

Made the following coverage ratios mandatory with a "Non-Applicable" option:

  • 'interest coverage ratio'

  • 'debt service coverage ratio'

by updating their domain to 'real number (non-negative) with exclusions'.

 

The attribute 'quasi corporation'.'date of enterprise size' has a new business rule 'quasi corporation entity omc0121 date of enterprise size mandatory'.

 

The attribute 'quasi corporation'.'date of enterprise size' is no longer checked by business rule 'foreign legal entity omc0035 date of enterprise size mandatory'. This business rule is still valid for the attribute 'foreign legal entity'.'date of enterprise size'.

 

The attribute 'quasi corporation'.'date of enterprise size' has a new business rule 'quasi corporation tpc0041 date of enterprise size earlier than reporting reference date'.

 

The attribute 'quasi corporation'.'date of enterprise size' is no longer checked by business rule 'foreign legal entity tpc0020 date of enterprise size earlier than reporting reference date'. This business rule is still valid for the attribute 'foreign legal entity'.'date of enterprise size'.

 

The attribute 'quasi corporation'.'economic activity' has a new business rule 'quasi corporation tpc0040 economic activity matches institutional sector'.

 

The attribute 'quasi corporation'.'balance sheet total' has a new business rule 'quasi corporation omc0120 mandatory balance sheet total'.

 

The attribute 'quasi corporation'.'balance sheet total' is no longer checked by business rule 'foreign legal entity omc0011 mandatory balance sheet total'. This business rule is still valid for the attribute 'foreign legal entity'.'balance sheet total'.

 

The attribute 'quasi corporation'.'number of employees' has a new business rule 'quasi corporation omc0119 number of employees mandatory'.

 

The attribute 'quasi corporation'.'number of employees' is no longer checked by business rule 'foreign legal entity omc0010 number of employees'. This business rule is still valid for the attribute 'foreign legal entity'.'number of employees'.

 

The attribute 'quasi corporation'.'date of enterprise size' has a new business rule 'quasi corporation omc0118 date of enterprise size mandatory'.

 

The attribute 'quasi corporation'.'date of enterprise size' is no longer checked by business rule 'foreign legal entity omc0009 date of enterprise size'. This business rule is still valid for the attribute 'foreign legal entity'.'date of enterprise size'.

 

The attribute 'quasi corporation'.'enterprise size' has a new business rule 'quasi corporation omc0117 mandatory enterprise size'. This does check the same thing as 'foreign legal entity omc0008 mandatory enterprise size'.

 

The attribute 'quasi corporation'.'enterprise size' is no longer checked by business rule 'foreign legal entity omc0008 mandatory enterprise size'. This business rule is still valid for the attribute 'foreign legal entity'.'enterprise size'.

 

The attribute 'quasi corporation'.'date of enterprise size' has a new business rule 'quasi corporation etc0039 date of enterprise size vs enterprise size'. This does check the same thing as 'foreign legal entity etc0009 date of enterprise size vs enterprise size'.

 

The attribute 'quasi corporation'.'date of enterprise size' is no longer checked by business rule 'foreign legal entity etc0009 date of enterprise size vs enterprise size'. This business rule is still valid for the attribute 'foreign legal entity'.'date of enterprise size'.

 

Made the relationship type debtor has debtor instrument data' mandatory on the 'debtor-instrument data' side. This entails that all counterparties that are reported with a role of debtor have to be involved as a debtor in an instrument.

 

Made the relationship type 'creditor has credit risk via creditor instrument data' mandatory on the 'creditor-instrument data' side. This entails that all counterparties that are reported with a role of creditor have to be involved as a creditor in an instrument.

 

Updated the domain of attribute type 'provision amount' of entity type 'instrument' from 'euro amount (non-negative) with exclusions' to 'euro amount (non-negative)'. This attribute type is mandatory and it is now in line with the reporting manual. Thanks to ABN-AMRO for pointing this out.

 

Removed the attribute country from the primary key of the entity type 'national identifier type'. This also removes the manditory flag from the attribute 'national identifier type_country' of entity type 'legal entity'.

 

Made the relationship type 'instrument has originator-securitized instrument data' optional. It is now possible to report instruments that do not have an originator. In a future release this will be solved with additional subtypeing conform the model structure in AnaCredit and RRE.

 

Made the entity type 'rental contract' dependent on the entity type 'reporting agent delivery' by adding the relationship type 'reporting agent delivery reports rental contract'. This changes means that the reporting agent identifier of the rental contract must be the same as the reporting agent identifier used elsewhere in the reporting.

 

Made the relationship type 'rental contract has immovable property-rental contract data' dependent. This makes the entity type 'immovable property-rental contract' dependent on two relationship types and makes it a separate reportable .csv file. Thanks to ABN-AMRO and ING for reporting this issue.

 

Version 1.1

Updated the description of attribute 'code' of entity type 'logical data model'. The word AnaCredit in this description is replaced by CRE.

 

Updated the domain to 'code' for the following attributes:

  • 'economic activity'.'NACE code'

  • 'foreign legal entity'.'economic activity'

  • 'quasi-corporation'.'economic activity'.

 

Version 1.0.4

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. The name of tpc0038 is changed to: legal entity tpc0038 national identifier type_type should correspond to national identifier type_country

 

Extended validation rule tpc0037 as is done in AnaCredit as well; 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. The name of tpc0037 is changed to: legal entity tpc0037 national identifier "Non-applicable" for certain national identifier type_types

 

Deleted business rule omc0106 because it refers to entity 'dutch counterparty' which does not exist anymore

 

Added business rule tpc0039 to make sure that when a quasi-corporation is foreign the value 'foreign' needs to be reported for attribute 'legal form' in entity 'quasi-corporation'

 

Deleted the attribute 'resident counterparty indicator' of 'counterparty' because of the deletion of the subtypes 'foreign counterparty' and 'Dutch counterparty' .Therefore, TPC0032 which pointed to resident counterparty indicator had to be adjusted as well.

 

Moved 'foreign legal form type' to 'foreign legal entity' and 'Dutch legal form' to 'quasi-corporation'. Therefore the names of the reference tables have changed to 'legal form type' and 'legal form type for quasi-corporations'. The attributes are both named 'legal form'. Because of the adjustments the entities 'foreign counterparty' and 'Dutch counterparty' have been deleted since these are not needed anymore.

 

Added attribute and reference list 'country' to entity 'quasi-corporation'

 

Deleted metadata entities 'attribute delivery' and 'attribute combination delivery' since these have not been used in the proper way until now. It only leads to confusion and ongoing questions from banks.

 

Deleted attribute 'loss given default point in time' because it is already being reported under the name 'LGD best estimate' in the entities 'LGD model [contract/debtor/instrument]'

 

Version 1.0.3

Added a new value and code to counterparty type indicator: cntpr_tp_ind_prt_of_lgl_ent for part of legal entity

 

Changed data type of NACE_code from nvarchar(255) to varchar(5)

 

Deleted tpc0035 because ECB validation check CN0914 has been deleted

 

Made the subtype of counterparty to child entities 'legal entity' and 'quasi-corporation' incomplete. This is done to make it possible to report branches as a counterparty. These branches won't fit into the subtype 'legal entity' or 'quasi-corporation'.

 

Moved attributes 'loan to value', 'loan to value at inception', 'interest coverage ratio', 'interest coverage ratio at inception', 'debt service coverage ratio' and 'debt service coverage ratio at inception' from 'debtor-instrument data' to 'instrument'

 

 

Version 1.0.2

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

 

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

 

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

 

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

 

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

 

Added business rule omc0106 that states that depending on the counterparty type of a Dutch counterparty different legal forms are applicable

 

Deleted tpc0036

 

Changed the code of attribute 'off-balance sheet amount' in entities 'credit card debt instrument', 'credit lines other than revolving credit instrument', 'current account instrument with credit limit', 'other loans instrument' and 'revolving credit other than overdrafts and credit card debt instrument' from 'off_balance_sheet_amount' to 'off_blnc_sht_amnt' to make it consistent with AnaCredit

 

Made tpc0032 blocking because it is blocking in AnaCredit as well.

 

Made the domains 'resident legal entity indicator' and 'counterparty type indicator' varchar(50) instead of char(50)

 

Made attributes 'national identifier', 'national identifier type_country' and 'national identifier type_type' optional instead of mandatory. OMC0037 states when these attributes can be reported as optional.

 

Added blocking business rule tpc0031 to check whether national identifier conforms to format

 

Added attribute 'LGD best estimate' to entities 'LGD model contract', 'LGD model debtor' and 'LGD model instrument'

 

Added 2 needed attributes to 'non-fixed interest instrument' and reference tables in the model: 'reference rate value' en 'maturity value'

 

Changed the domain of 'interest rate at inception' and interest rate spread/margin from 'basis point' to 'real number (positive or negative)'

 

Changed the domains of 'debt service coverage ratio', 'debt service coverage ratio at inception', 'interest coverage ratio', 'interest coverage ratio at inception', 'loss given default point in time' and 'occupancy rate' from 'basis point' to 'real number (non-negative)'

 

Changed the domain of 'commitment amount at inception' from 'euro amount (non-negative)' to 'euro amount (non-negative) with exclusions' because exclusions are allowed. · For instruments under the cross-limit that are not lump-sum loans (irrespective of whether they are of a revolving nature), the commitment amount at inception is reported as “non-applicable”. Such instruments typically have an off-balance-sheet amount.

 

Updated the description of 'interest-only indicator'. When the amortisation type is 'French' or 'Fixed amortisation schedule' then the interest-only indicator must be a "non-interest-only instrument. This does not count for amortisation type 'Other'.

 

Changed the operator '>=' to '<=' in business rule tpc0015.

 

Deleted the following business rules because these are not needed in AnaCredit anymore too because of changes in the regulation: omc0027, omc0051, omc0055, omc0056, omc0089, omc0091, omc0092, etc0011 en etc0017

 

Added the reference entity 'type of real estate collateral'

 

Version 1.0.1

Dutch legal form type reference table now contains the attribute 'code' instead of 'dutch legal form type'

 

Entities 'Land' and 'Non-land' are now written without capital letters in the LDM

 

Implemented rules dmc0004, dmc0005, dmc0007 and dmc0011 till dmc0021 which check the mandatory attributes which allow 'Non-applicable'. These rules are needed in the physical implementation of the logical data model

 

Changed the name of etc0001 and etc0004 because it belongs to 'debtor-instrument data' instead of 'instrument'

 

Changed the code of 'next interest rate reset date' of entity 'financial data' from "next_interest_rate_reset_date" to "dt_nxt_intrst_rt_rst" to make it consistent with AnaCredit

 

Changed the attribute code of 'extensive title / description' which can be found in 'foreign legal form type' because it contained too many "_"

 

Changed the attribute code of 'english name / decscription' which can be found in 'foreign legal form type' because it contained too many "_"

 

Made the attributes 'postal code' and 'city/town/village' of entity type 'foreign legal entity' mandatory because these belong to stage 1 as is stated in manual part 1

 

Version 1.0

Added 5 business rules omc0100 till omc0104 concerning the EAD and LGD model attributes because these have to be calculated on of the three levels (debtor, instrument, contract).

 

Made 'debt service coverage ratio at inception', 'loan to value at inception' and 'outstanding nominal amount at inception' optional because these are stage 2 according to manual part 1

 

Made 'debt service coverage ratio', 'ifrs stage 9', 'interest rate spread/margin' mandatory because these are stage 1 according to manual part 1

 

Changed the rule of spc0015 because we do not have the 'immovable property location indicator'. The content is now the same as spc0011 in RRE namely that country must correspond to the subtype that is used.

 

Changed inheritance from 'immovable property location indicator' to 'country' because this indicator is not the same as in AnaCredit since the subtype names beneath immovable property concerning the location are different from the ones in CRE. It is the same as in RRE.

 

Updated the values and the labels of domain 'resident legal entity indicator' consistent to the business terms and AnaCredit

 

Changed 'Dutch legal entity indicator' to 'resident legal entity indicator' so that it is consistent to AnaCredit. Therefore the name of the indicator used in spc0006 and etc0025 has been changed as well.

 

Updated the values and the labels of domain 'protection provider indicator' consistent to the business terms

 

Added rule omc0006 which states that if attribute default status of the counterparty is filled with value "not in default" or "Non-applicable", then the probability of cure should have the value "Non-applicable".

 

Changed the comment of omc0007 because when default status of the counterparty is reported as "Non-applicable", the probability of cure should ben "Non-applicable" as well.

 

Changed the expression of omc0003 so that it may deal with "Non-applicable" default status as well. Namely that when the default status is "Non-applicable" the check cannot be done.

 

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.

 

Added subtype entity 'quasi-corporation' next to 'legal entity'

 

Changed the domain of attribute 'accrued interest' from 'euro amount (positive and negative)' to 'euro amount (positive and negative) with exclusions' because exclusions should be allowed in case of factoring.

 

Added business rule tpc0032 which checks whether other mandatory indicators are there if the counterparty is NOT "Non-applicable"

 

Added omc0053 which states that when the inception date of a contract is higher than 31-12-2015, then the attributes 'interest rate at inception', 'loan to value at inception', 'outstanding nominal amount at inception', 'regulatory EAD at inception', 'debt service coverage ratio at inception' and 'interest coverage ratio at inception' must be filled.

 

Added reference table 'ifrs9 stage' to entity 'debtor-instrument data'

 

Deleted entities 'natural person' and 'partnership' since these are out of scope.

 

Changed the attribute name in business rule omc0001 from 'occupancy rate real estate collateral' to 'occupancy rate' and fixed a typo in the word 'measurement'

 

Changed tpc0001 to omc0005 because next interest rate reset date belongs to entity 'financial data'

 

Deleted column 'AnaCredit reporting scope remark' from reference entity 'foreign legal form type'

 

Deleted attribute and reference entity 'quality of real estate collateral location'

 

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 omc0083 date of the forbearance and renegotiation status vs project finance loan', according to the updated ECB specification.

 

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

 

Rewrote business rule 'instrument omc0027 mandatory commitment amount at inception' to business rule 'instrument tpc0035 mandatory commitment amount at inception' to encompass new ECB validation check CN0914.

 

Added business rule 'instrument tpc0036 interest rate type non-applicable for trade receivables' to implement new ECB validation check CN0913.

 

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.

 

Added domain 'basis point with exclusions'.

 

Changed the domain of 'accrued interest' from 'euro amount (non-negative)' to 'euro amount (positive and negative)'

 

Changed the domain of 'joint liability amount' because exclusions are not allowed for this attribute. Changed it from 'euro amount (non-negative) with exclusions' to 'euro amount (non-negative)'

 

Changed the domain of 'commitment amount at inception' from 'euro amount (non-negative) with exclusions ' to 'euro amount (non-negative)' because exclusions are not allowed

 

Changed tpc0002 to omc0014 since the creation of 'financial data' has caused this constraint to be an other model constraint instead of a tuple constraint.

 

Changed business rule name omc0022 from 'instrument omc0022' to 'accounting data omc0022'. The same counts for omc0094.

 

Deleted tpc0005 because it is redundant looking at tpc0014

 

According to the manual 'type of impairment' is stage 1 and is therefore made mandatory.

 

According to the manual 'probability of default' is stage 1 and is therefore made mandatory.

 

According to the manual 'measurement date of occupancy' is stage 2 and is therefore made optional.

 

Made attributes 'debt service coverage ratio' and 'interest coverage ratio' optional

 

Deleted etc0008 since 'exposure value at inception' does not exist anymore

 

Added business rule etc0038 which states that regulatory EAD at inception cannot change over time

 

Added business rule omc0026 energy label 'Non-applicable' for foreign immovable property

 

Added business rule omc0028 no rental contract for vacant real estate

 

Moved 'interest coverage ratio', 'interest coverage ratio at inception', 'debt service coverage ratio' and 'debt service coverage ratio at inception' from 'instrument' to 'debtor-instrument data'

 

Added business rule omc0025 to make sure that liquidation value does not exceed protection value

Changed attribute name 'real estate collateral liquidation value' to 'liquidation value'

 

Version 0.8

Added reference table 'foreign legal form type' next to 'Dutch legal form type' because these two contain different legal form types

 

Added subtypes 'Dutch counterparty' and 'foreign counterparty' to be able to moved attribute 'legal form' to 'Dutch counterparty' since legal form for Dutch counterparties can belong to 'legal entity', 'natural person' and 'partnership'

 

Changed attribute name 'risk-weighted exposure amount' to 'regulatory RWA' and moved it from 'instrument' to 'LGD model contract/instrument/debtor' and 'EAD model contract/instrument/debtor'

 

Changed attribute names 'exposure value' and 'exposure value at inception' to 'regulatory EAD' and 'regulatory EAD at inception'. The first attribute now resides in entity EAD model contract/instrument/debtor, while the second one only resides in EAD model contract

 

Changed attribute name 'loss given default in economic downturns' to 'regulatory downturn LGD' en moved it from 'instrument' to the LGD model entities

 

Deleted the suffix 'real estate collateral' of the address attributes in 'non-land'

 

Deleted the suffix 'address' of the address attributes in 'foreign legal entity'

 

Changed the attribute 'occupancy rate real estate collateral' to 'occupancy rate'

 

Changed the attribute 'energy label of the real estate collateral' to 'energy label'

 

Changed attribute name 'square meters of the real estate collateral' to 'total rentable surface'

 

Deleted attribute 'monthly rental income on collateral per square meter'

 

Changed the name of attribute 'date of forbearance and renegotiation status' to 'date of the forbearance and renegotiation status'. Now, it's the same as in AnaCredit.

 

Made attribute 'cumulative recoveries since default', 'date of original protection value', 'original protection value', 'Real estate collateral liquidation value', 'third party priority claims against the protection' optional because it belongs to stage 2.

 

Made attribute 'commitment amount at inception', 'default status of the instrument', 'interest rate at inception', 'interest rate reset frequency', 'joint liability amount', 'national identifier type_country', 'national identifier type_type', 'recourse', 'settlement date' and 'off-balance sheet amount' mandatory because it belongs to stage 1.

 

Length of data type of 'drawn instrument indicator' is now 50 instead of 25, like all other indicators.

 

Introduced two new entities: accounting data and financial data, so that the model is more similar to the model of AnaCredit. Moved the AnaCredit attributes of 'accounting data' and 'financial data' which CRE has in common with AnaCredit to 'accounting data' and 'financial data' as well. Changed the naming and expressions of all business rules on attributes which have been moved.

 

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)

  • uro amount (positive and negative) with exclusions.

 

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

 

Changed business rule code etc0001 to etc0010 so that it corresponds to AnaCredit. Therefore former business rule etc0010 is changed to etc0001

 

Deleted business rules omc0016, omc0017, omc0018, omc0019, omc0071, omc0072, etc0007, omc0090, omc0093, tpc0025 and tpc0028 because these were copied from AnaCredit but do not apply to CRE

 

Changed business rule wording of dmc0001 from "half a year" to "quarter". Since the reporting will be on quarterly basis as communicated during the plenary session with the banks

 

Moved attribute 'type of impairment' to 'recognised instrument' instead 'instrument'

 

Corrected attribute name 'occupancy rate real estate collateral'. It contained the typo 'colleteral'

 

Added key attribute 'LGD model identifier' to 'LGD model contract/instrument/debtor'

 

Made attribute 'reported as counterparty identifier' mandatory in 'observed agent delivery'

 

Moved attribute 'name' from 'legal entity' to 'foreign legal entity'

 

Added attribute 'reported as counterparty identifier' to 'reporting agent delivery'

Added descriptions to 'ultimate parent undertaking indicator' and 'immediate parent undertaking indicator'