Transcription of Technical specifications AnaCredit Version 1.0 - BCL
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Technical specifications AnaCredit Version 1.0 - BCL
Technical specifications AnaCredit Version Banque centrale du Luxembourg September 2018 Technical specifications - AnaCredit Page 2 Version Contents 1 Scope .. 4 2 Acronyms .. 4 3 Introduction .. 4 4 Message file .. 6 File naming convention .. 6 For counterparty reference data survey .. 6 For credit data surveys .. 7 XML schemas .. 7 Principal XML schemas .. 7 XML schemas for the constraints .. 8 XML schemas for the data types .. 8 SDMX-ML schemas .. 8 5 Technical format - overview .. 10 SDMX Header .. 11 Technical header datasets .. 13 BCL_ANCRDT_REF_HDR_C attributes (for counterparty reference data).
March 2018 Technical specifications AnaCredit Page 5 Version 1.0.1 Table 1: Cubes by survey Survey Tables Cube BCL_ANCRDT_T1_REF 1 Counterparty reference (static) – BCL_ANCRDT_ENTTY_C
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Approach for measuring, Approach for measuring counterparty credit, Credit, Counterparty, Committee on Banking Supervision, Committee on Banking Supervision . Consultative document, BASICS OF CREDIT VALUE ADJUSTMENTS AND, Basics of Credit Value Adjustments and Implications, 639 - Exposures to Single, Credit valuation adjustments for derivative, Credit valuation adjustments for derivative contracts, Credit risk management