BCL published technical specifications for the collection of the AnaCredit reporting. The specifications are based on the SDMX-ML-based format that ECB uses. The document is based on the “Data Exchange Format” document provided by ECB to the national central banks for secondary reporting.
AnaCredit regulation (EU Regulation No 2016/867) on the collection of granular credit and credit risk data was approved in May 2016. Analytical Credit Dataset, or AnaCredit, comprises the collection of granular credit data based on harmonized ECB statistical reporting requirements. The objective is to establish a common granular credit database shared between the Eurosystem members, comprising input data for all euro area member states. The AnaCredit data will support the ECB and central banks in performing their central banking and supervisory functions, including monetary policy analysis and operations, risk management, financial stability surveillance, statistics, macro-prudential policy, and research. This regulation was transposed in Luxembourg via Circular 2017/240 titled “Introduction of a granular credit risk.”
Related Link: AnaCredit Schemas SDMX (ZIP)
Keywords: Europe, Luxembourg, Banking, Reporting, AnaCredit, SDMX-ML, BCL
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