Deutsche Bundesbank published Version 13 of the AnaCredit validation rules manual, which is expected to be valid from February 01, 2022. Changes have been made with respect to the completeness and consistency criteria and plausibility checks. The manual on validation rules supplements the guidelines for AnaCredit data and the reporting manual. It describes all validations that are performed to ensure satisfactory data quality. In addition to the validations, plausibility checks are performed to reveal outlier values. Bundesbank has also published Version 2.0 of the value limits for detecting outliers, which is expected to be valid from February 01, 2022.
Also published was the Circular No. 54/2021, which informs about the introduction of validity periods for code list values, the adjustment of further reporting requirements as of February 01, 2022, and the addition of the section on how the SDMX dataset "BBK_ANCRDT_ENTTY_PRTCTD_C" works in the guidelines for AnaCredit reporting. Additionally, Bundesbank published Version 2.3 of certain supporting documents for AnaCredit reporting, with respect to the adjustment of reporting requirements as of February 01, 2022. These documents are code list, technical specifications of master data and credit data reports for AnaCredit, technical specifications for “Table 7 on list of attributes to be reported with the exact data type specification," and technical reporting schema. Finally, Bundesbank published Circular No. 51/2021 to announce “changeover to the time principle for submitting credit data for AnaCredit.”
Related Links (in German)
- Validation Rules Manual (PDF)
- Value Limits for Outlier Rules (XLSX)
- Circular No 54/2021 (PDF)
- Code List (XLSX)
- Technical Specifications of Master Data and Credit Data (PDF)
- Technical Specifications Table 7 (XLSX)
- Technical Reporting Schema (ZIP)
- Circular No. 51/2021 (PDF)
Keywords: Europe, Germany, Banking, AnaCredit, Reporting, Technical Specifications, Reporting Schema, Validation Rules, Plausibility Checks, Bundesbank
Previous ArticleBIS Hub and Central Banks Collaborate on Multi-CBDC Platform
The European Banking Authority (EBA) published four draft principles to support supervisory efforts in assessing the representativeness of COVID-19-impacted data for banks using the internal ratings based (IRB) credit risk models.
The Bank for International Settlements (BIS) Innovation Hub updated its work program, announcing a set of projects across various centers.
Certain members of the U.S. Senate Committee on Banking, Housing, and Urban Affairs issued a letter to the Securities and Exchange Commission (SEC)
The European Insurance and Occupational Pensions Authority (EIOPA) published a consultation paper on the advice on the review of the securitization prudential framework in Solvency II.
The Prudential Regulation Authority (PRA) issued a statement on PRA buffer adjustment while the Bank of England (BoE) published a notice on the statistical reporting requirements for banks.
The Federal Financial Supervisory Authority of Germany (BaFin) proposed to amend the “Capital Investment Conduct And Organization Ordinance” and issued a draft circular on the minimum resolvability requirements for resolution planning.
The European Banking Authority (EBA) proposed guidelines, for the resolution authorities, on the publication of the write-down and conversion and bail-in exchange mechanic, with the comment period ending on September 07, 2022.
The Financial Services Authority of Indonesia (OJK) is strengthening cooperation with the Australian Prudential Regulation Authority (APRA) and the Japanese Financial Services Agency (JFSA)
The European Parliament and the Council published Regulation 2022/868 on European data governance (Data Governance Act).
The European Banking Authority (EBA) published phase 2 of its reporting framework 3.2. The technical package supports the implementation of the updated reporting framework by providing standard specifications