Download - Analytical Credit Dataset
© 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!
© R
PS R
ecov
ery
Port
folio
Ser
vice
s Lt
d. –
ww
w.r
ecov
ery-
port
folio
-ser
vice
s.co
.uk
ECB Analytical Credit Dataset – ANACREDIT
© R
PS R
ecov
ery
Port
folio
Ser
vice
s Lt
d. –
ww
w.r
ecov
ery-
port
folio
-ser
vice
s.co
.uk
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
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