Central Bank of Ireland published draft credit data templates and rules for monthly and quarterly AnaCredit reporting by banks. As part of the key draft changes to the monthly reporting template and rules, attributes and rules for “Real Estate Collateral Location split” have been added, Secured Overnight Financing Rate (SOFR) and Euro short-term rate (€STR) have been added to the domain list on reference rate, new domain lists related to "Real Estate Collateral Location" have been added, and certain record rules have been updated. The draft changes to quarterly reporting template and rules include changes to the record rules.
Data to be reported under the AnaCredit Regulation refers to multiple elements that are interconnected. AnaCredit Regulation specifies a dataset for reporting specific information for each of the elements while the Central Bank of Ireland specifies the datasets for monthly and quarterly reporting in the draft credit data templates and rules. The datasets with monthly reporting frequency include instrument data, financial data, counterparty-instrument data, joint liabilities data, protection received data, instrument-protection received data, counterparty risk data, and counterparty default data. The accounting dataset has quarterly reporting frequency.
- Draft Template and Rules for Monthly Reporting (XLSX)
- Draft Template and Rules for Quarterly Reporting (XLSX)
- AnaCredit Updates
- AnaCredit Regulation
Keywords: Europe, Ireland, Banking, Reporting, AnaCredit, Credit Risk, SOFR, €STR, Templates, Central Bank of Ireland
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