The Central Bank of Luxembourg (BCL) updated reporting instructions, the list of reporting agents, Statistical Data and Metadata eXchange (SDMX) schema (version 1.0.6), and comparison methodology between AnaCredit and the balance sheet items report (iBSI / S 1.1) as well as interest rate data (iMIR / S 1.5).
BCL updated reporting instructions (version 3.0) and included new functioning of resubmissions, stating that in case of resubmissions related to a correction of the data initially sent by a reporting agent, all reports related to the reporting agent, (for example T1REF, T1M, T2M and T2Q), will be reported as “Full replacement” using the version of the SDMX schemas that were valid at the reference date. There is an exception for all submissions and resubmissions for the reference periods before August 2022 (included), which have to be transmitted in the SDMX schemas (version 1.0.7). Also, in case of multiple contiguous resubmissions, only the latest reports will be taken into account.
In addition, BCL published methodology used for the comparison between AnaCredit and FINREP (version 1.0). The European Central Bank (ECB) and the national central banks have introduced a quarterly comparison report between AnaCredit and FINREP with an objective to evaluate the consistency between the reports and verify the completeness of AnaCredit data. The comparison with FINREP data will enter into force at the ECB from June 2022 onward and all reporting agents will be subject to the comparison report and have to correct any discrepancies in the data.
- AnaCredit Updates
- AnaCredit Instructions (PDF)
- List of Reporting Agents (XLSX)
- SDMX Schemas (XLSX)
- Comparison methodology iBSI-iMIR (PDF)
- Comparison methodology FINREP (PDF)
Keywords: Europe, Luxembourg, Banking, Credit Risk, AnaCredit, Reporting, SDMX Schema, FINREP, BCL, ECB
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