© RPS Recovery Portfolio Services Ltd. – 36 Old Jewry – London – EC2R 8DD – United Kingdom – www.recovery–portfolio–services.co.uk

ECB Analytical Credit Dataset – ANACREDIT

2014

➢ Start implementation of a central credit register ➢ Derivation reporting content ➢ Definition of a reporting threshold ➢ Definition user circle and reporting interval ➢ Harmonisation of reporting data ➢ Updating of reporting templates ➢ Completion of implementation

2015 / 2016

➢ Identification of Business needs in order to establish a central credit register (data base)

➢ Development and concretisation of granular credit datasets ➢ Development of quality standards for a central credit register ➢ Development and wording of a framework ➢ Time planning & Realisation deadline

End of 2016 ➢ First-time application of European Credit Institutions ➢ Periodical reporting on the basis of granular credit data and a

reduced reporting threshold

Data Source European Central Bank © R

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Top Priority!

Almost

finished

ECB Analytical Credit Dataset – ANACREDIT

What does it mean for Credit Institutions?

Data-Requirements

System-Requirements

Process-Requirements

Business-Requirements

Changes➢ Data Quality ! ➢ Data Availability

➢ New definition credit terms ➢ Extending reporting content

➢ Group connected clients ➢ Enhancement reporting effort

➢ Functions and Parameterisation ➢ Extending System Performance

Urgent need for action!

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ECB Analytical Credit Dataset – ANACREDIT

© R

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Lender Borrower

Classification Variable Credit Data

➢ Unique Lender Identification ➢ Borrower Identification (anonymised) ➢ Place of residence ➢ Institutional sector & Economical sector ➢ Quantity

➢ Original exposure & Outstanding debt ➢ Credit limits & failed payments ➢ Collateral value ➢ Specific Credit Risk Adjustments ➢ Risk-weighted Assets ➢ Interest rate !IRBA-Institutions additionally: !➢ Probability of Default ➢ Loss Given of Default

➢Credit Identification ➢Currency ➢Type of credit/loan (by classification) ➢Type of Collateral (e.g. real estate, chash collateral, non) ➢Initial maturity (≤ 1 year, > 1 year) ➢Remaining term (≤ 1 year, > 1 year) ➢Non-performing loan (flag) ➢Syndicated loan (flag) ➢Junior (subordinated) claim (flag)

Reporting on individual agreement* - ‚loan by loan dataset - Indicators

*ECB preferred loan-by-loan

www.recovery–portfolio–services.co.uk

Be prepared for ANACREDIT.

anacredit@recovery–portfolio–services.co.uk

Becket House, 36 Old Jewry, London EC2R 8DD, United Kingdom