+10.5. The records must be reported on a monthly basis.

10.5. The records must be reported on a monthly basis.

10.5

The records must be reported on a monthly basis.

Data

Data attribute

6.

Accounting data

Reporting agent identifier

Observed agent identifier

Contract identifier

Instrument identifier

Accounting classification of instruments

Balance sheet recognition

Accumulated write-offs

Accumulated impairment amount

Type of impairment

Impairment assessment method

Sources of encumbrance

Accumulated changes in fair value due to credit risk

Performing status of the instrument

Date of the performing status of the instrument

Provisions associated with off-balance-sheet exposures

Status of forbearance and renegotiation

Date of the forbearance and renegotiation status

Cumulative recoveries since default

Prudential portfolio

Carrying amount

7.

Protection received data

Reporting agent identifier

Observed agent identifier

Protection identifier

Protection provider identifier

Type of protection

Protection value

Type of protection value

Protection valuation approach

Real estate collateral location

Date of protection value

Maturity date of the protection

Original protection value

Date of original protection value

8.

Instrument-protection received data

Reporting agent identifier

Observed agent identifier

Contract identifier

Instrument identifier

Protection identifier

Protection allocated value

Third party priority claims against the protection

9.

Counter-party risk data

Reporting agent identifier

Observed agent identifier

Counterparty identifier

Probability of default

10.

Counterparty default data

Reporting agent identifier

Observed agent identifier

Counterparty identifier

Default status of the counterparty

Date of the default status of the counterparty


(1)  Regulation (EU) 2015/534 of the European Central Bank of 17 March 2015 on reporting of supervisory financial information (ECB/2015/13) (OJ L 86, 31.3.2015, p. 13).

1. Oversigt

,
Titel Regulering

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

Krav
Kilde Krav

3. Relaterede standarder

Standarder
Kilde Krav