• Question ID: 2018/0038
• Date of publication: 29/06/2018
• Subject matter: General clarifications
• AnaCredit Manual: Reporting examples, Part II
• Data attribute: Provisions associated to off-balance sheet exposures, Arrears for the instrument, Date of past due for the instrument, Real estate collateral location, Protection valuation approach

Question

In some of the examples the use of the value “Non-applicable” seems to conflict with the provisions of Part II of the AnaCredit Reporting Manual and also conflicts with the published set of AnaCredit validation checks (e.g. cases 3, 5, 6 and 7). How should this be interpreted?

Answer

Following clarifications are made regarding the content of the published set of examples of complete reports:

Cases 3, 5, 6 and 7: Provisions associated with off-balance-sheet exposures

In cases where the off-balance-sheet amount is provided, the provisions associated with off-balance-sheet exposures cannot be assigned the value “Non-applicable”, therefore a numeric value is expected; “0” is reported if the reporting agent does not explicitly issue such provisions.

CASE 3: Cells Q11 & Q12 has been changed from “Non-applicable” to “0”

CASE 5: Cells Q11 & Q12 has been changed from “Non-applicable” to “0”

CASE 6: Cells Q11 & Q12 has been changed from “Non-applicable” to “0”

CASE 7: Cells Q11 & Q12 has been changed from “Non-applicable” to “0”

Case 13(1): Arrears for the instrument & date of past due for the instrument

In this example the instrument’s maturity date has passed, so the instrument has been in arrear since at least the maturity date.

CASE 13(1): Cells L5 to L8 has been changed from “0” to a positive amount of arrears

CASE 13(1): Cells M5 to M8 has been changed from “Non-applicable” to at least the maturity date of the instrument

Case 13(2): Date of past due for the instrument

In this instance, arrears for the instrument are > 0 and therefore a date for the date of past due for the instrument must be provided (it cannot hold the value “Non-applicable”). In this particular case, the instrument’s non-performing date of 30/05/2017 can be provided.

CASE 13(2): Cell M5 has been changed from “Non-applicable” to “30/05/2017”

Case 17: Real estate collateral location (see Section 9.4.7 of Part II of the AnaCredit Reporting Manual)

When the type of protection is real estate, the real estate collateral location cannot hold “Non-applicable” as a value. In this particular case, the values “DE-11111” and “DE61213” are provided.

CASE 17: Cell K55 has been changed from “Non-applicable” to “DE-11111”

CASE 17: Cell K56 has been changed from “Non-applicable” to “DE61213”

Cases 1, 10 and 16: Protection valuation approach

In accordance with the clarifications provided by Section 9.4.6 of Part II of the AnaCredit Reporting Manual, when the “type of protection value” is “notional amount”, the protection valuation approach is reported as “other type of valuation”.

CASE 1: Cells J28 to J31 has been changed from “Non-applicable” to “other type of valuation”

CASE 10: Cell J21 has been changed from “Non-applicable” to “other type of valuation”

CASE 16: Cells J41 to J48 has been changed from “Non-applicable” to “other type of valuation”