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AnaCredit Validation Checks Summary

Core Content

This document outlines the AnaCredit Validation Checks, which are essential for ensuring data quality in the AnaCredit reporting system. It supplements the AnaCredit Reporting Manual and explains the main set of validation rules that must be satisfied to ensure completeness and consistency of data reported to AnaCredit. The only legally binding document is the AnaCredit Regulation (EU) 2016/867.

Validation checks are categorized into three main types:

1. Referential integrity checks
2. Completeness checks
3. Consistency checks

These checks are based on the AnaCredit data model and are designed to ensure that the data reported to AnaCredit is accurate, consistent, and complete.

Main Validation Categories

1. Referential Integrity Checks

These checks ensure that the information reported to AnaCredit conforms to the data model by verifying that necessary records exist across related datasets. They are executed based on the dataset being examined and are not always performed simultaneously.

• Key checks include:
  • RI0030: Ensures that a financial record has a corresponding instrument record.
  • RI0040: Ensures that a financial record has a corresponding accounting record (executed quarterly).
  • RI0050: Ensures that a financial record has a corresponding counterparty-instrument record for a creditor.
  • RI0060: Ensures that a financial record has a corresponding counterparty-instrument record for a debtor.
  • RI0070: Ensures that a financial record has a corresponding counterparty-instrument record for a servicer.
  • RI0090: Ensures that an instrument record has a corresponding financial record.
  • RI0100: Ensures that an accounting record has a corresponding financial record.
  • RI0110: Ensures that a counterparty-instrument record has a corresponding financial record.
  • RI0120: Ensures that a joint liabilities record has a corresponding financial record.
  • RI0121: Ensures that a joint liabilities record has a corresponding counterparty reference record.
  • RI0130: Ensures that an instrument-protection record has a corresponding financial record.
  • RI0140, RI0150, RI0160: Ensure that if a counterparty has a head office, immediate parent, or ultimate parent undertaking, the corresponding reference data must be reported.
  • RI0180: Ensures that a counterparty-instrument record has a corresponding counterparty reference record.

2. Completeness Checks

Completeness checks ensure that all required attributes for an element are reported. They are divided into two subcategories:

• Counterparty reference dataset completeness: Ensures that all necessary counterparty reference data is included.
• Credit relevant datasets completeness: Ensures that all required attributes for other datasets (not counterparty-related) are included.

Some checks have been removed or adjusted due to inconsistencies or redundancy, and new checks have been added in subsequent versions.

3. Consistency Checks

Consistency checks ensure that the values of data attributes are logically and methodologically consistent across datasets. They are based on the relational interconnectedness of data and the principles of the AnaCredit data model.

• Key checks include:
  • CN0141, CN0142: Added to ensure consistency of reported dates.
  • CN0940: Amended following the update of the AnaCredit Reporting Manual.
  • CN0080, CN0560, CN0570, CN0700, CN0702, CN0827: Amended to reflect updated rules.
  • CN0541, CN0551, CN0925, CN0930, CN0935, CN0940, CN0945, CN0950, CN0960: Added as enhancements to previously removed checks.
  • Some checks were removed due to inconsistencies, including CN0070, CN0090, CN0100, CN0120, CN0130, CN0320, CN0802, CN0808, CN0832, CN0833, CN0868, CN0590, CN0592, CN0811, CN0815, CN0831, CN0865, CN0875, CN0913, CN0914.

Key Information

• Validation identifiers are used to uniquely identify each check.
• Triggering datasets and referential datasets are defined for each check.
• Qualifiers may be applied to some checks to specify conditions under which they are executed.
• Logical operators (e.g., EXISTS IN, NOT IN, IF, THEN, WHERE) are used to define the rules.
• Derogations by NCBs may exempt certain data attributes from validation checks.
• Completeness checks may not apply to certain attributes flagged with 'N' in the AnaCredit Regulation Annexes.
• Date attributes are particularly important, with specific checks added to ensure their consistency.
• The AnaCredit data model is the foundation for all validation checks.
• Syntax improvements have been made over several versions of the document.
• National derogations are allowed under the AnaCredit Regulation.

Document Version History

Conclusion

The AnaCredit Validation Checks are a comprehensive set of rules designed to ensure the accuracy, completeness, and consistency of data reported to AnaCredit. They are not legally binding but are based on the AnaCredit Regulation and Reporting Manual. The checks are continuously updated and refined, with removals, additions, and syntax improvements reflecting evolving requirements and business logic. Reporting agents are encouraged to implement quality assurance systems to meet these validation rules effectively.