BCL published reporting instructions (version 2.4.1), list of reporting agents, validation rules (version 1.5), and Statistical Data and Metadata eXchange (SDMX) Schema under the AnaCredit Regulation. The SDMX Schema include technical specifications, cube structure, facets, and sub-domains. Version 2.4.1 of the reporting instructions covers updates related to the guidance on non-EU entities' identifier search, SDMX schema versioning, and Legal Entity Identifier (LEI) code reporting. Version 1.5 of the validation rules consists of modifications in Implementation sheet, Data Compliance sheet, Completeness-Ref.data sheet, Plausibility-Record level sheet, Non Applicable sheet, and 25 kEUR Threshold sheet. Applicability dates have been also added in this version.
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 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 the collection of granular credit data and credit risk data.”
- Instructions, Version 2.4.1 (PDF)
- List of Reporting Agents (XLSX)
- Validation Rules, Version 1.5 (XLSX)
- SDMX Schema (ZIP)
- AnaCredit Reporting
Keywords: Europe, Luxembourg, Banking, AnaCredit, Reporting, Instructions, SDMX Schemas, LEI, Reporting Agents, Technical Specifications, Validation Rules, BCL
Previous ArticleHKMA Revises Completion Instructions for Forms MA(BS)2A and MA(BS)20
EBA issued a revised list of validation rules with respect to the implementing technical standards on supervisory reporting.
EBA published its response to the call for advice of EC on ways to strengthen the EU legal framework on anti-money laundering and countering the financing of terrorism (AML/CFT).
NGFS published a paper on the overview of environmental risk analysis by financial institutions and an occasional paper on the case studies on environmental risk analysis methodologies.
MAS published the guidelines on individual accountability and conduct at financial institutions.
APRA published final versions of the prudential standard APS 220 on credit quality and the reporting standard ARS 923.2 on repayment deferrals.
SRB published two articles, with one article discussing the framework in place to safeguard financial stability amid crisis and the other article outlining the path to a harmonized and predictable liquidation regime.
FSB hosted a virtual workshop as part of the consultation process for its evaluation of the too-big-to-fail reforms.
ECB updated the list of supervised entities in EU, with the number of significant supervised entities being 115.
OSFI published the key findings of a study on third-party risk management.
FSB is extending the implementation timeline, by one year, for the minimum haircut standards for non-centrally cleared securities financing transactions or SFTs.