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
A Consultative Group on Risk Management (CGRM) at the Bank for International Settlements (BIS) published a report that examines incorporation of climate risks into the international reserve management framework.
The European Banking Authority (EBA) published the final guidelines on liquidity requirements exemption for investment firms, updated version of its 5.2 filing rules document for supervisory reporting, and Single Rulebook Question and Answer (Q&A) updates in July 2022.
The Australian Prudential Regulation Authority (APRA) is seeking comments, until October 21, 2022, on the introduction of CPS 230, which is the new cross-industry prudential standard on operational risk management.
The European Commission published a Delegated Regulation 2022/1301 on the information to be provided in accordance with the simple, transparent, and standardized (STS) notification requirements for on-balance-sheet synthetic securitizations.
The Australian Prudential Regulation Authority (APRA) is announced revisions to the capital framework for authorized deposit-taking institutions to implement the "unquestionably strong" capital ratios and the Basel III reforms.
The European Banking Authority (EBA) published a report that examines the use of certain exemptions included in the large exposures regime under the Capital Requirements Regulation (CRR).
The Bank of England (BoE), the Prudential Regulation Authority (PRA), and the Financial Conduct Authority (FCA) published a joint discussion paper that sets out potential measures to oversee and strengthen the resilience of services provided by critical third parties to the financial sector in UK.
The Bank of England (BoE) issued a communication to firms to provide an update on the progress of the joint data transformation program—which is being led by BoE, the Financial Conduct Authority (FCA), and the industry—for the financial sector in UK.
The European Banking Authority (EBA) published the draft methodology, templates, and template guidance for the European Union-wide stress test in 2023.
The European Banking Authority (EBA) and the European Securities and Markets Authority (ESMA) jointly published the final guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) for investment firms.