Anacredit Release Notes v2 1

Version Release date Description
0.6 10/18/2016 First public version of the data delivery agreement, in draft.
0.9 10/18/2016 First public version of the logical data model for interfacing,
in draft.
1.0 2/9/2017 Version of both DDA and LDM as presented in the expert
session to the reporting agents.
1.0.1 2/16/2017 Small, cosmetic updates to the LDM and added disclaimer.
1.0.2 3/9/2017 Changed the order of the columns in the .cvs definitions.
The order now matches the order in the entity types in the
LDM.
Plus some small changes to the LDM and the DDA.
1.0.3 4/10/2017
1.1 6/27/2017
1.2 10/31/2017 Most changes are due to the publishing of the validation
document by the ECB.
1.2.1 11/30/2017 Small updates due to clarifications asked by reporting
agents.
1.2.2 1/26/2018 Small updates due to clarifications asked by reporting
agents.
1.2.3 3/12/2018 Small updates to the LDM and to the reference data.
1.2.4 3/27/2018 Small updates to list of values in domains and in business
terms.
Attribute 'national identifier type_country' is now optional
to be able to store generic identifier types.
1.2.5 9/13/2018 Lots of bug fixes in the LDM, thanks to feed back from
multiple reporting agents. No changes to the physical
interface design.
1.3 12/6/2018 Added and deleted some validation rules, changed some
domain specifications and changed fixed character data
types to variable character data types.
1.3.1 1/9/2019 This version was actually created to equalize differences in

physical and logical models, because the 1.3 did not seem to
match how it was physically implemented. Changed some
business rules because of mistakes.
1.4 1/16/2019 Implemented some changes with moderate impact for the
banks.
1.4.1 3/13/2019 New version containing changes to clarify or improve
changes of 1.4. There also changes because of the new ECB
list of national identifiers.
1.4.2 3/22/2019 Corrected one of the codes of domain 'protection provider

indicator', corrected two descriptions of values of payment
frequency, and added two blocking business rules which
were already in the LDM implicitly but can only be checked
via business rules in the physical implementation.
2.0 4/30/2019 - Updated the interface format! Please check the DDA for
the updated lay-out of the csv files!
- Updated the numbering for the versions. It now depicts
the version number the change is implemented in.
2.0.3 10/30/2019 Updated the LDM with the changes to ECB validation 1.5
2.0.4 6/15/2020 Updated the list of values for reference rate value type to
include SOFR and €STR.
2.1 6/25/2020 Many changes to harmonise reporting of unknown values
(a.k.a. dummies).
-Updated the LDM and the reference list to allow reporting
agents to report "Unknown" for those attributes where the
correct value is not yet available.
- Updated domains of attributes to allow reporting of
"Unknown"
- Updated and added business rules to allow reporting of
"Unknown".
- Added desciption in data delivery agreement on reporting
"Unknown".
Also updated the way 'counterparty omc0098 national

identifier "Non-applicable"' works. It previously allowed
"Not Required". It now allows "Non-applicable".
1
# Version date List of changes to the data delivery agreement since version 1.0 of 9 Februari 2017
number
1 1.0.1 2/13/2017 Added text to 1.11 explaining that the LDM and supporting documents do not guarantee
correctness.
2 1.0.1 2/13/2017 Updated paragraph 2.1 to show that all mentioned .csv files are mandatory.
3 1.0.1 2/13/2017 Added list of documents relevant to the data delivery agreement.
4 1.0.1 2/16/2017 Removed business rule 'omc0026' from appendix B, because it is obsolete
5 1.0.1 2/16/2017 Removed column 'off_blnc_sht_amnt' from the definition of the csv file "financial_data.csv"
in 2.4.19
6 1.0.2 2/21/2017 Added paragraph on who is expected to sent data to DNB
7 1.0.2 3/9/2017 changed hyphen to underscore in the names of the csv files:
creditor_instrument_data.csv
debtor_instrument_data.csv
instrument_protection_received_data.csv
interest_only_instrument.csv
originator_instrument_subject_to_securitisation_data.csv
protection_provider_protection_received.csv
servicer_instrument_data.csv
The names now conform to the value of the code field of the corresponding entity type.
8 1.0.3 3/20/2017 Removed inconsistencies around using the RIAD-code as an identifier for the reporting
agent. All references to LEI in the metadata-file that accompanies the .zip file are now
changed to RIAD.
Changes are in paragraph 1.3, 2.5, 2.8.3
9 1.0.3 3/4/2017 Added paragraph 2.4.1.1 Determining which entity types to report. This details the
mechanism by which the entities from the LDM are selected to become .csv files.
10 1.0.3 4/10/2017 Updated the following paragraphs to reflect the changes in the LDM: 1.4; 2.1; 2.4; 3.4; 4.2;
Appendix A; Appendix B;
11 1.0.3 4/10/2017 Updated paragraph 1.3. Specifically, File format; number of files in a delivery
12 1.1 5/4/2017 Updated the mapping in appendix D
13 1.1 6/19/2017 Logical validation results are not sent back via Logius, but are only available via the digital
reporting portal.
Clarification and more indepth information of the submission process.
Chapters 1 and 2 are enhanced
1.3 small changes
1.5 small changes
1.6 small changes
1.7 more consistency in naming of the types of checks
1.12 is added on the data integrity
2.1 dnbmetadata.xml is now part of the container. Name of container is now determined
by the RA.
2.2 new paragraph on access to the reporting portal
2.3 delivery of data is completely different. Explains how to deal with logius. And explains
the DNB technical validations.
2.5 validation strategy is more harmonised in naming conventions and more clear.
2.7 now contains the submission process, detailing the steps and the statuses.
14 1.1.1 7/26/2017 Thanks to ABN-AMRO, who notified us of a typo / copy error in the DDA. The data exchange
process description was copied from the DDA for the single customer view, or SCV, for the
"depositogarantiestelsel", or DGS. The letters DGS and DGS SCV are now replaced by
AnaCredit.
Please note that the data exchange processes for DGS and AnaCredit are now basically the
same. They do differ contentwise.
15 1.1.1 8/29/2017 Rewrote section on "Check on primary key". For now, no hashes are to be delivered. Instead
DNB will rely on the combinaton of the check on the hashes of the .csv files and the check
on the referential integrity as specified in the logical datamodel.
16 1.1.1 8/29/2017 Removed footnote 21, which stated that section 2.7.6 would be more detailed in the next
version.
17 1.2 9/13/2017 Fixed a typo in paragraph 2.7.6 Validation of completeness: csf ==> csv
18 1.2 10/19/2017 Updated the list of .cvs, their definition, and mapping to reflect the changes in the logical
data model.
19 1.2 10/30/2017 Moved the paragraph 2.4.1.2 Reporting "Non-applicable" for Natural Persons, to 3.4.1.
where it is now combined with the other reporting of "Non-applicable" values.
20 1.2 10/30/2017 Added a new paragraph 3.1 Scope of the delivery. This explicitly excludes Dutch
personenvennootschappen. The paragraph 3.1 Process description is replaced by this new
paragraph.
21 1.2 10/31/2017 Fixed a typo in the code of the attribute 'observed agent identifier' of entity type 'servicer-
instrument data'. The code 'bsrvd_agnt_cd' is now called 'bsrvd_agnt_cd'. This also impacts
the csv file 'servicer_instrument_data.csv'.
22 1.2 10/31/2017 Completely rewrote paragraph 2.3 on the process with logius. It is now transferred to its
own document 'Delivery of data to DNB using Logius Digipoort_v1.0'.
23 1.2.3 11/27/2017 More clarification on delivering empty .cvs files. Always deliver all files, including headers.
24 1.2.3 11/27/2017 More clarification on delivering rowcounts in paragraph 2.7.6. A rowcount is mandatory for
all 131 entities of the logical datamodel.
25 1.2.3 1/26/2018 Updated the mapping in appendix D
26 1.2.3 2/5/2018 Updated all relevant URL's to point to the new URL scheme for subpages of the digital
reporting portal for AnaCredit:
https://www.dnb.nl/en/statistics/digital-reporting-portal/statistical-reporting/banks/
anacredit/index.jsp
27 1.2.3 3/12/2018 Updated the data delivery codes in section 2.3 to ZGRACRMANAXXXX (for monthly) and
ZGRACRKANAXXXX (for quarterly). These are the final codes.
28 1.3 3/21/2018 Added example on how to report PD in section 2.4.1
29 1.3 3/22/2018 Added extra information on how to report "Non-applicable" for debtors and for protection
providers.
30 1.3.1 1/9/2019 Updated the DDA according to the changes in the LDM
31 1.4 1/4/2019 Updated the DDA according to the changes in the LDM and changed the logius message
name tot 'DNB_rapportages'
32 1.4.1 3/11/2019 Updated the DDA by correcting the descriptions of tpc0037 and tpc0038. tpc0038 is now in
the list of the blocking validations.
33 1.4.2 3/22/2019 Updated appendix A by adding two new blocking business rules
34 2.0 4/29/2019 Updated the list of .cvs, their definition, and mapping to reflect the changes in the logical
data model.
2
35 2.0.1 5/1/2019 Removed the definition of delivery.csv from the DDA. Updated the mapping section with
the correct information.
36 2.0.2 5/23/2019 Updated the definition of the servicer_instrument.csv. It erroneously did not have the code
of the attribute 'counterparty role' renamed to 'entty_rl' from 'servicer_entty_rl',
eventhough this was stated in the release notes of the LDM. Now LDM and DDA are in sync.
Thanks to Rabobank for spotting this.
37 2.0.4 1/13/2020 Added the description of how to report legal entity identifier for natural persons to the DDA
in section 3.3.1
38 2.1 6/22/2020 Added description on how to report surrogate values with "Unknown" in section 3.4
3
number
1 1.0.1 2/7/2017 Added list of values to domain 'current account type'.
2 1.0.1 2/7/2017 Added domains to the attributes of entity type 'current account instrument with credit limit'
and entity type 'current account instrument with no credit limit'.
3 1.0.1 2/16/2017 Removed the attribute 'off-balance sheet amount' from the entity type 'financial data'. It is
redundant, since it is part of the specific subtypes of 'financial data' that are based on the
types of instrument.
4 1.0.1 2/16/2017 Removed the business rule 'omc0026'. It stated that the 'off balance sheet amount' for the
entity type 'financial data' must correspond to the amount used in its subtypes, but since the
attribute 'off balance sheet amount' is removed from the entity type 'financial data', the
business rule is obsolete.
5 1.0.2 3/1/2017 Updated the order of the attributes in the identifier of the following entity types:
* accounting data
* address
* attribute combination delivery
* attribute delivery
* collateral located in a reporting member state
* collateral not located in a reporting member state
* creditor
* debtor default data
* debtor risk data
* debtor-instrument data
* Dutch counterparty
* Dutch legal entity
* entity type delivery
* foreign branch in reporting member state
* foreign counterparty
The order now matches the order in the entity type.
* foreign legal entity in reporting member state
* foreign legal entity outside reporting member state
* foreign legal entity
* fully derecognised instrument being serviced
* immediate parent undertaking
* immovable property
* instrument not purchased for an amount lower than the outstanding amount due to credit
risk deterioration
* instrument purchased for an amount lower than the outstanding amount due to credit risk
deterioration
* instrument-protection received data
* legal entity
* national legal form type
* non-immovable property
* non-interest-only instrument
* non-protection providing counterparty
* not immediate parent undertaking legal entity
* not ultimate parent undertaking legal entity
* originator
* originator-instrument subject to securitisation data
* other part of legal entity
* part of legal entity
* protection provider
* protection provider protection received
* protection provider risk data
* protection provider default data
* protection received
* recognised instrument
* servicer
* servicer-instrument data
* single participation contract
* syndicated contract member
* ultimate parent undertaking
9 1.0.2 3/1/2017 Changed the name of the identifier of the entity type 'reporting agent delivery' from 'delivery
PK' to 'reporting agent delivery PK'.
10 1.0.2 3/1/2017 Changed the name of the identifier of the entity type 'credit card debt instrument' from
'financial data PK' to 'credit card debt instrument PK'.
11 1.0.2 3/1/2017 Changed the name of the identifier of the entity type 'credit card debt instrument' from
'financial data PK' to 'credit card debt instrument PK'.
12 1.0.2 3/1/2017 Changed the name of the identifier of the entity type 'credit lines other than revolving credit
instrument' from 'financial data PK' to 'credit lines other than revolving credit instrument PK'.
13 1.0.2 3/1/2017 Changed the name of the identifier of the entity type 'instrument past due' from 'financial data
PK' to 'instrument past due PK'.
14 1.0.2 3/1/2017 Changed the name of the identifier of the entity type 'instrument not past due' from 'financial
data PK' to 'instrument not past due PK'.
15 1.0.2 3/2/2017 Changed the name of the identifier of the entity type 'protection provider default data' from
'protection provider risk data PK' to 'protection provider default data PK'.
16 1.0.2 3/2/2017 Changed the name of the identifier of the entity type 'instrument not subject to impairment'
from 'recognised instrument PK' to 'instrument not subject to impairment PK'.
17 1.0.2 3/2/2017 Changed the name of the identifier of the entity type 'individually or collectively assessed
impaired instrument' from 'recognised instrument PK' to 'individually or collectively assessed
impaired instrument PK'.
18 1.0.2 3/2/2017 Changed the name of the identifier of the entity type 'servicer-instrument data' from 'servicer-
instrument data' to 'servicer-instrument data PK'.
19 1.0.2 3/2/2017 Changed the name of the identifier of the entity type 'syndicated member contract' from
'syndicated contract member PK' to 'syndicated member contract PK'.
20 1.0.2 3/2/2017 Added business rule omc0034 that states how to check the rowcount for each entity type.
21 1.0.2 3/2/2017 Added business rule omc0028 that states how to check the checksum for each entity type that
has a corresponding .csv file
4
22 1.0.2 3/2/2017 Added business rule omc0033 that states how to check the checksum for the primary key
identifier of each entity type that has a corresponding .csv file
23 1.0.2 3/2/2017 Removed the attribute 'BIC lead arranger' from entity type 'syndicated leader contract', since
there is not yet a reporting guideline on how to prevent identifier clashes on the syndicated
contract identifier. When that is clear, the new solution will be introduced into the LDM.
Removing the attribute from 'syndicated leader contract' means in turn that it is also removed
from the entity type 'syndicated contract member'.
24 1.0.2 3/6/2017 Updated the verbphrase of the relationship type 'reporting agent delivery reports on credit of
counterparty' to 'reporting agent delivery reports on counterparty', because all relevant
counterparties are to be reported, not only those that create a credit risk for the reporting
agent.
25 1.0.2 3/8/2017 To better align with the AnaCredit Regulation, the following names were changed from 'local'
to 'resident'.
For entity type 'counterparty':
Domain 'local counterparty indicator' to 'resident counterparty indicator'
Attribute 'local counterparty indicator' to 'resident counterparty indicator'
inheritance 'local counterparty indicator' to resident counterparty indicator'
business rule 'counterparty spc0002 local counterparty indicator' to 'counterparty spc0002
resident counterparty indicator'
For entity type 'legal entity':

Domain 'local legal entity indicator' to 'resident legal entity indicator'
Attribute 'local legal entity indicator' to 'resident legal entity indicator'
inheritance 'local legal entity indicator' to 'resident legal entity indicator'
business rule 'legal entity spc0006 local legal entity indicator' to 'legal entity spc0006 resident
legal entity indicator'
26 1.0.3 3/21/2017 Changed name of business rule 'legal entity spc0006 residentlegal entity indicator' to 'legal
entity spc0006 resident legal entity indicator'.
27 1.0.3 3/21/2017 The attribute 'number of employees' of the entity type 'foreign legal entity in reporting
member state' is made optional. There is already a business rule in place that states under
which conditions 'number of employees' is mandatory.
28 1.0.3 3/21/2017 Added definition to attribute 'fully derecognised instrument being serviced indicator' of entity
type 'accounting data'.
29 1.0.3 3/21/2017 Added definition to attribute 'impairment assessment method' of entity type 'recognised
instrument'.
30 1.0.3 3/21/2017 Updated the definition of attribute type 'joint-liabilty amount'. It now is the same definition as
in the regulation. (Which it should have always been)
31 1.0.3 4/3/2017 Updated definition of attribute 'fully derecognised instrument being serviced indicator' of
entity type 'accounting data'.
32 1.0.3 4/3/2017 Added definition to attribute 'type of protection value' of entity 'protection received'. It is now
the same as the definition of the entity type 'type of protection value', of which this attribute is
a foreign key.
33 1.0.3 4/3/2017 Added definition to attribute 'protection valuation approach' of entity 'protection received'. It
is now the same as the definition of the entity type 'protection valuation approach', of which
this attribute is a foreign key.
34 1.0.3 4/3/2017 To check transferred amount and settlement date are mandatory, the following changes are
made:
* Added attribute 'drawn instrument indicator' to entity type 'instrument'
* Added entity type 'drawn instrument' as subtype of entity type 'instrument'
* Added entity type 'undrawn instrument' as subtype of entity type 'instrument'
* Added business rule spc0023
* Moved attribute 'transferred amount' from entity type 'financial data' to entity type 'drawn
instrument'.
* Moved attribute 'settlement date' from entity type 'instrument' to entity type 'drawn
instrument'.
35 1.0.3 4/4/2017 Updated definition of attribute 'date of original protection value' of entity 'protection received.
The deescription now states the format as yyyy-mm-dd and this is conform the DDA.
36 1.0.3 4/4/2017 Updated the definition of attribute type 'date of enterprise size' of entity 'foreign legal entity in
reporting member state'. It now matches the definition from the regulation.
37 1.0.3 4/4/2017 Added business rule to attribute 'maturity date of the protection' of entity 'protection
received' that states for which types of protection the value 'Non-applicable' is an allowed
value.
38 1.0.3 4/4/2017 To check transferred amount and settlement date are mandatory, the following changes are
made:
* Added entity type 'fixed interest instrument' as subtype of entity type 'instrument'
* Added entity type 'non-fixed interest instrument' as subtype of entity type 'instrument'
* Added business rule spc0024
* Moved foreign key attribute 'reference rate_reference rate value' and 'reference
rate_maturity value' from entity type 'financial data' to entity type 'non-fixed interest
instrument' by moving relationship type 'reference rate classifies instrument' to 'reference rate
classifies non-fixed interest instrument'.
* Moved attribute 'interest rate spread/margin'' from entity type 'instrument' to entity type
'non-fixed interest instrument'.
39 1.0.3 4/4/2017 Added definition to attribute 'provisions associated with off-balance sheet exposures' of entity
type 'recognised instrument'. It now matches the definition of the regulation.
40 1.0.3 4/4/2017 Added business rule tpc0010 to attribute 'provisions associated with off-balance sheet
exposures' of entity type 'recognised instrument' to indicate when it is allowed to report the
value "Non-applicable".
41 1.0.3 4/4/2017 Added business rule omc0035 to attribute 'date of enterpise size' of entity type 'foreign legal
entity in reporting member state' to indicate when it is mandatory.
42 1.0.3 4/4/2017 Added business rule omc0036 to attribute 'NUTS 3 region' of entity type 'address' to indicate
when it is mandatory.
42 1.0.3 4/4/2017 Added business rule omc0037 to attribute 'national identifier' of entity type 'counterparty' to
indicate when the national identifier is optional.
43 1.0.3 4/4/2017 Updated business rule omc0003 that states when an instrument is qualifying for reporting.
44 1.0.3 4/4/2017 Added business rule omc0038 to attribute 'type of securitisation' of entity type 'instrument
subject to securitisation' to state that synthetic securitisation must have a protection of type
credit derivative.
45 1.0.3 4/5/2017 Added business rule omc0039 to attribute 'accumulated changes in fair value due to credit risk'
of entity type 'recognised instrument' to indicate when it is mandatory.
5
46 1.0.3 4/5/2017 Changed the cardinality of relationship type 'impairment assessment method classifies
recognised instrument' to be mandatory on the impairment assessment method side, meaning
that every recognised instrument now has to have an impairment assessment method.
47 1.0.3 4/5/2017 Added business rule tpc0011 to attribute 'impairement assessment method' of entity type
'recognised instrument' that states when "Not subject to impairment" is to be reported.
48 1.0.3 4/5/2017 Added attribute 'off-balance sheet amount' to entity type 'other loans instrument'. It is
optional.
49 1.0.3 4/5/2017 Updated business rule omc0004 that calculates the 'commitment amount*' to take the
optionality of the attribute 'off-balance sheet amount' for entity type 'other loans instrument'
into account.
50 1.0.3 4/5/2017 Updated definition of attribute 'interest-only indicator' of entity type 'instrument' to indicate
when the value of 'interest-only indicator' must be "non-interest-only instrument".
51 1.0.3 4/5/2017 Added business rule tpc0012 to attribute 'interest-only indicator' of entity type 'instrument'
that dictates the value of 'interest-only indicator' based on the value of the attribute
'amortisation type' of entity type 'instrument'.
52 1.0.3 4/5/2017 Changed the name of attribute 'immediate parent undertaking_counterparty identifier' of
entity type 'protection provider' to 'immediate parent undertaking identifier'.
53 1.0.3 4/5/2017 Changed the name of attribute 'ultimate parent undertaking_counterparty identifier' of entity
type 'protection provider' to 'ultimate parent undertaking identifier'.
54 1.0.3 4/5/2017 Changed the name of attribute 'immediate parent undertaking_counterparty identifier' of
entity type 'debtor' to 'immediate parent undertaking identifier'.
55 1.0.3 4/5/2017 Changed the name of attribute 'ultimate parent undertaking_counterparty identifier' of entity
type 'debtor' to 'ultimate parent undertaking identifier'.
56 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'counterparty'.
57 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'counterparty role'.
58 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'originator'.
59 1.1 4/20/2017 Updated the order of the attributes in the entity type 'originator'. They are now the same as
the order in the supertype.
60 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'servicer'.
61 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'creditor'.
62 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'debtor'.
63 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'contract'.
64 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'syndicated contract
member'.
65 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'single participation
contract'.
66 1.1 4/20/2017 Updated the order of the attributes in the entity type 'contract'.
67 1.1 4/20/2017 Updated the order of the attributes in the entity type 'instrument purchased for an amount
lower than the outstanding amount due to credit risk deterioration'.
68 1.1 4/20/2017 Updated the order of the attributes in the entity type 'instrument not purchased for an
amount lower than the outstanding amount due to credit risk deterioration'.
69 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'instrument
purchased for an amount lower than the outstanding amount due to credit risk deterioration'.
70 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'instrument not
purchased for an amount lower than the outstanding amount due to credit risk deterioration'.
72 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'collateral not
located in a reporting member state'.
73 1.1 4/20/2017 Updated the order of the attributes in the entity type 'financial data'.
74 1.1 4/20/2017 Updated the order of the attributes in the entity type 'instrument subject to securitisation'.
75 1.1 4/20/2017 Updated the order of the attributes in the entity type 'instrument not subject to securitisation'.
76 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'instrument subject
to securitisation'.
77 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'instrument not
subject to securitisation'.
78 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'ultimate parent
undertaking'.
79 1.1 4/20/2017 Updated the order of the attributes in the entity type 'interest-only instrument'.
80 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'interest-only
instrument'.
79 1.1 4/20/2017 Updated the order of the attributes in the entity type 'non-interest-only instrument'.
80 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'non-interest-only
instrument'.
81 1.1 4/20/2017 Updated the order of the attributes in the entity type 'accounting data'.
82 1.1 4/20/2017 Updated the order of the attributes in the entity type 'fully derecognised instrument being
serviced'.
83 1.1 4/20/2017 Updated the order of the attributes in the entity type 'recognised instrument' and all of its
subtypes. Also, the attributes of all of the relevant primary identifiers are now in the same
order.
84 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'accounting data'.
85 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'fully derecognised
instrument being serviced'.
86 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'recognised
instrument'.
87 1.1 4/20/2017 Updated the order of the attributes in the primary identifier of entity type 'financial data', and
all of its subtypes. Also, the attributes of all of relevant primary identifiers are now in the same
order.
88 1.1 5/3/2017 Updated the server expression of all business rules that are a specialication model constraint,
and that have a code that starts with 'spc'. They now refer to all primary key attributes.
6
89 1.1 5/22/2017 Changed the way how the reference data for the legal form of entity type 'foreign legal entity'
is modelled. Based on the information from the ECB it is changed to a simple reference data
set, instead of being dependent on the originating country of the legal form, because only the
EU countries have their legal form listed. All other countries are to be captured in a few 'rest of
the world' domain values.
90 1.1 5/22/2017 Added two business rules that check if a legal entity is a dutch legal entity then the
corresponding counterparty must be a dutch counterparty, and vice-versa. The other business
rule checks foreign legal entities.
91 1.1 5/22/2017 identifier 'syndicated member contract PK' of entity type 'syndicated contract member' is
renamed to 'syndicated contract member PK'.It now matches the name of its entity type.
92 1.1 5/22/2017 identifier 'logical datamodel PK' of entity type 'logical data model' is renamed to 'logical data
model PK'.It now matches the name of its entity type.
93 1.1 5/22/2017 identifier 'protection provider protection received PK' of entity type 'protection provider-
protection received' is renamed to 'protection provider-protection received PK'.It now matches
the name of its entity type.
94 1.1 5/22/2017 identifier 'recognised instrument PK' of entity type 'individually or collectively assessed
impaired instrument' is renamed to 'individually or collectively assessed impaired instrument
PK'.It now matches the name of its entity type.
95 1.1 5/22/2017 The attribute 'sources of encumbrance' of entity type 'recognised instrument' is made
mandatory.
96 1.1 6/6/2017 The definition of the entity type 'other part of legal entity' is now: "Other part of legal entity is
a part of legal entity that is not a foreign branch in a reporting member state."
Thanks to ABN-AMRO for spotting a invalid double negative in the definition.
97 1.1 6/19/2017 The definition of the entity type 'address' is amended to state that the legal address is required.
98 1.1 6/19/2017 The entity type 'legal form type' is changed. It is now a subtype of 'enumeration'. It's primary
key is now a single 'code' attribute, where before it also had a country code attribute in the
primary key. The previous model solution required each legal form to be directly attributeable
to a country. Additional information from the ECB clarified that this is no longer the case.
99 1.1 6/22/2017 Changed the name of entity type 'instrument purchased for an amount lower than the
outstanding amount due to credit risk deterioration' to 'deteriorated credit risk instrument'. It
turned out that the name was too long for our technical implementation.
This change triggered the following additional changes:
* updated the domain value for the attribute 'credit risk deterioration purchase indicator' to
correspond to the new name.
* updated the business rule instrument spc0010 credit risk deterioration purchase indicator to
incorporated the new name
100 1.1 6/22/2017 Changed the name of entity type 'instrument not-purchased for an amount lower than the
outstanding amount due to credit risk deterioration' to 'non-deteriorated credit risk
instrument'. It turned out that the name was too long for our technical implementation.
This change triggered the following additional changes:
* updated the domain value for the attribute 'credit risk deterioration purchase indicator' to
correspond to the new name.
* updated the business rule instrument spc0010 credit risk deterioration purchase indicator to
incorporated the new name.
101 1.1 6/22/2017 Changed the name of the entity type 'originator-instrument subject to securitisation data' to
'originator-securitized instrument data'. It turned out that the name was too long for our
technical implementation.
102 1.1 6/22/2017 Changed name of entity type 'individually or collectively assessed impaired instrument' to
'impaired instrument'. It turned out that the name was too long for our technical
implementation.
This change triggerd the change of the server expression in the business rule 'recognized
instrument spc0022 impairment assessment method'.
103 1.1 6/27/2017 Removed attribute 'commitment amount*' from entity type 'instrument'. It is a derived
attribute, whose information is not needed for reporting. However, since its info is needed for
determining eligible instruments and debtors, the underlying business rule 'instrument
omc0004 commitment amount*' is now attached to the entity type 'instrument'.
104 1.2 8/23/2017 Changed name of business rule 'instrument omc0023 settlement date no earlier than inception
date' to 'drawn instrument omc0023 settlement date no earlier than inception date'. It now
reflects the entity type name it falls under.
105 1.2 8/24/2017 Added attribute 'rank' to entity type 'attribute'. It denotes the order in which the attribute is to
be used for hashing.
106 1.2 8/24/2017 removed the following business rules from the LDM. They all ensure that the counterparty role
has the correct value. This check is already done in the business rule 'counterparty role
spc0009 counterparty role' on the inheritance from the entity type 'counterparty role'.
* 'creditor-instrument data dmc0002 counterparty role is creditor'
* 'servicer-instrument data dmc0003 counterparty role is servicer'
* 'debtor-instrument data dmc0004 counterparty role is debtor'
* 'originator-instrument subject to securitisation data dmc0005 counterparty role is originator'
* 'debtor data tpc0004 counterparty role is debtor'
107 1.2 8/29/2017 removed business rule 'joint liability etc0001 multiple occurences per instrument' because it
doubles with business rule 'debtor-instrument data omc0021 joint liability must exist for
multiple debtors on instrument'.
108 1.2 8/30/2017 The delivery control type for all entity types and all identifiers is set to 'control not applicable'.
This is due to changes in how the data integrity is secured.
109 1.2 8/30/2017 Moved the attributes 'interest rate cap' and 'interest rate floor' from entity type 'instrument'
to entity type 'non-fixed interest instrument'. Finalised validations from the ECB make it clear
that these attributes are not applicable to instruments with interest rate type 'fixed'.
110 1.2 8/30/2017 Made the attributes 'interest rate spread/margin', 'interest rate cap', and 'interest rate floor'
mandatory in entity type 'non-fixed interest instrument'.
111 1.2 8/30/2017 Made the relationship 'reference rate classifies non-fixed interest instrument' mandatory on
the reference rate side, meaning that for each non-fixed interest instrument, the reference
rate is mandatory.
112 1.2 8/31/2017 removed attribute 'real estate collateral location*' from entity type 'immovable property'. Its
value is redundant because of the subtypes.
113 1.2 8/31/2017 removed business rule 'immovable property omc0007 real estate collateral location*' because
it is not needed anymore.
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114 1.2 8/31/2017 renamed attribute 'NUTS 3 region' of entity type 'collateral located in a reporting member
state', to 'real estate collateral location_region'.
115 1.2 8/31/2017 renamed attribute 'country' of entity type 'collateral not located in a reporting member state',
to 'real estate collateral location_country.
116 1.2 8/31/2017 Added text from the reporting manual to the description of business rule 'instrument omc0027
mandatory commitment amount at inception' to explain in which cases the commitment
amount at inception should be reported as "Non-applicable".
117 1.2 8/31/2017 Changed the domain of the attribute 'commitment amount at inception' of entity type
'instrument' to 'euro amount (non-negative) with exclusions', to allow for the value "Non-
applicable" to be reported. This change alse made the attribute mandatory.
118 1.2 9/5/2017 The following relationship types are made optional, so that for the protection provider and the
debtor the immediate and ultimate parent undertaking is optional:
* 'immedate parent undertaking is immediate parent undertaking for debtor in reporting
member state'
* 'immediate parent undertaking is immediate parent undertaking for protection provider in
reporting member state'
* 'ultimate parent undertaking is ultimate parent undertaking for debtor in reporting member
state'
* 'ultimate parent undertaking is ultimate parent undertaking for protection provider in
reporting member state'.
119 1.2 9/5/2017 Added the following business rules to make sure that the immediate and ultimate parent
undertaking identifiers for the debtor and creditor are mandatory only when the counterparty
is a legal entity:
* 'debtor omc0044 ultimate parent undertaking identifier mandatory for legal entity'
* 'debtor omc0045 immediate parent undertaking identifier mandatory for legal entity'
* 'protection provider omc0047 immediate parent undertaking identifier mandatory for legal
entity'
* 'protection provider omc0046 ultimate parent undertaking identifier mandatory for legal
entity'
120 1.2 9/5/2017 Made the relationship 'address is address of foreign countrparty' mandatory on the address
side, meaning that the following attributes of foreign counterparty are now mandatory:
* address street
* address city / town / village
* addres postal code
* address country
121 1.2 9/11/2017 Added business rule 'interest-only instrument omc0048 end date of interest-only period no
earlier than inception date'
122 1.2 9/13/2017 Removed the business rule 'instrument omc0024 legal final maturity date no earlier than
inception date' because the ECB will not check on this, for now.
123 1.2 9/13/2017 Added business rule 'instrument omc0049 legal final maturity date no earlier than settlement
date' to attribute 'legal final maturity date' of entity type 'instrument'.
124 1.2 9/13/2017 Added business rule 'instrument omc0051 legal final maturity date no earlier than date of past
due for the instrument' to attribute 'legal final maturity date' of entity type 'instrument'.
125 1.2 9/13/2017 Added business rule 'instrument omc0052 legal final maturity date no earlier than next interest
reset date' to attribute 'legal final maturity date' of entity type 'instrument'.
126 1.2 9/13/2017 Added business rule 'non-fixed interest instrument omc0053 interest rate cap not less than
interest rate' to attribute 'interest rate cap' of entity type 'non-fixed interest instrument'.
127 1.2 9/13/2017 Added business rule 'financial data omc0056 past due instrument indicator' to attribute 'past
due indicator' of entity type 'financial data'.
128 1.2 9/13/2017 Added business rule 'non-fixed interest instrument omc0054 interest rate floor is at most
interest rate' to attribute 'interest rate floor' of entity type 'non-fixed interest instrument'.
129 1.2 9/13/2017 Added business rule 'instrument omc0055 legal final maturity date no earlier than date of the
forbearance and renegotiation status' to attribute 'legal final maturity date' of entity type
'instrument'.
130 1.2 9/18/2017 Added business rule 'contract tpc0013 inception date no later than reporting reference date'
to attribute 'inceptions date' of entity type 'contract'.
131 1.2 9/18/2017 Added business rule 'financial data omc0058 date of the default status of the instrument no
earlier than inception date' to attribute 'default status of the instrument' of entity type
'financial data'.
132 1.2 9/18/2017 Added business rule 'instrument past due omc0059 date of past due for the instrument no
earlier than inception date' to attribute 'date of past due for the instrument' of entity type
'instrument past due'.
133 1.2 9/18/2017 Added business rule 'instrument past due omc0060 date of past due for the instrument no
earlier than settlement date' to attribute 'date of past due for the instrument' of entity type
'instrument past due'.
134 1.2 9/18/2017 Added business rule 'financial data omc0057 next interest reset date no earlier than inception
date' to attribute 'next interest reset date' of entity type 'financial data'.
135 1.2 9/18/2017 Added business rule 'financial data omc0061 next interest reset date no earlier than
settlement date' to attribute 'next interest reset date' of entity type 'financial data'.
136 1.2 9/18/2017 Added business rule 'financial data tpc0014 next interest reset date no earlier than reporting
reference date' to attribute 'next interest reset date' of entity type 'financial data'.
137 1.2 9/18/2017 Added business rule 'interest-only instrument omc0062 end date of interest-only period no
earlier than settlement date' to attribute 'end date of interest-only period' of entity type
'interest-only instrument'.
138 1.2 9/18/2017 Added business rule 'protection received omc0063 type of protection for synthetic
securitisation' to attribute 'type of protection' of entity type 'protection received'.
139 1.2 9/18/2017 Added business rule 'financial data tpc0015 date of the default status of the instrument no
earlier than reporting reference date' to attribute 'date of the default status of the instrument'
of entity type 'financial data'.
140 1.2 9/18/2017 Added business rule 'instrument past due tpc0016 date of past due for the instrument no
earlier than reporting reference date' to attribute 'date of past due for the instrument' of
entity type 'instrument past due'.
141 1.2 9/18/2017 Added business rule 'financial data tpc0017 past due instrument indicator' to attribute 'past
due instrument indicator' of entity type 'financial data'.
8
142 1.2 9/18/2017 Added business rule 'financial data etc0003 date of the default status of the instrument' to
attribute 'date of the default status of the instrument' of entity type 'financial data'.
143 1.2 9/18/2017 Added business rule 'accounting data omc0064 performing status of the instrument' to
attribute 'performing status of the instrument' of entity type 'accounting data'.
144 1.2 9/18/2017 Added business rule 'recognised instrument omc0065 carrying amount at most equal to
outstanding nominal amount' to attribute 'carrying amount' of entity type 'recognised
instrument'.
145 1.2 9/18/2017 Removed business rule 'financial data omc0025 outstanding nominal amount' from attribute
'outstanding nominal amount' of entity type 'financial data'.
146 1.2 9/18/2017 Added business rule 'financial data omc0066 outstanding nominal amount is at least joint
liability amount' to attribute 'outstanding nominal amount' of entity type 'financial data'.
147 1.2 9/18/2017 Added business rule 'accounting data omc0067 date of the performing status of the
instrument is at least inception date' to attribute 'date of the performing status of the
instrument' of entity type 'accounting data'.
148 1.2 9/18/2017 Added business rule 'accounting data omc0069 date of the forbearance and renegotiation
status at least settlement date' to attribute 'date of the forebearance and renegotiation status'
of entity type 'accounting data'.
149 1.2 9/18/2017 added business rule 'accounting data tpc0018 date of the performing status of the instrument
is at least reporting reference date' to attribute 'date of the performing status of the
instrument' of entity type 'accounting data'.
150 1.2 9/18/2017 added business rule 'accounting data tpc0019 date of the forbearance and renegotiation status
is at least reporting reference date' to attribute 'date of the forbearance and renegotiation
status' of entity type 'accounting data'.
151 1.2 9/19/2017 Updated the description of business rule 'recognized instrument spc0022 impairment
assessment method' to indicate that it also implements ECB Validation rules CN0420; CN0470;
CN0490.
152 1.2 9/19/2017 added business rule 'accounting data omc0070 balance sheet recognition' to attribute 'balance
sheet recognition' of entity type 'accounting data'.
153 1.2 9/19/2017 changed the many-side of the relationship 'accounting standard classifies reporting agent' from
reporting agent to reporting agent delivery. It now is relationship 'accounting standard
classifies reporting agent delivery'.
154 1.2 9/19/2017 changed the dependent side of the relationship 'observed agent is reported as counterparty'
from observed agent to observed agent delivery. It now is relationship 'observed agent
delivery is reported as counterparty'.
155 1.2 9/19/2017 changed the dependent side of the relationship 'reporting agent is reported as counterparty'
from reporting agent to reporting agent delivery. It now is relationship 'reporting agent
delivery is reported as counterparty'.
156 1.2 9/20/2017 Added business rule 'reporting agent delivery omc0071 accounting standard matches
accounting classification of instruments' to attribute 'accounting standard' of entity type
'reporting agent delivery'.
157 1.2 9/20/2017 Added business rule 'reporting agent delivery omc0072 accounting standard matches
accounting classification of instruments' to attribute 'accounting standard' of entity type
'reporting agent delivery'.
158 1.2 9/20/2017 Added business rule 'foreign legal entity in reporting member state tpc0020 date of enterprise
size earlier than reporting reference date' to attribute 'date of enterprise size' of entity type
'foreign legal entity in reporting member state'.
160 1.2 9/20/2017 Added business rule 'foreign legal entity tpc0021 date of initiation of legal proceedings earlier
than reporting reference date' to attribute 'date of initiation of legal proceedings' of entity
type 'foreign legal entity'.
161 1.2 9/20/2017 Updated the description of business rule 'foreign counterparty spc0005 national identifier type
other' to include the ECB Validation text.
162 1.2 9/20/2017 Added business rule 'foreign legal entity etc0008 date of initiation of legal proceedings vs
status of legal proceedings' to attributes 'date of initiation of legal proceedings' and 'status of
legal proceedings' of entity type 'foreign legal entity'.
163 1.2 9/20/2017 Added business rule 'foreign legal entity in reporting member state etc0009 date of enterprise
size vs enterprise size' to attribute 'date of enterprise size' of entity type 'foreign legal entity in
reporting member state'.
164 1.2 9/20/2017 Added business rule 'creditor-instrument data omc0074 foreign FVC creditor is always
originator' to entity type 'creditor instrument data'.
165 1.2 9/20/2017 Added business rule 'creditor-instrument data omc0075 Dutch FVC creditor has always
originator' to entity type 'creditor instrument data'.
166 1.2 9/20/2017 Added business rule 'creditor-instrument data omc0076 creditor cannot be debtor of the same
instrument' to entity types 'creditor-instrument data' and 'debtor-instrument data'.
167 1.2 9/20/2017 added business rule 'creditor-instrument data omc0077 creditor cannot be protection provider
of the same instrument' to entity type 'creditor-instrument data'.
168 1.2 9/20/2017 added business rule 'debtor default data tpc0024 date of the default status of the
counterparty at most reporting reference date' to attribute 'date of the default status of the
counterparty' of entity type 'debtor default data'.
169 1.2 9/20/2017 added business rule 'protection provider default data etc0007 date of the default status of the
counterparty at most reporting reference date' to attribute 'date of the default status of the
counterparty' of entity type 'protection provider default data'.
170 1.2 9/20/2017 Added business rule 'debtor default data etc0006 date of the default status of the
counterparty vs default status of the counterparty' to attribute 'date of the default status of
the counterparty' of entity type 'debtor default data'.
171 1.2 9/20/2017 added business rule 'protection received omc0078 maturity date of the protection at least
inception date' to attribute 'maturity date of the protection' of entity type 'protection
received'.
172 1.2 9/20/2017 added business rule 'protection received tpc0026 date of protection value at least reporting
reference date' to attribute 'date of protection value' of entity type 'protection received'.
173 1.2 9/20/2017 added business rule 'protection received etc0010 date of protection value over time' to
attribute 'date of protection value' of entity type 'protection received'.
174 1.2 9/21/2017 Added business rule 'financial data omc0079 accumulated write-off/off-balance sheet amount
vs outstanding nominal amount' to attribute outstanding nominal amount of entity type
'financial data'.
175 1.2 10/2/2017 Added business rule 'financial data omc0080 outstanding nominal amount vs transferred
amount' to attribute 'outstanding nominal amount' of entity type 'financial data'.
176 1.2 10/2/2017 Added business rule 'drawn instrument omc0081 transfered amount vs outstanding nominal
amount' to attribute 'transfered amount' of entity type 'drawn instrument'.
9
177 1.2 10/2/2017 Changed the domain of the attribute 'carrying amount' of entity type 'recognised instrument'
from 'euro amount (positive and negative) with exclusions' to 'euro amount (positive and
negative)', because the ECB made clear in their consistency check CN0702 that the value "Non-
applicable" is not applicable here.
status vs ficuciary instrument' to attribute 'date of the forbearance and renegotiation status' of
178 1.2 10/2/2017 Added business rule 'contract etc0011 inception date cannot change over time' to attribute
'inception date' of entity type 'contract'.
179 1.2 10/2/2017 Added business rule 'instrument etc0012 commitment amount at inception cannot change
over time' to attribute 'commitment amount at inception', of entity type 'instrument'.
status vs project finance loan' to attribute 'date of the forbearance and renegotiation status' of
status vs purpose' to attribute 'date of the forbearance and renegotiation status' of entity type
'accounting data'.
status vs recourse' to attribute 'date of the forbearance and renegotiation status' of entity type
'accounting data'.
status vs repayment rights' to attribute 'date of the forbearance and renegotiation status' of
184 1.2 10/2/2017 Added business rule 'deteriorated credit risk instrument etc0013 fair value changes due to
changes in credit risk before purchase cannot change over time' to attribute 'fair value changes
due to changes in credit risk before purchase' of entity type 'deteriorated credit risk
instrument'.
185 1.2 10/2/2017 Added business rule 'protection received etc0014 type of protection cannot change over time'
to attribute 'type of protection' of entity type 'protection received'.
186 1.2 10/9/2017 Added business rule 'protection received etc0015 original protection value cannot change over
time' to attribute 'original protection value' of entity type 'protection received'.
187 1.2 10/9/2017 Added business rule 'protection received etc0016 date of original protection value cannot
change over time' to attribute 'date of original protection value' of entity type 'protection
received'.
188 1.2 10/9/2017 Made attribute 'settlement date' of entity type 'drawn instrument' mandatory, because each
drawn amount must be settled.
189 1.2 10/9/2017 Added business rule 'instrument omc0087 drawn instrument indicator vs off-balance sheet
amount' to attribute 'drawn instrument indicator' of entity type' instrument'.
190 1.2 10/9/2017 Added business rule 'debtor default data tpc0027 debtor not in default' to attribute 'default
status of the counterparty' of entity type 'debtor default data'.
191 1.2 10/9/2017 Added business rule 'protection provider default data tpc0028 protection provider not in
default' to attribute 'default status of the counterparty' of entity type 'protection provider
default data'.
192 1.2 10/9/2017 Added business rule 'impaired instrument tpc0029 accumulated impairment amount vs type of
impairment' to attributes 'accumulated impairment amount' and 'type of impairment' of entity
'impaired instrument'.
193 1.2 10/9/2017 Added business rule 'impaired instrument omc0088 accumulated impairment amount non-
applicable' to attribute 'accumulated impairement amount' of entity type 'impaired
instrument'.
194 1.2 10/9/2017 Updated the description of business rule 'protection received tpc0007 immovable property
indicator*' with the ECB information on validation CN0831.
195 1.2 10/9/2017 Added business rule 'debtor default data omc0089 default status when PD = 1' to attribute
'default status of the counterparty' of entity type 'debtor default data'.
196 1.2 10/9/2017 Added business rule 'protection provider default data omc0090 default status when PD = 1' to
attribute 'default status of the counterparty' of entity type 'protection provider default data'.
197 1.2 10/9/2017 Added business rule 'financial data omc0091 default status when PD = 1' to attribute 'default
status of the instrument' of entity type 'financial data'.
198 1.2 10/9/2017 Added business rule 'debtor default data omc0092 date of the default status of the
counterparty vs default status and PD' to attribute 'date of the default status of the
counterparty' of entity type 'debtor default data'.
199 1.2 10/9/2017 Added business rule 'protection provider default data omc0093 date of the default status of
the counterparty vs default status and PD' to attribute 'date of the default status of the
counterparty' of entity type 'protection provider default data'.
200 1.2 10/9/2017 Updated the description of business rule 'instrument tpc0012 interest-only indicator
amortisation type' with the ECB information on validation CN0835.
201 1.2 10/9/2017 Updated the description of entity type 'non-fixed interest instrument' to indicate that it also
implements ECB validations CN0836, CN0837, CN0838, CN0839.
202 1.2 10/9/2017 Updated the description of business rule 'recognised instrument_tpc0011 impairment
assessment method "Not subject to impairment"' with the ECB information on validation
CN0842.
203 1.2 10/9/2017 Added business rule 'accounting data omc0094 cumulative recoveries since default' to
attribute 'cumulative recoveries since default' of entity type 'accounting data'.
204 1.2 10/9/2017 Added business rule 'drawn instrument etc0017 settlement date cannot change over time' to
attribute 'settlement date' of entity type 'drawn instrument'.
205 1.2 10/11/2017 Added business rule 'financial data omc0095 outstanding nominal amount at undrawn
instrument is zero' to attribute 'outstanding nominal amount' of entity type 'financial data'.
206 1.2 10/11/2017 Updated business rule 'protection received omc0013 protection value shall not exceed the
sum of allocated protection values' to incorporate information on validation check CN0868.
207 1.2 10/11/2017 Updated business rule 'protection received tpc0009 maturity date of the proctection "Non-
applicable"' to signalling.
208 1.2 10/11/2017 Renamed business rule 'reporting agent omc0032 reporting agent identifer must match
anacredit.xml' to 'reporting agent omc0032 reporting agent identifer must match
dnbmetadata.xml'
209 1.2 10/11/2017 Renamed business rule 'delivery omc0031 reporting reference date must match anacredit.xml'
to 'delivery omc0031 reporting reference date must match dnbmetadata.xml'.
210 1.2 10/11/2017 Updated business rule 'instrument spc0024 interest rate type' to blocking.
211 1.2 10/16/2017 Made attribute 'drawn instrument indicator' of entity type 'instrument' mandatory, because
each instrument is either drawn or undrawn.
10
212 1.2 10/16/2017 To accomodate the fact that 'interest rate type' can be "Non-applicable", the following
changes were made to the LDM:
* The inheritance 'interest rate type' is not marked as "complete" anymore.
* The business rule 'instrument spc0024 interest rate type' has extra text stating how to deal
with subtypeing instrument when the interest rate type = "Non-applicable" (no subtypes
required).
213 1.2 10/17/2017 Removed business rule 'recognised instrument omc0039 accumulated changes in fair value
due to credit risk "Non-applicable"'.
214 1.2 10/17/2017 Removed business rule 'protection received tpc0009 maturity date of the proctection "Non-
applicable"'.
215 1.2 10/17/2017 Added attribute 'identifier name' to entit type 'national identifier type'. It comes directly from
the list of national identifiers as published by the ECB for AnaCredit. It is needed to check for
the value "Not required" in the national identifier.
215 1.2 10/17/2017 Added business rule 'counterparty omc0098 national identifier "Not required"' to attribute
'national identifier' of entity type 'counterparty'.
216 1.2 10/17/2017 Updated the domain of the attribute 'national identifier' of entity type 'counterparty' from
'identifier domain' to 'national identifier domain'. Instead of 60 characters wide, it is now
restricted to 50 characters.
217 1.2 10/17/2017 Removed business rule 'debtor default data omc0030 default status "Non-applicable"', and
business rule 'financial data omc0029 default status "Non-applicable"', since it was based on
an incorrect interpretation of the reporting manual. It is now no longer checked that the
default status is reported either at instrument level or debtor / protection provider level.
218 1.2 10/17/2017 Added business rule "instrument tpc0030 credit risk deterioration purchase indicator" to
attribute 'credit risk deterioration purchase indicator' of entity type 'instrument'.
219 1.2 10/30/2017 Added attribute 'applicable country' and foreign key 'country ISO code' to entity type 'legal
form type'. These attributes correspond to the applicability fields in the spreadsheet "list of
legal forms" from the AnaCredit website of the ECB.
220 1.2 10/31/2017 Fixed a typo in the code of the attribute 'observed agent identifier' of entity type 'servicer-
instrument data'. bsrvd_agnt_cd' is now called 'obsrvd_agnt_cd'. This also impacts the csv file
'servicer_instrument_data.csv'.
221 1.2.1 11/9/2017 Updated server expression of business rule 'recognized instrument spc0022 impairment
assessment method'. It now no longer refers to the domain value "not subject to impairment".
This domain value is replaced by "Non-applicable" as this is in line with the reporting manual.
222 1.2.1 11/10/2017 Attribute 'checksum' of entity type 'entity type delivery' is made optional. Thanks to the
Volksbank for spotting this.
223 1.2.1 11/10/2017 Attribute 'rowcount' of entity type 'entity type delivery' is made mandatory. Thanks to the
Volksbank for spotting this.
224 1.2.1 11/13/2017 Removed checks on the eligibility of a contract and an instrument over time. They did not take
into account that a repaid instrument where no accounting data applies to, does not have to
be reported on the reporting reference date. This means that the following business rules are
removed from the logical data model:
- contract omc0001 reported within reporting reference period
- instrument omc0002 reported within reporting reference period
- instrument omc0003 qualifying instrument
Thanks to the NWB for alerting us to this discrepancy.
225 1.2.2 12/11/2017 Updated code of domain 'syndicated contract indicator' for value "Other contract" to "single
participation contract". Changed its code in the domain from "sndct_ctr_ind_othr_ctr" to
"sndct_ctr_ind_non_sndct_ctr". It now matches the value in the business terms.
Thanks to Volksbank for spotting this.
226 1.2.2 12/14/2017 Updated business rule tpc0012. It is now possible to report an interest-only instrument record
for instruments with amortisation type "other". Thanks to NWB Bank for bringing this to our
attention.
227 1.2.2 09--1-2017 Removed Business rules omc0028 and omc0033, because the hashes are no longer required to
be delivered.
228 1.2.2 1/25/2018 Removed attribute 'immovable property location indicator from entity types 'collateral located
in a reporting memeber state' and collateral not located in a reporting member state', because
there is no need for them to exist in these subtypes.
229 1.2.2 1/25/2018 Changed the severity setting of business rule 'financial data tpc0008 date of default status of
the instrument "Non-applicable"' from "blocking" to "signalling". Thanks to Rabobank for
notifying this.
230 1.2.2 1/26/2018 Removed business rule 'foreign legal entity in reporting member state omc0009 date of
enterprise size' because it is a duplicate.
231 1.2.2 26.-01-2018 Removed business rule 'instrument subject to securitisation omc0038 synthetic securitisation'
because it is a duplicate of 'protection received omc0063 type of protection for synthetic
securitisation'.
232 1.2.2 26.-01-2018 Renamed business rule 'protection received omc0063 type of protection for synthetic
securitisation' to 'instrument subject to securitisation omc0063 type of protection for synthetic
securitisation' and moved business rule from entity type 'protection received' to 'instrument
subject to securitisation'.
233 1.2.2 26.-01-2018 Renamed business rule 'reporting agent delivery omc0071 accounting standard matches
accounting classification of instruments' to 'recognised instrument omc0071 accounting
standard matches accounting classification of instruments' and moved the business rule to
attribute 'recognised instrument'.'accounting classification of instruments'.
234 1.2.2 1/26/2018 Renamed business rule 'reporting agent delivery omc0072 accounting standard matches
accounting classification of instruments' to 'recognised instrument omc0072 accounting
standard matches accounting classification of instruments', and moved the business rule to
attribute 'recognised instrument'.accounting classification of instruments'.
235 1.2.2 1/26/2018 Removed business rule 'financial data omc0080 outstanding nominal amount vs transferred
amount' because it is a duplicate of omc0081.
236 1.2.2 1/26/2018 Changed severity of business rule 'counterparty omc0037 national identifier or lei' from
"blocking" to "signalling". Thanks to ABN-AMRO for bringing this to our attention.
237 1.2.3 2/7/2018 Changed data type of domain 'resident counterparty indicator' from varchar(25) to
varchar(50). It now fits all domain values.
238 1.2.3 2/8/2018 Updated the value 'prot_prvdr_ind_non_prot_prvdg_instnl_unit' to
'prot_prvdr_ind_non_prot_prvdg_cntpr' of the domain 'protection provider indicator'. It now
matches both the value in the business terms and the name of the subtype. Thanks to Wolters
Kluwer for spotting this.
11
239 1.2.3 3/12/2018 Added the mandatory pattern to the identifier domain. This impacts all identifiers:
- counterparty identifier
- protection identifier
- contract identifier
- instrument identifier
- syndicated contract identifier
(it does not impact national identifier, as that has its own restriction list, as published in the
ECB list of national identifiers.)
240 1.2.3 3/12/2018 Made the relationship type 'reporting agent delivery is reported as counterparty' mandatory
on the entity type 'reporting agent delivery'. Now the attribute 'reported as counterparty
identifier' of entity type 'reporting agent delivery' is mandatory.
241 1.2.3 3/12/2018 Made the relationship type 'observed agent delivery is reported as counterparty' mandatory
on the entity type 'observed agent delivery'. Now the attribute 'reported as counterparty
identifier' of entity type 'observed agent delivery' is mandatory.
242 1.2.3 3/12/2018 Updated the name of business rule 'instrument past due tpc0016 date of past due for the
instrument no earlier than reporting reference date' to 'instrument past due tpc0016 reporting
reference date no earlier than date of past due for the instrument'. The check itself is
unchanged
243 1.2.3 3/12/2018 Updated the name of business rule 'protection provider default data tpc0025 date of the
default satus of the counterparty at most reporting reference date' to 'protection provider
default data tpc0025 date of the default status of the counterparty at most reporting
reference date'. The word "satus" is changed to "status".
The check itself is unchanged.
244 1.2.3 3/12/2018 Updated the description of business rule 'protection received tpc0026 date of protection value
at least reporting reference date'. It now correctly refers to the attribute 'reporting reference
date', instead of 'reference date'.
245 1.2.3 3/12/2018 Updated the domain of the attribute 'real estate collateral_region' of entity type 'collateral
located in a nuts-3 region', from 'ISO3166 / NUTS Disjoint' to 'code'. The foreign key
relationship to the entity type NUTS-3 region ensures that the correct code is filled in.
246 1.2.3 3/12/2018 Updated the domain of the attribute 'real estate collateral_country' of entity type 'collateral
not located in a nuts-3 region', from 'ISO3166 / NUTS Disjoint' to ISO 3166 Country'.
247 1.2.4 3/21/2018 Updated the description of the attribute 'probability of default' in the entity types 'debtor
default data' and 'protection provider default data' to re-iterate the message that is already
part of the description of the domain of the attributes. It makes it clear that the PD is a value
between 0 and 1 and that the value should be reported multiplied by 1000000. This entails
that a PD of 0.015 must be reported as 15000.
248 1.2.4 3/21/2018 To accomodate the new list of national identifier types published by the ECB, the LDM has to
accomodate national identifier types that are are not bound to a nationality. Therefor the
relationship 'country idenfies its institutional units with national identifier type' is removed
from the primary key in the entity type 'national identifier type'.
This also impacts:
* attribute 'national identifier type_country' in entity type 'counterparty'. It is now optional.
DNB still expects the country of the national identifier type, except when the ECB list indicates
that there is no country.
* relationship type 'national identifier type classifies counterparty' now only has the attribute
'national ientifier type_type' in entity type 'counterparty' as foreign key.
This change as NO IMPACT on the CSV file definition for counterparty.csv.
249 1.2.4 3/21/2018 Changed the domain values of domain 'securitisation indicator' as used by attribute 'securitized
instrument indicator' of entity type 'financial data'. The old values were:
imt_sbj_to_scrtn
imt_not_sbj_to_scrtn
The new values are:
sct_ind_imt_sbj_to_sct
sct_ind_imt_not_sbj_to_sct
These are also the values that have always been reported in the business terms.
250 1.2.4 3/22/2018 Changed the domain values of domain 'syndicated contract indicator' as used by attribute
'syndicated contract indicator' of entity type 'contract'. The old values were:
sndct_ctr_ind_sndct_mbr_ctr
sndct_ctr_ind_non_sndct_ctr
The new values are:
sndct_ctr_ind_sndct_ctr
sndct_ctr_ind_non_sndct_ctr
251 1.2.4 3/26/2018 Updated the primary key of entity type 'protection provider-protection received'. It now also
includes 'reporting agent identifier' and 'reporting reference date'. They were left out of the
primary key by mistake. It regressed in version 1.2, before that these attributes were part of
the primary key.
252 1.2.5 3/27/2018 Updated the description of business rule 'protection provider default data omc0090 default
status when PD = 1'. Protection providers do not have a corresponding instrument that can be
in default. The new description reflects this.
253 1.2.5 3/27/2018 Adjusted the server expression of business rule 'financial data omc0091 default status when
PD = 1' to reflect the fact that either the instrument or the debtor must be in default. This is
conform the existing description of the business rule.
254 1.2.5 3/27/2018 Adjusted the server expression of business rule 'debtor default data omc0089 default status
when PD = 1' to reflect the fact that either the instrument or the debtor must be in default.
This is conform the existing description of the business rule.
255 1.2.5 3/27/2018 Updated the description of business rule 'protection provider default data omc0093 date of
the default status of the counterparty vs default status and PD'. Protection providers do not
have a corresponding instrument that can be in default. The new description reflects this.
256 1.2.5 3/28/2018 Updated the server expression of business rule 'impaired instrument omc0088 accumulated
impairment amount non-applicable'. It now correctly states that the attribute 'accumulated
impairment amount' must not be "Non-applicable".
12
257 1.2.5 3/28/2018 Updated the width of the monetary values from Decimal (12,0) to Decimal (16,0). This impacts
the domains:
- euro amount (non-negative)
- euro amount (non-negative) with exclusions
- euro amount (positive and negative)
-euro amount (positive and negative) with exclusions.
This impacts all related attributes:
'instrument'.'commitment amount at inception'
'accounting data'.'cumulative recoveries since default'
'recognised instrument'.'provisions associated with off-balance sheet exposures'
'drawn instrument'.'transferred amount'
'instrument-protection received data'.'protection allocated value'
'instrument-protection received data'.'third party priority claims against the protection'
'protection received'.'protection value'
'protection received'.'original protection value'
'foreign legal entity in reporting member state'.'balance sheet total'
'financial data'.'outstanding nominal amount'
'financial data'.'accrued interest'
'current account instrument with credit limit'.'off-balance sheet amount'
'revolving credit other than overdrafts and credit card debt instrument'.'off-balance sheet
amount'
'other loans instrument'.'off-balance sheet amount'
'credit lines other than revolving credit instrument'.'off-balance sheet amount'
'credit card debt instrument'.'off-balance sheet amount'
'deteriorated credit risk instrument'.'fair value changes due to changes in credit risk before
purchase'
'joint liability'.'joint liability amount'
'instrument past due'.'arrears for the instrument'
'recognised instrument'.'accumulated changes in fair value due to credit risk'
'impaired instrument'.'accumulated impairment amount'
'foreign legal entity in reporting member state'.'annual turnover'
'recognised instrument'.'accumulated write-offs'
'recognised instrument'.'carrying amount'
258 1.2.5 5/15/2018 Added domain 'basis point with exclusions'.

259 1.2.5 5/15/2018 Updated domain attribute 'interest rate cap' of entity type 'non-fixed interest instrument' from
'basis point' to 'basis point with exclusions'. It is now possible to report "Non-applicable" as the
interest rate cap, conform part two of the reporting manual.
260 1.2.5 5/15/2018 Updated domain attribute 'interest rate floor' of entity type 'non-fixed interest instrument'
from 'basis point' to 'basis point with exclusions'. It is now possible to report "Non-applicable"
as the interest rate floor, conform part two of the reporting manual.
261 1.2.5 5/22/2018 Updated the expression of the business rule 'recognised instrument omc0065 carrying amount
at most equal to outstanding nominal amount'. Removed attribute 'carrying amount' from the
expression, as it cannot be "Non-applicable". Added the comparision between 'accrued
interest' en 'accumulated impairement amount'.
262 1.2.5 6/12/2018 Removed business rule 'accounting data omc0069 date of the forbearance and renegotiation
status at least settlement date', because the underlying ECB check CN0380 was removed.
263 1.2.5 6/13/2018 Updated server expression of business rule 'recognised instrument omc0071 accounting
standard matches accounting classification of instruments' to conform to the correct names of
the domain values of 'accounting classification of instrument'
264 1.2.5 6/13/2018 Updated server expression of business rule 'recognised instrument omc0072 accounting
standard matches accounting classification of instruments' to conform to the correct names of
the domain values of 'accounting classification of instrument'
265 1.2.5 6/14/2018 Updated ECB Validation identifier in the description of business rule 'foreign counterparty
tpc0022 economic activity matches institutional sector' from CN0550 to CN0590. It previously
reference the wrong ECB validation.
266 1.2.5 6/14/2018 Updated the server expression of business rule 'drawn instrument omc0081 transfered
amount vs outstanding nominal amount'. It now compares the outstanding nominal amount to
the transfered amount.
267 1.2.5 6/14/2018 Updated definition of entity type 'economic activity'. Added the link in BIRD to the domains
that are to be reported as economic activity codes.
268 1.2.5 6/20/2018 Changed the domain of attribute 'accrued interest' of entity type 'financial data' from 'euro
amount (non-negative)' to 'euro amount (positive and negative) with exclusions'. This makes is
possible to report negative amounts for accrued interest. It also makes it possible to report the
value "Non-applicable".
269 1.2.5 6/20/2018 Updated the server expression of the business rule 'accounting data omc0082 date of the
forbearance and renegotiation status vs ficuciary instrument', according to the updated ECB
specification.
270 1.2.5 6/20/2018 Updated the name of business rule 'accounting data omc0082 date of the forbearance and
renegotiation status vs ficuciary instrument' to 'accounting data omc0082 date of the
forbearance and renegotiation status vs fiduciary instrument'. Changed ficuciary to fiduciary.
forbearance and renegotiation status vs project finance loan', according to the updated ECB
specification.
forbearance and renegotiation status vs recourse', according to the updated ECB specification.
forbearance and renegotiation status vs purpose', according to the updated ECB specification.
forbearance and renegotiation status vs repayment rights', according to the updated ECB
specification.
275 1.2.5 6/20/2018 Updated the description and the server expression of the business rule 'impaired instrument
omc0088 accumulated impairment amount non-applicable', according to the updated ECB
specification.
276 1.2.5 6/20/2018 Updated the server expression of the business rule 'contract etc0011 inception date cannot
change over time', according to the updated ECB specification.
277 1.2.5 6/20/2018 Updated the server expression of the business rule 'protection received etc0015 original
protection value cannot change over time', according to the updated ECB specification.
278 1.2.5 6/20/2018 Updated the server expression of the business rule 'protection received etc0016 date of
original protection value cannot change over time', according to the updated ECB specification.
279 1.2.5 6/21/2018 Updated the domains

- 'euro amount (non-negative) with exclusions',
- 'real number (non-negative)'
- 'real number (non-negative) with exclusions'
Added 0 as the minimum value.
13
280 1.2.5 7/4/2018 Changed the domain of attribute 'accumulated impairment amount' from 'euro amount
(positive and negative) with exclusions' to 'euro amount (non-negative) with exclusions'. The
accumulated impairment amount can never be negative.
281 1.2.5 7/4/2081 Updated the business rule scope of business rule 'foreign counterparty spc0005 national
identifier type other' from 'Checked with data outside of the data delivery' to 'Checked within
the data delivery'. It now conforms to reality.
282 1.2.5 7/4/2018 Added business rule 'counterparty tpc0031 national identifier conforms to format' to attribute
'national identifier' of entity type 'counterparty'. It checks to see if the format of the national
identifier conforms to the format listed in the list of national identifier on the AnaCredit page
of the ECB website.
283 1.2.5 7/4/2018 Added the following business rule to specifically check for mandatory fields when reporting a
dummy natural person:
* Counterparty tpc0032 counterparty identifier valid entities of counterparty "Non-applicable"
284 1.2.5 7/5/2018 Updated the description of business rule 'recognised instrument tpc0010 provisions associated
with off-balance sheet exposures "Non-applicable"' to incorporate the fact that current
account instruments with no credit limit also apply.
285 1.2.5 7/23/2018 Updated the server expression of business rule 'instrument spc0024 interest rate type'. When
the interest rate type is "Mixed" then either of the subtypes can be selected.
286 1.2.5 9/14/2018 Added business rule dmc0002 at recognized instrument non-applicable check for accumulated
changes in fair value due to credit risk
287 1.2.5 9/14/2018 Added business rule dmc0003 at impaired instrument non-applicable check for accumulated
impairment amount
288 1.2.5 9/14/2018 Added business rule dmc0004 at financial data mandatory interest rate
289 1.2.5 9/14/2018 Added business rule dmc0005 at instrument non-applicable check for legal final maturity date
290 1.2.5 9/14/2018 Added business rule dmc0006 at protection received non-applicable check for maturity date
of the protection
291 1.2.5 9/14/2018 Added business rule dmc0007 at financial data non-applicable check for next interest rate
reset date
292 1.2.5 9/14/2018 Added business rule dmc0008 at foreign legal entity non-applicable check for date of initiation
of legal proceedings
293 1.2.5 9/14/2018 Added business rule dmc0009 at accounting data non-applicable check for cumulative
recoveries since default
294 1.2.5 9/14/2018 Added business rule dmc0010 at recognized instrument non-applicable check for provisions
associated with off-balance sheet exposures
295 1.2.5 9/14/2018 Changed the name of business rule na0001 - na0009 from the businessrule document to
dmc0002 - dmc0010 and added it to the LDM model
296 1.2.5 9/14/2018 Changed the datatype from character() to variable characters() to ensure that there are no
leading or trailing characters (like spaces) for any attribute
Changed therefore the datatype in domains:
identifier domain
string with strictly 20 characters
legal entity indicator
national identifier domain
resident legal entity indicator
297 1.2.5 9/14/2018 Changed the domain of attribute 'accrued interest' of entity type 'financial data' from 'euro
amount (non-negative)' to 'euro amount (positive and negative)'. This makes is possible to
report negative amounts for accrued interest.
298 1.2.5 9/14/2018 Second change of the description at business rule tpc0010 to attribute 'provisions associated
with off-balance sheet exposures' of entity type 'recognised instrument' with the right domain
values to indicate when it is allowed to report the value "Non-applicable".
299 1.2.5 9/14/2018 Updated the description at the next business ruless: spc0004, spc0012, spc0013, spc0020
because those rules are currently not implemented because none of the subtypes are in the
list of csv's that must be supplied.
300 1.2.5 9/14/2018 Updated the description at tpc0024 and tpc0027 because they are combined in one physical
check
301 1.3 11/28/2018 All character fields are changed to variable character lengths so that the database can be used
more efficiently
302 1.3 11/28/2018 Changed the domain of attribute 'accrued interest' in entity 'financial data' from 'euro amount
(non-negative)' to 'euro amount (positive and negative) with exclusions' which makes it
possible to report negative amounts for accrued interest as well as the value "Non-applicable".
303 1.3 11/28/2018 Added a domain 'basis point with exclusions' in order to allow non-applicable values for
interest rate cap and interest rate floor. 'basis point' does not allow non-applicables anymore
and is still used for attribute 'interest rate spread/margin'
304 1.3 11/28/2018 Corrected a spelling mistake in validation rule tpc0015 in the server example expression
305 1.3 11/28/2018 Multiple validation rules can be removed according to the new ECB documentation:
omc0069
omc0071
omc0072
omc0051
omc0053
omc0054
omc0055
omc0056
omc0065
omc0089
omc0090
omc0091
omc0092
omc0093
etc0011
etc0017
tpc0011
306 1.3 11/28/2018 For the correct submission of AnaCredit to the ECB it's crucial that reporting agents report the
correct observed agent identifier(s) in the AnaCredit report. A signalling rule omc0105 is added
that reporting agents do not report observed agent identifiers which are related to another
reporting agent.
307 1.3 12/3/2018 Changed the datatype of 'real estate collateral location_country' from char(6) to char(2) and
changed the datatype of 'real estate collateral location_region' from char(6) to char(5)
14
308 1.3 12/3/2018 Renamed recognized instrument spc0022 impairment assessment method to recognised
instrument spc0022 impairment assessment method, So change a 'z' into an 's'
309 1.3.1 12/21/2018 It seemed that the change concerning the securitisation indicator of march, 21, was not
implemented in the LDM. Changed the domain values of domain 'securitisation indicator' as
used by attribute 'securitized instrument indicator' of entity type 'financial data'. The old
values were:
imt_sbj_to_scrtn
imt_not_sbj_to_scrtn
The new values are:
sct_ind_imt_sbj_to_sct
sct_ind_imt_not_sbj_to_sct
310 1.3.1 1/9/2019 Due to a mixup in versions we had to undo some changes in the business rules. We have
implemented dmc0002 till dmc0010 and omc0027 because these were deleted by mistake. We
have deleted rules omc0099, omc0100, omc0101, omc0102, tpc0035, tpc0036 because part of
them will be created in future versions and some should never have been implemented at all.
311 1.3.1 1/9/2019 Added business rule dmc0011 at financial data non-applicable check for accrued interest
312 1.3.1 1/9/2019 Changed the code of contract identifier of entity 'servicer_instrument_data' from 'cntrct_id' to
'instrumnt_cntrct_id'. Initially we corrected the code to cntrct_id, in order to make the code
consistent with the same attribute in other entities. However, it turned out afterwards that it
was actually physically implemented that way (thus incorrectly)! We had to bring the errors
back in because we agreed that we would not make major changes to the 1.3 and 1.4 versions
to avoid banks having to adjust the header of CSVs. The change will now be done in release
2.0. For more information on release 2.0 see document Overview new releases AnaCredit.
313 1.4 12/17/2018 All interest rate related data types of the attribute types listed below having a basis point
domain (data type: long integer) now have a real number (positive or negative) domain (data
type: decimal 12.0). It relates to the following data attributes:
‘non-fixed interest instrument’.’interest rate spread/margin’
‘non-fixed interest instrument’.’interest rate cap’
‘non-fixed interest instrument’.’interest rate floor’
(note: only interest rate spread/margin does not allow for non-applicables)
314 1.4 12/17/2018 Made validation rules tpc0031 and omc0037 blocking instead of signalling
315 1.4 12/17/2018 Added validation rule omc0100 because of ECB rule CN0876. This validation check ensures that
the amount of provisions associated to off-balance sheet exposures cannot be higher than the
off-balance sheet amount itself.
316 1.4 12/17/2018 Made validation rule tpc0032 blocking

317 1.4 12/17/2018 Made validation rule omc0105 blocking. For the correct submission of AnaCredit to the ECB it's
crucial that reporting agents report the correct observed agent identifier(s) in the AnaCredit
report.
318 1.4 12/17/2018 Made validation rule etc0002 blocking. This validation rule specifies that for each protection
received in protection provider-protection received exactly one protection provider must be
indicated as primary protection provider.
319 1.4 12/17/2018 Added signalling validation rule omc0116 that for Dutch counterparties a correct Dutch
national identifier should be reported
320 1.4 12/18/2018 Changed data attributes 'national identifier', 'national identifier type_type' and 'national
identifier type_country' from mandatory to optional
321 1.4 12/18/2018 Changed the 'national identifier domain' in such way that exclusions are allowed. The name is
changed to 'national identifier domain with exclusions'. This is done because in some cases
'national identifier' may allow exclusions
322 1.4 12/18/2018 Validation rule spc0005 is adapted in such a way that reporting agents should report the entity
foreign counterpary with other national identifier only in case for the counterparty the
attribute national identifier type_type is filled out with one of the following values:
BG_OTHER_CD, CY_OTHER_CD, GEN_OTHER_CD
323 1.4 12/18/2018 Added blocking business rule tpc0038 which states that national identifier type_type should
correspond to national identifier type_country
324 1.4 12/18/2018 Changed business rule omc0037 so that attribute 'national identifier type_type' and 'national
identifier type_country' may also be reported as optional in case for foreign counterparties a
LEI is reported
325 1.4 12/19/2018 Added validation rule tpc0037: In certain cases, it should be possible to report non-applicable
for the national identifier. This is only allowed in case the national identifier type_type is filled
out with one of the following values: DK_NOTAP_CD, FI_NOTAP_CD, DE_NOTAP_CD,
LU_NOTAP_CD, AT_NOTAP_CD and SE_NOTAP_CD
326 1.4 1/15/2019 Changed the cardinality of relationship type 'accounting_standard_classifies_reporting_agent'

for 'reporting agent delivery to accounting standard' from 1,1 tot 0,1
327 1.4 1/15/2019 From version 1.4 on, we will actively monitor on the following relationships of which the child
is mandatory:
- each protection received must have at least one instrument in 'instrument-protection
received data'
- each instrument must have at least one creditor in 'creditor-instrument data'
- each instrument must have at least one debtor in 'debtor-instrument data'
- each instrument subject to securitization must have at least one originator in 'originator-
securitized instrument data'
- each instrument there must have at least one servicer in 'servicer-instrument data'
- for each originator there must exist at least one instrument in 'originator-securitized
instrument data'
- for each servicer there must exist at least one instrument in 'servicer-instrument data'
328 1.4 1/15/2019 Changed the cardinalities of 'creditor-instrument data to creditor' and 'debtor-instrument data
to debtor' from 0,1 tot 1,1
329 1.4 1/15/2019 Business rules dmc0002 till dmc0011 now contain expressions
330 1.4 1/15/2019 Changed the datatypes of 'NACE_code' to varchar(5) and of 'nuts_3_code' to char(5)
331 1.4.1 1/24/2019 Removed omc0106 because it was redundant looking at omc0100.
332 1.4.1 1/24/2019 Removed omc0027 because of the removal of CN0914 in the AnaCredit regulation
333 1.4.1 3/7/2019 Changed the server expression of omc0100. Changed comparison operators from <= to >=.
Also changed the name from 'recognised instrument omc0100 …' to 'accounting data omc0100
…'
334 1.4.1 3/7/2019 Extended validation rule tpc0037; for national identifier type_type AT_NOTAP_CD,
SE_NOTAP_CD and IE_NOTAP_CD the national identifier must have the value "Non-applicable"
as well
15
335 1.4.1 3/13/2019 Clarified the description of tpc0038 as is done in AnaCredit; when the value of 'national
identifier type_type' contains prefix "GEN_", then ‘national identifier type_country’ should not
exist in attribute 'country' of the reference list 'national identifier type'. Note: there are a few
exceptions.
336 1.4.2 3/22/2019 Changed the code of domain 'protection provider indicator' for label 'non-protection providing
counterparty' because it was not consistent with the business terms and thus wrong.
337 1.4.2 3/22/2019 Added blocking business rules dmc0012 and dmc0013 for attributes 'interest rate cap' and
'interest rate floor' because these had to be created in the physical implementation to be able
to check whether these mandatory columns with Non-applicable allowed have either a valid
value or a "Non-applicable" reported.
338 2.0 4/23/2019 Moved attribute 'legal entity identifier' from entity type ' legal entity' to entity type
'counterparty' because of a change in the assignment of legal entity identifiers to branches.
This conforms to the new version of the reporting manual part II.
Note: This will change the lay-out of the related .csv files 'counterparty.csv' and
'legal_entity.csv'.
339 2.0 4/23/2019 Removed the following check entity types because they are not needed anymore:
- 'attribute delivery'
- 'attribute combination delivery'
Note: This means that two .csv files are no longer requested -
'attribute_combination_delivery.csv' and 'attribute_delivery.csv'.
340 2.0 4/23/2019 Added a new attribute 'inception date of the instrument' to the entity type 'instrument', to
conform more closely with the regulation.
Note: This means that the lay-out of the .csv file 'instrument.csv' has been updated.
341 2.0 4/23/2019 Renamed the code of attribute 'contract identifier' in entity type 'servicer-instrument data'
from 'instrument_cntrct_id' to 'cntrct_id'. It now is less confusing as it really is the contract
identifier that is meant here.
Note: This means that the lay-out of the .csv file 'servicer_instrument.csv' has been updated.
342 2.0 4/23/2019 Renamed the code of attribute 'counterparty role' in entity type 'servicer-instrument data'
from 'servicer_entty_rl' to 'entty_rl'. It now conforms to the name of the attribute.
Note: This means that the lay-out of the .csv file 'servicer_instrument.csv' has been updated.
343 2.0 4/23/2019 Renamed the code of attribute 'reporting agent identifier' of entity type 'non-deteriorated
credit risk instrument' from 'agent_identifier' to 'reporting_agent_identifier'.
This has no impact on .csv file lay-out.
344 2.0 4/23/2019 Renamed the code of attribute 'head office undertaking' of entity type 'foreign branch
protection provider' from 'legal_entity_counterparty_identifier' to
'head_office_undertaking_identifier'. The name of this foreign key now reflects the name of
the entity type it is pointing to.
Note: This means that the lay-out of the .csv file 'foreign_branch_protection_provider.csv' has
been updated.
345 2.0 4/23/2019 Renamed the code of attribute 'counterparty role' of entity type 'debtor risk data' from
'debtor_entty_rl' to 'entty_rl'. It now conforms to the name of the attribute.
Note: This means that the lay-out of the .csv file 'debtor_risk_data.csv' has been updated.
346 2.0 4/23/2019 Renamed the code of attribute 'counterparty role' of entity type 'foreign branch debtor' from
Note: This means that the lay-out of the .csv file 'foreign_branch_debtor.csv' has been
updated.
347 2.0 4/23/2019 Renamed the code of attribute 'counterparty role' of entity type 'debtor-instrument data' from
Note: This means that the lay-out of the .csv file 'debtor_instrument_data.csv' has been
updated.
348 2.0 4/23/2019 Fixed a bug in the LDM where the attribute types 'reporting agent identifier' and 'reporting
reference date' of entity type 'debtor' where incorrectly not part of the primary key. This also
impacted the primary keys of entity types 'debtor risk data' and 'debtor default data' and
'foreign branch debtor'.
This has no impact on the validations that are carried out on the received data.
349 2.0 4/25/2019 Updated the domain of NUTS 3 code to 'nuts code', with a char(5) definition in the entity types
'NUTS 3 region' and 'address'. The actual data type of the attribute remains the same.
350 2.0 4/25/2019 Updated the domain of 'NACE code' to 'nace code', with a varchar(5) definition in the entity
types 'economic activity' and 'foreign counterparty'. The actual data type of the attribute
remains the same.
351 2.0.2 5/23/2019 Updated the code of attribute 'counterparty role' of the entity type 'servicer-instrument data'.
It erroneously did not have the code of the attribute 'counterparty role' renamed to 'entty_rl'
from 'servicer_entty_rl', eventhough this was stated in the release notes of the LDM. Now LDM
and DDA are in sync. Thanks to Rabobank for spotting this.
352 2.0.2 6/13/2019 Updated the cardinality of the relationship 'country identifies its instutional units with national
identifier type' from "1:1 --< 0:m" to "0:1 --< 0:m". This means that there can be national
identifier types without a publishing country. This does not directly impact the reporting
requirements.
353 2.0.3 7/23/2019 Updated the server expression of business rule 'instrument omc0015 repayment rights on
demand or short notice'. It now refers to the correct attribute type in the correct entity type.
Thanks to MUFG for bringing this to our attention. This has no impact on the implementation
of the validation at DNB.
354 2.0.3 9/23/2019 Updated the comment of business rule 'instrument omc0049 legal final maturity date no
earlier than settlement date'. The ECB Validation Identifier is now correctly shown as CN0040.
It was CN0050.
355 2.0.3 9/23/2019 Fixed a typo in the name of business rule 'protection provider default data tpc0025 date of the
default satus of the counterparty at most reporting reference date'. Changed the word "satus"
to "status". The correct name is now 'protection provider default data tpc0025 date of the
default status of the counterparty at most reporting reference date'
356 2.0.3 9/25/2019 Business rule 'reporting reference date dmc0001 last day of the month' is now only checked
against the attribute type 'reporting reference date' of entity type 'delivery'. Previously, it was
checked against all instances of the attribute type 'reporting reference date'. And since this
attribute type is directly or indirectly the foreign key of all other instances of 'reporting
reference date', the check is still the same.
16
357 2.0.3 9/25/2019 Fixed a typo in the name of business rule 'reporting agent omc0032 reporting agent identifer
must match dnbmetadata.xml'. Changed the word "identifer" to "identifier". The correct name
is now 'reporting agent omc0032 reporting agent identifier must match dnbmetadata.xml'
358 2.0.3 9/30/2019 Added business rule 'drawn instrument tpc0042 settlement date no later than reporting
reference date'. This implements ECB validation CN0141.
359 2.0.3 9/30/2019 Added business rule 'protection received tpc0043 date of original protection value cannot be
later than date of protection value'. This implements ECB validation CN0142.
360 2.0.3 9/30/2019 Added to the definition of the entity type 'instrument past due' that it implements ECB
validation identifier CN0270.
361 2.0.3 9/30/2019 Removed validation identifier CN0420 from the description of business rule 'recognised
instrument spc0022 impairment assessment method'. This validation is removed from the list
of ECB validations.
The validation itself is still part of the LDM and will be checked.
362 2.0.3 9/30/2019 Moved the tekst 'ECB validation identifier: CN0702' from the attribute type 'recognised
instrument'.'carrying amount' to the entity type 'recognised instrument'. This brings it in line
with other subtyping validations.
363 2.0.3 9/30/2019 Added business rule 'financial data tpc0044 interest rate non-applicable only if accrued
interest non-applicable'. It implements ECB Validation CN0901.
364 2.0.3 9/30/2019 Added business rule 'financial data tpc0045 accrued interest non-applicable only if interest
rate non-applicable'. It implements the inverse of ECB Validation CN0901.
365 2.0.3 9/30/2019 Removed business rule 'instrument omc0024 legal final maturity date no earlier than inception
date' because this validation is no longer required by the ECB.
366 2.0.3 9/30/2019 Removed business rule 'instrument past due omc0060 date of past due for the instrument no
earlier than settlement date' because this validation is no longer required by the ECB.
367 2.0.3 9/30/2019 Removed business rule 'foreign counterparty tpc0022 economic activity matches institutional
sector' because this validation - CN0590 - is no longer required by the ECB.
368 2.0.3 9/30/2019 Updated the ECB validation identifier for business rule 'counterparty omc0037 national
identifier or lei' from "CN0592" to "CY0010" and "CY0011" because ECB validation CN0592 is
replaced by CY0010 and CY0011.
369 2.0.3 9/30/2019 Removed business rule 'protection received etc0014 type of protection cannot change over
time' because this validation is no longer required by the ECB.
370 2.0.3 10/1/2019 Removed business rule 'financial data omc0095 outstanding nominal amount at undrawn
instrument is zero' because this validation is no longer required by the ECB.
371 2.0.3 10/1/2019 Updated the description of business rule 'recognised instrument tpc0010 provisions associated
with off-balance sheet exposures "Non-applicable"', so that its description now conforms
exactly to ECB validation CN0703. The tekst corresponding to ECB validation CN0829 is
removed, because it is no longer listed as an ECB validation. Also the server expression is
added to this business rule.
372 2.0.3 10/1/2019 Updated the description of business rule 'protection received tpc0007 immovable property
indicator*' with the ECB information on validation CN0960. This replaces CN0831, which is
removed from the list of ECB validations.
373 2.0.3 10/1/2019 Removed business rule 'financial data tpc0008 date of default status of the instrument "Non-
applicable"'. The part covering ECB validation CN0833 is not needed anymore. The part
covering ECB validation CN0849 is now implemented in new business rule 'financial data
omc0124 date of default status of the instrument non-applicable intra-company loan'
374 2.0.3 10/1/2019 Added business rule 'financial data omc0124 date of default status of the instrument non-
applicable intra-company loan'. This implements ECB validation CN0849. This was previously
implemented by business rule 'financial data tpc0008 date of default status of the instrument
"Non-applicable"'.
375 2.0.3 10/1/2019 Updated the description of entity type 'recognised instrument' to indicate that it also
implements ECB validation rule 'CN0852' and 'CN0865'.
376 2.0.3 10/1/2019 Removed the text "ECB Validation identifier: CN0868" from business rule 'protection received
omc0013 protection value shall not exceed the sum of allocated protection values'. It is no
longer on the list of ECB validations, but it still is a valid check.
377 2.0.3 10/1/2019 Removed the text "ECB Validation identifier: CN0913" from business rule 'instrument spc0024
interest rate type'. The check is still valid, but the validation is removed from the ECB list of
validations.
378 2.0.3 10/15/2019 Added business rule 'recognised instrument omc0125 accounting classification of instruments
conforms to accounting standard of reporting agent'. This implements ECB Validation
identifiers CN0541 and CN0551.
379 2.0.3 10/16/2019 Renamed business rule 'protection received omc0013 protection value shall not exceed the
sum of allocated protection values' to 'protection received omc0013 sum of allocated
protection values shall not exceed the protection value'. The new name corresponds to its
meaning. The implementation of this business rule has not changed as it was already correct.
380 2.0.3 10/21/2019 Added ECB validation identifier CN0940 to business rule 'recognised instrument tpc0010
provisions associated with off-balance sheet exposures "Non-applicable"'. For now this rule
implements also that for reverse repurchase agreements instrument, the provisions associated
with off-balance sheet exposure are non-applicable.
381 2.0.3 10/21/2019 Added business rule 'contract etc0040 inception date cannot change over time' to attribute
type 'inception date' of entity type 'contract'. This implements ECB validation CN0925.
382 2.0.3 10/21/2019 Added ECB validation identifier CN0930 to business rule 'recognised instrument spc0022
impairment assessment method'.
383 2.0.3 10/21/2019 Updated the description of entity type 'drawn instrument' to indicate that it partly implements
ECB validation CN0935.
384 2.0.3 10/21/2019 Added business rule 'drawn instrument etc0041 settlement date cannot change over time'.
This implements the other part of ECB validation CN0935.
385 2.0.3 10/21/2019 Added business rule 'instrument omc0126 commitment amount at inception cannot be non-
applicable'. This implements ECB validation CN0945.
386 2.0.3 10/21/2019 Updated the ECB validation identifier for business rule 'protection received etc0014 type of
protection cannot change over time' from CN0811 to CN0950 because ECB validation CN0811
is replaced by CN0950.
387 2.0.3 10/21/2019 Updated the server expression of business rule 'instrument spc0024 interest rate type' to make
it more explicit which interest rate type creates which subtype.
17
388 2.0.3 11/4/2019 Updated business rule 'observed agent omc0105 observed agent identifier must be present in
the list of the reporting population'. This business rule ensures that all observed agents present
in the delivery are part of the reporting agent, and vice-versa, that all observed agents of the
reporting agent are present in the observed agent delivery.
389 2.0.3 11/5/2019 Updated the server expression of business rule 'counterparty omc0037 national identifier or
lei' to reflect the fact that the attribute 'legal entity identifier' was moved from entity type
'legal entity' to entity type 'counterparty'.
390 2.0.3 11/11/2019 Updated the description and implementation of business rule 'counterparty omc0098 national
identifier "Not required"'. It now requires the value "Not required" as national identifier type
when the national identifier type is "Not applicable" or "Kein Registereintrag (Not applicable)".
391 2.0.3 11/11/2019 Removed business rule 'counterparty tpc0037 national identifier "Non-applicable" for certain
national identifier type_types'. Its validation is a duplicate of business rule 'counterparty
omc0098 national identifier "Not required"'.
392 2.0.4 1/13/2020 Updated the server expression of business rule 'instrument omc0126 commitment amount at
inception cannot be non-applicable'. It now conforms to ECB validation CN0945. Changed an
"="-sign to a "<>"-sign.
393 2.0.4 2/5/2020 Updated the server expression of business rule 'contract etc0040 inception date cannot
change over time'. It now refers to the attribute type 'inception date' of entity type 'contract'.
Previously, it referred to entity type 'instrument'. Thanks to ABN-AMRO for spotting this.
This has no impact on the way the business rule is working at DNB.
394 2.0.4 2/6/2020 Updated the description of business rule 'counterparty omc0098 national identifier "Not
required"'. It now mentions "Not applicable". Previously it mentioned "Non-applicable".
395 2.0.4 2/6/2020 Updated the server expression of business rule 'counterparty omc0037 national identifier or
lei'. It now depicts the fact that the national identifier is only optional for foreign
counterparties, if the legal entity identifier is provided. Thanks to ABN-AMRO for spotting this.
This has no impact on the way the business rule is working at DNB.
396 2.0.4 3/9/2020 Updated the description of business rule 'counterparty omc0098 national identifier "Not
required"'. The description is more generic, in that it only mentions the concept of "Not
Applicable", instead of specific identifier names.
Also added a server expression.
397 2.0.4 3/9/2020 Updated description and server expression of business rule 'foreign counterparty spc0005
national identifier type other'. Both are now more generically worded, so updates in the list of
"other" national identifier types will not require an LDM update.
398 2.0.4 3/31/2020 Removed business rule 'financial data tpc0045 accrued interest non-applicable only if interest
rate non-applicable'. It implemented the inverse of business rule 'financial data tpc0044
accrued interest non-applicable only if interest rate non-applicable'. That functionality has now
been incorporated in tpc0044.
399 2.0.4 4/6/2020 Updated the definition of entity type 'observed agent delivery'. It previously was the definition
of 'reporting agent delivery'. This is now fixed.
400 2.0.4 6/15/2020 Added blocking business rule 'non-fixed interest instrument tpc0046 reference rate_reference
rate value sofr €str only overnight' to check that the new values 'SOFR' and '€STR' are only
reported with an overnight maturity.
401 2.1 5/12/2020 Renamed business rule 'financial data omc0029 default status "Non-applicable"' to 'financial
data omc0029 default status of the instrument "Non-applicable"'. Also updated the server
expression. Both now includes the full name of the attribute they are applicable to.
402 2.1 5/12/2020 Renamed business rule 'financial data omc0057 next interest reset date no earlier than
inception date' to 'financial data omc0057 next interest rate reset date no earlier than
inception date'. Also updated the server expression. Both now includes the full name of the
attribute they are applicable to.
403 2.1 5/12/2020 Renamed business rule 'financial data omc0061 next interest reset date no earlier than
settlement date' to 'financial data omc0061 next interest rate reset date no earlier than
settlement date'. Also updated the server expression. Both now includes the full name of the
attribute they are applicable to.
404 2.1 5/12/2020 Renamed business rule 'financial data tpc0014 next interest reset date no earlier than
reporting reference date' to 'financial data tpc0014 next interest rate reset date no earlier than
reporting reference date'. It now includes the full name of the attribute it is applicable to.
405 2.1 5/12/2020 Renamed business rule 'drawn instrument omc0081 transfered amount vs outstanding
nominal amount' to 'drawn instrument omc0081 transferred amount vs outstanding nominal
amount'. The word transferred is now spelled with two consecutive letters 'r'
406 2.1 5/12/2020 Renamed business rule 'financial data omc0124 date of default status of the instrument non-
applicable intra-company loan' to 'financial data omc0124 date of the default status of the
instrument non-applicable intra-company loan'. It now includes the full name of the attribute it
is applicable to.
407 2.1 5/12/2020 Renamed business rule 'part of legal entity spc0004 foreign branch' to 'part of legal entity
spc0004 foreign branch in reporting member state indicator'. It now includes the full name of
the attribute it is applicable to.
408 2.1 5/13/2020 Removed domains 'basis point' and 'basis point with exclusions'. These domains are no longer
in use. This is a result of change 313 in this list.
409 2.1 5/13/2020 Updated the exception list of domain 'euro amount (positive and negative) with exclusions'.
from "Non-applicable" to "Unknown or Non-applicable". It now also has value "Unknown" as a
valid value. This impacts the attribute types
- 'recognised instrument'.'accumulated changes in fair value due to credit risk'
-'financial data'.'accrued interest'.
410 2.1 5/13/2020 Updated the code of domain 'euro amount (positive and negative) with exclusions' from
'mntry_all_2d_na' to 'mntry_all_2d_una' to reflect that either Non-applicable or Unknown are
also valid values.
411 2.1 5/13/2020 Updated the exception list of domain 'euro amount (non-negative) with exclusions' from "Non-
applicable' to "Unknown or Non-applicable". It now also has the value "Unknown" as a valid
value. This impacts the attribute type
- 'impaired instrument'.'accumulated impairment amount'
- 'instrument'.'commitment amount at inception'
- 'accounting data'.'cumulative recoveries since default'
- 'recognised instrument'.'provisions associated with off-balance sheet exposures'
412 2.1 5/13/2020 Updated the code of domain 'euro amount (non-negative) with exclusions' from
'mntry_nn_ngtv_2d_na' to 'mntry_nn_ngtv_2d_una' to reflect that either Non-applicable or
Unknown are also valid values.
18
413 2.1 5/13/2020 Changed the name of domain 'euro amount (positive and negative)' to 'euro amount (positive
and negative) with unknown'. Updated the code from 'mntry_all_2d' to 'mntry_all_2d_unk'.
This reflects that the value "Unknown" is also valid value for attribute types of this domain.
414 2.1 5/13/2020 Changed the exception list of domain 'euro amount (positive and negative) with unknown'
from "No exception allowed" to "Unknown" as a valid value. This impacts the attribute types:
- 'foreign legal entity in reporting member state'.'annual turnover'
- 'recognised instrument'.'accumulated write-offs'
- 'recognised instrument'.'carrying amount'
415 2.1 5/13/2020 Changed the name of domain 'euro amount (non-negative)' to 'euro amount (non-negative)
with unknown'. Updated the code from 'mntry_nn_ngtv_2d' to 'mntry_nn_ngtv_2d_unk'. This
reflects that the value "Unknown" is also a valid value for attribute types of this domain.
416 2.1 5/13/2020 Changed the exception list of domain 'euro amount (non-negative) with unknown' from "No
exception allowed" to "Unknown". This impacts the attribute type
- 'foreign legal entity in reporting member state'.'balance sheet total'
- 'deteriorated credit risk instrument'.'fair value changes due to changes in credit risk before
purchase'
- 'joint liability'.'joint liability amount'
- 'revolving credit other than overdrafts and credit card debt instrument'.'off-balance sheet
amount'
- 'credit card debt instrument'.'off-balance sheet amount'
- 'other loans instrument'.'off-balance sheet amount'
- 'current account instrument with credit limit'.'off-balance sheet amount'
- 'credit lines other than revolving credit instrument'.'off-balance sheet amount'
- 'protection received'.'original protection value'
- 'financial data'.'outstanding nominal amount'
- 'instrument-protection received data'.'protection allocated value'
- 'protection received'.'protection value'
- 'instrument-protection received data'.'third party priority claims against the protection'
- 'drawn instrument'.'transferred amount'
- 'instrument past due'.'arrears for the instrument'
417 2.1 5/18/2020 Changed the name of domain 'code 20' to 'code 20 with unknown'. Updated the code from
'code_20' to 'code_20_unk'. This reflects that the value "Unknown" is also a valid value for
attribute types of this domain.
418 2.1 5/18/2020 Changed the exception list of domain 'code 20 with unknown' from "No exception allowed" to
"Unknown". This impacts the attribute type
- 'address'.'postal code'
- 'foreign counterparty'.'address postal code'.
419 2.1 5/18/2020 Changed the name of domain 'date' to 'date with unknown'. Updated the code from 'dt_fll' to
'dt_fll_unk'. This reflects that the value "Unknown" is also a valid value for attribute types of
this domain.
420 2.1 5/18/2020 Changed the exception list of domain 'date with unknown' from "No exception allowed", to
"Unknown". This impacts the attribute type
- 'instrument'.'inception date of the instrument'
- 'instrument'.'settlement'
- 'protection received'.'date of protection value'
- 'protection received'.'date of original protection value'
- 'foreign legal entity in reporting member state'.'date of enterprise size'
- 'interest-only instrument'.'end date of interest-only period'
- 'accounting data'.'date of the performing status of the instrument'
- 'accounting data'.'date of the forbearance and renegotiation status'
- 'contract'.'inception date'
- 'instrument past due'.'date of past due for the instrument'
- 'drawn instrument'.'settlement date'
421 2.1 5/18/2020 Added a description to the domain 'medium sized string' to indicate where it is used.
422 2.1 5/18/2020 Created a new domain 'medium sized string with unknown'. This is a copy of the domain
'medium sized string', with the extra possibility to report the value "Unknown".
423 2.1 5/18/2020 Changed the domain of the attribute types below from 'medium sized string' to 'medium sized
string with unknown' to facilitate the reporting of the value "Unknown" as a dummy value.
This impacts the attribute type
- 'foreign counterparty'.'address city / town / village'
- 'foreign counterparty'.'address street'
- 'address'.'city / town / village'
- 'address'.'street'
424 2.1 5/19/2020 Updated the domain 'date with exclusions' to indicate that next to the value "Non-applicable",
the value "Unknown" is also valid as an exception value. The description and the exception list
now both indicate this. The code of the domain is updated from 'dt_fl_na' to 'dt_fl_una'.
- 'instrument'.'legal final maturity date'
- 'foreign legal entity'.'date of initiation of legal proceedings'
- 'debtor default data'.'date of the default status of the counterparty'
- 'protection received'.'maturity date of the protection'
- 'financial data'.'date of the default status of the instrument'
- 'financial data'.'next interest rate reset date'
- 'protection provider default data'.'date of the default status of the counterparty'
425 2.1 5/19/2020 Updated the domain 'real number (positive or negative) with exclusions' to indicate that next
to the value "Non-applicable", the value "Unknown" is also valid as an exception value. The
description and the exception list now both indicate this. The code of the domain is updated
from 'rl_all_6d_na' to 'rl_all_6d_una'.
- 'non-fixed interest instrument'.'interest rate cap'
- 'non-fixed interest instrument'.'interest rate floor'
- 'financial data'.'interest rate'
426 2.1 5/20/2020 Updated the domain 'real number (positive or negative)' to indicate that the exception value
"Unknown" can be used as a valid value. The description and the exception list now both
indicate this. The code of the domain is updated from 'rl_all_6d' to 'rl_all_6d_unk'.
- 'non-fixed interest instrument'.'interest rate spread/margin'
19
427 2.1 5/20/2020 Updated the domain 'string with strictly 20 characters' to 'string with strictly 20 characters
with unknown', to indicate that the exception value "Unknown" can be used as a valid value.
The description and the exception list now both indicate this. The code of the domain is
updated from 'strng_pttrn_lei' to 'strng_pttrn_lei_unk'.
- 'counterparty'.'legal entity identifier'
428 2.1 5/20/2020 Added a description to the domain large sized string' to indicate where it is used.
429 2.1 5/20/2020 Created a new domain 'large sized string with unknown'. This is a copy of the domain 'large
sized string', with the extra possibility to report the value "Unknown".
430 2.1 5/20/2020 Changed the domain of the attribute types below from 'large sized string' to 'large sized string
with unknown' to facilitate the reporting of the value "Unknown" as a dummy value.
- 'foreign counterparty'.'name'
431 2.1 5/20/2020 Updated the domain 'national identifier domain with exclusions' to indicate that the next to
the exception value "Non-applicable", the exception value "Unknown" can be used as a valid
value. The description and the exception list now both indicate this.. The code of the domain is
updated from 'national_identifier_domain_na' to 'national_identifier_domain_una'.
- 'counterparty'.'national identifier'
432 2.1 5/21/2020 Updated the domain 'real number (non-negative) with exclusions' to indicate that next to the
value "Non-applicable", the value "Unknown" is also valid as an exception value. The
description and the exception list now both indicate this. The code of the domain is updated
from 'rl_nn_ngtv_2d_na' to 'rl_nn_ngtv_2d_una'.
- 'foreign legal entity in reporting member state'.'number of employees'.
433 2.1 5/22/2020 Changed the name of the domain 'real number from 0 to 1 with 6 decimals' to 'real number
from 0 to 1 with 6 decimals with unknown'. Updated the domain to indicate that the value
"Unknown" is also a valid exception value. The description and the exception list now both
indicate this. The code of the domain is updated from 'rl_0to1_6d' to 'rl_0to1_6d_unk'.
- 'protection provider risk data'.'probability of default'
- 'debtor risk data'.'probability of default'
434 2.1 5/23/2020 Created a new domain 'identifier domain with unknown'. This is a copy of the domain
'identifier domain', with the extra possibility to report the value "Unknown".
435 2.1 5/24/2020 Changed the domain of attribute type below to 'identifier domain with unknown' to facilitate
the reporting of the value "Unknown" as a dummy value.
- 'syndicated leader contract'.'syndicated contract identifier'
- 'syndicated contract member'.'syndicated contract identifier'
436 2.1 5/28/2020 Renamed business rule 'accounting data omc0100 amount of provisions associated to off-
balance sheet exposures cannot be higher than off-balance sheet amount' to 'recognised
instrument omc0100 amount of provisions associated to off-balance sheet exposures cannot
be higher than off-balance sheet amount'. Updated the server expression to point to
'recognised instrument' instead of to 'accounting data'.
This undoes the "also changed" part of change 333.
437 2.1 5/28/2020 Updated the server expression of business rule 'financial data omc0096 securitized instrument
indicator'. The off-balance sheet amounts are now checked within a extra level of parentheses.
438 2.1 6/3/2020 Renamed business rule 'recognised instrument dmc0002 accumulated changes in fair value
due to credit risk mandatory or non-applicable or unknown' from 'recognized instrument
dmc0002 mandatory accumulated changes in fair value due to credit risk' to match the
updated requirements on reporting exclusion values. Also updated the description and the
server expression.
439 2.1 6/3/2020 Renamed business rule 'impaired instrument dmc0003 accumulated impairment amount
mandatory or non-applicable or unknown' from 'impaired instrument dmc0003 mandatory
accumulated impairment amount' to match the updated requirements on reporting exclusion
values. Also updated the description and the server expression.
440 2.1 6/3/2020 Renamed business rule 'financial data dmc0004 interest rate mandatory or non-applicable or
unknown' from 'financial data dmc0004 mandatory interest rate' to match the updated
requirements on reporting exclusion values. Also updated the description and the server
expression.
441 2.1 6/3/2020 Renamed business rule 'instrument dmc0005 legal final maturity date mandatory or non-
applicable or unknown' from 'instrument dmc0005 mandatory legal final maturity date' to
match the updated requirements on reporting exclusion values. Also updated the description
and the server expression.
442 2.1 6/3/2020 Renamed business rule 'protection received dmc0006 maturity date of the protection
mandatory or non-applicable or unknown' from 'protection received dmc0006 mandatory
maturity date of the protection' to match the updated requirements on reporting exclusion
443 2.1 6/3/2020 Renamed business rule 'financial data dmc0007 next interest rate reset date mandatory or
non-applicable or unknown' from 'financial data dmc0007 mandatory next interest rate reset
date' to match the updated requirements on reporting exclusion values. Also updated the
description and the server expression.
444 2.1 6/3/2020 Renamed business rule 'foreign legal entity dmc0008 date of initiation of legal proceedings
mandatory or non-applicable or unknown' from 'foreign legal entity dmc0008 mandatory date
of initiation of legal proceedings' to match the updated requirements on reporting exclusion
445 2.1 6/3/2020 Renamed business rule 'accounting data dmc0009 cumulative recoveries since default
mandatory or non-applicable or unknown' from 'accounting data dmc0009 mandatory
cumulative recoveries since default' to match the updated requirements on reporting
exclusion values. Also updated the description and the server expression.
446 2.1 6/3/2020 Renamed business rule 'recognised instrument dmc0010 provisions associated with off-
balance sheet exposures mandatory or non-applicable or unknown' from 'recognized
instrument dmc0010 mandatory provisions associated with off-balance sheet exposures' to
match the updated requirements on reporting exclusion values. Also updated the description
and the server expression.
20
447 2.1 6/3/2020 Renamed business rule 'financial data dmc0011 accrued interest mandatory or non-applicable
or unknown' from 'financial data dmc0011 mandatory accrued interest' to match the updated
requirements on reporting exclusion values. Also updated the description and the server
expression.
448 2.1 6/3/2020 Renamed business rule 'non-fixed interest instrument dmc0012 interest rate cap mandatory or
non-applicable or unknown' from 'non-fixed interest instrument dmc0012 mandatory interest
rate cap' to match the updated requirements on reporting exclusion values. Also updated the
description and the server expression.
449 2.1 6/3/2020 Renamed business rule 'non-fixed interest instrument dmc0013 interest rate floor mandatory
or non-applicable or unknown' from 'non-fixed interest instrument dmc0013 mandatory
interest rate floor' to match the updated requirements on reporting exclusion values. Also
updated the description and the server expression.
450 2.1 6/4/2020 Added business rule 'contract dmc0014 inception date mandatory or unknown to aid in the
understanding of the validation report.
451 2.1 6/4/2020 Added business rule 'instrument dmc0015 inception date of the instrument mandatory or
unknown to aid in the understanding of the validation report.
452 2.1 6/4/2020 Added business rule 'instrument dmc0016 commitment amount at inception mandatory or
non-applicable or unknown to aid in the understanding of the validation report.
453 2.1 6/4/2020 Added business rule 'address dmc0017 street mandatory or unknown to aid in the
454 2.1 6/4/2020 Added business rule 'address dmc0018 city / town / village mandatory or unknown to aid in
the understanding of the validation report.
455 2.1 6/4/2020 Added business rule 'address dmc0019 postal code mandatory or unknown to aid in the
456 2.1 6/4/2020 Added business rule 'protection received dmc0020 protection value mandatory or unknown to
aid in the understanding of the validation report.
457 2.1 6/4/2020 Added business rule 'protection received dmc0021 date of protection value mandatory or
458 2.1 6/4/2020 Added business rule 'protection received dmc0022 original protection value mandatory or
459 2.1 6/4/2020 Added business rule 'protection received dmc0023 date of original protection value mandatory
or unknown to aid in the understanding of the validation report.
460 2.1 6/4/2020 Added business rule 'instrument-protection received data dmc0024 protection allocated value
mandatory or unknown to aid in the understanding of the validation report.
461 2.1 6/4/2020 Added business rule 'instrument-protection received data dmc0025 third party priority claims
against the protection mandatory or unknown to aid in the understanding of the validation
report.
462 2.1 6/4/2020 Added business rule 'joint liability dmc0026 joint liability amount mandatory or unknown to aid
in the understanding of the validation report.
463 2.1 6/4/2020 Added business rule 'accounting data dmc0027 date of the performing status of the
instrument mandatory or unknown to aid in the understanding of the validation report.
464 2.1 6/4/2020 Added business rule 'accounting data dmc0028 date of the forbearance and renegotiation
status mandatory or unknown to aid in the understanding of the validation report.
465 2.1 6/4/2020 Added business rule 'syndicated leader contract dmc0029 syndicated contract identifier
466 2.1 6/4/2020 Added business rule 'deteriorated credit risk instrument dmc0030 fair value changes due to
changes in credit risk before purchase mandatory or unknown to aid in the understanding of
the validation report.
467 2.1 6/4/2020 Added business rule 'interest-only instrument dmc0031 end date of interest-only period
468 2.1 6/4/2020 Added business rule 'financial data dmc0032 date of the default status of the instrument
mandatory or non-applicable or unknown to aid in the understanding of the validation report.
469 2.1 6/4/2020 Added business rule 'financial data dmc0033 outstanding nominal amount mandatory or
470 2.1 6/4/2020 Added business rule 'protection provider default data dmc0034 date of the default status of
the counterparty mandatory or non-applicable or unknown to aid in the understanding of the
validation report.
471 2.1 6/4/2020 Added business rule 'foreign counterparty dmc0035 name mandatory or unknown to aid in the
472 2.1 6/4/2020 Added business rule 'foreign counterparty dmc0036 address street mandatory or unknown to
473 2.1 6/4/2020 Added business rule 'foreign counterparty dmc0037 address city / town / village mandatory or
474 2.1 6/4/2020 Added business rule 'foreign counterparty dmc0038 address postal code mandatory or
475 2.1 6/4/2020 Added business rule 'syndicated contract member dmc0039 syndicated contract identifier
476 2.1 6/4/2020 Added business rule 'debtor default data dmc0040 date of the default status of the
counterparty mandatory or non-applicable or unknown to aid in the understanding of the
validation report.
477 2.1 6/4/2020 Added business rule 'recognised instrument dmc0041 accumulated write-offs mandatory or
478 2.1 6/4/2020 Added business rule 'recognised instrument dmc0042 carrying amount mandatory or unknown
to aid in the understanding of the validation report.
479 2.1 6/4/2020 Added business rule 'credit card debt instrument dmc0043 off-balance sheet amount
480 2.1 6/4/2020 Added business rule 'revolving credit other than overdrafts and credit card debt instrument
dmc0044 off-balance sheet amount mandatory or unknown to aid in the understanding of the
validation report.
481 2.1 6/4/2020 Added business rule 'credit lines other than revolving credit instrument dmc0045 off-balance
sheet amount mandatory or unknown to aid in the understanding of the validation report.
482 2.1 6/4/2020 Added business rule 'current account instrument with credit limit dmc0046 off-balance sheet
amount mandatory or unknown to aid in the understanding of the validation report.
483 2.1 6/4/2020 Added business rule 'instrument past due dmc0047 arrears for the instrument mandatory or
484 2.1 6/4/2020 Added business rule 'instrument past due dmc0048 date of past due for the instrument
21
485 2.1 6/4/2020 Added business rule 'drawn instrument dmc0049 settlement date mandatory or unknown to
486 2.1 6/4/2020 Added business rule 'drawn instrument dmc0050 transferred amount mandatory or unknown
to aid in the understanding of the validation report.
487 2.1 6/4/2020 Added business rule 'non-fixed interest instrument dmc0051 interest rate spread/margin
488 2.1 6/8/2020 Updated server expression of these business rules to handle the reporting of "Unknown":
- 'accounting data omc0067 date of the performing status of the instrument is at least
inception date'
- 'accounting data omc0068 date of the forbearance and renegotiation status is at least
inception date'
- 'accounting data omc0070 balance sheet recognition'
- 'accounting data omc0082 date of the forbearance and renegotiation status vs fiduciary
instrument'
- 'accounting data omc0083 date of the forbearance and renegotiation status vs project
finance loan'
- 'accounting data omc0084 date of the forbearance and renegotiation status vs purpose'
- 'accounting data omc0085 date of the forbearance and renegotiation status vs recourse'
- 'accounting data omc0086 date of the forbearance and renegotiation status vs repayment
rights'
- 'accounting data tpc0018 date of the performing status of the instrument is at least reporting
reference date'
- 'accounting data tpc0019 date of the forbearance and renegotiation status is at least
reporting reference date'
- 'recognised instrument omc0100 amount of provisions associated to off-balance sheet
exposures cannot be higher than off-balance sheet amount'
490 2.1 6/8/2020 Added a server expression to business rule 'address omc0036 NUTS 3 region mandatory'. It is
not triggered when nuts 3 region unknown is reported.
- 'contract etc0040 inception date cannot change over time'
- 'contract tpc0013 inception date no later than reporting reference date'
492 2.1 6/8/2020 Renamed business rule 'counterparty omc0098 national identifier "Not required"' to
'counterparty omc0098 national identifier "Non-applicable"'. Also updated the the server
expression and description to indicate that DNB now wants "Non-applicable" instead of "Not
Required". This is now in line with the requirements of the ECB.
- 'debtor default data etc0006 date of the default status of the counterparty vs default status
of the counterparty'
- 'debtor default data tpc0024 date of the default status of the counterparty at most reporting
reference date'
- 'debtor default data tpc0027 debtor not in default'
- 'debtor omc0022 at least one recognized instrument needed for default data'
- 'deteriorated credit risk instrument etc0013 fair value changes due to changes in credit risk
before purchase cannot change over time'
- 'drawn instrument etc0041 settlement date cannot change over time'
- 'drawn instrument omc0023 settlement date no earlier than inception date'
- 'drawn instrument omc0081 transferred amount vs outstanding nominal amount'
- 'drawn instrument tpc0042 settlement date no later than reporting reference date'
497 2.1 6/10/2020 Updated the lay-out of business rule 'Dutch counterparty legal entity omc0043 Dutch legal
entity is Dutch counterparty' to make it easier to parse correctly.
- 'financial data etc0003 date of the default status of the instrument'
- 'financial data omc0057 next interest rate reset date no earlier than inception date'
- 'financial data omc0058 date of the default status of the instrument no earlier than inception
date'
- 'financial data omc0061 next interest rate reset date no earlier than settlement date'
- 'financial data omc0066 outstanding nominal amount is at least joint liability amount'
- 'financial data omc0079 accumulated write-off/off-balance sheet amount vs outstanding
nominal amount'
- 'financial data tpc0014 next interest rate reset date no earlier than reporting reference date'
- 'financial data tpc0015 date of the default status of the instrument no earlier than reporting
reference date'
499 2.1 6/10/2020 Attached business rule 'foreign branch protection provider debtor omc0019 head office
undertaking' to attribute 'head office undertaking' of entity type 'foreign branch protection
provider'. It mistakenly was only attached to the LDM itself.
500 2.1 6/10/2020 Updated the lay-out of business rule 'foreign counterparty omc0012 mandatory economic
activity' to make it easier to parse correctly.
- 'foreign legal entity in reporting member state etc0009 date of enterprise size vs enterprise
size'
- 'foreign legal entity in reporting member state tpc0020 date of enterprise size earlier than
reporting reference date'
- 'foreign legal entity tpc0021 date of initiation of legal proceedings earlier than reporting
reference date'
22
- 'instrument etc0012 commitment amount at inception cannot change over time'
- 'instrument omc0049 legal final maturity date no earlier than settlement date'
- 'instrument omc0050 legal final maturity date no earlier than end date of interest-only
period'
- 'instrument omc0052 legal final maturity date no earlier than next interest reset date'
- 'instrument omc0126 commitment amount at inception cannot be non-applicable'
504 2.1 6/10/2020 Updated the lay-out of business rule 'instrument omc0014 purpose must be other purpose' to
make it easier to parse correctly.
505 2.1 6/10/2020 Updated the lay-out of business rule 'instrument omc0015 repayment rights on demand or
short notice' to make it easier to parse correctly.
- 'instrument past due omc0059 date of past due for the instrument no earlier than inception
date'
- 'instrument past due tpc0016 date of past due for the instrument no earlier than reporting
reference date'
- 'interest-only instrument omc0048 end date of interest-only period no earlier than inception
date'
- 'interest-only instrument omc0062 end date of interest-only period no earlier than
settlement date'
- 'protection provider default data etc0007 date of the default status of the counterparty vs
default status of the counterparty'
- 'protection provider default data tpc0025 date of the default status of the counterparty at
most reporting reference date'
509 2.1 6/10/2020 Updated the lay-out of business rule 'protection provider default data tpc0028 protection
provider not in default' to make it easier to parse correctly.
- 'protection received etc0010 date of protection value over time'
- 'protection received etc0014 type of protection cannot change over time'
- 'protection received etc0015 original protection value cannot change over time'
- 'protection received etc0016 date of original protection value cannot change over time'
- 'protection received omc0013 sum of allocated protection values shall not exceed the
protection value'
- 'protection received omc0078 maturity date of the protection at least inception date'
- 'protection received tpc0007 immovable property indicator*'
- 'protection received tpc0026 date of protection value at least reporting reference date'
- 'protection received tpc0043 date of original protection value cannot be later than date of
protection value'
- 'recognised instrument omc0125 accounting classification of instruments conforms to
accounting standard of reporting agent'
- 'recognised instrument spc0022 impairment assessment method'
512 2.1 7/1/2020 Updated the server expression of business rule 'recognised instrument tpc0010 provisions
associated with off-balance sheet exposures "Non-applicable"'. The attribute 'provisions
associated with off-balance sheet exposures' is now correctly hyphenated.
513 2.1 7/8/2020 Updated the server expression of business rule 'instrument omc0126 commitment amount at
inception cannot be non-applicable' (again). It incorrectly had an extra check on trade
receivable instruments. Thanks to MUFG for bringing this to our attention.
23
interest
List of changes in the reference data, distributed in the file "DNB # AnaCredit # Business Terms
number
1 1.0.1 2/16/2017 Removed the attribute 'off-balance sheet amount' from the entity type 'financial data' in the
set It is redundant, since it is part of the specific subtypes of 'financial data' that are based
on the types of instrument.
2 1.0.2 3/8/2017 Removed reference data set 'local debtor indicator', since it is no longer needed since
version 1.0 of the LDM.
3 1.0.2 3/8/2017 Removed reference data set 'local protection provider indicator', since it is no longer
needed since version 1.0 of the LDM.
4 1.0.2 3/8/2017 Changed name of reference data set 'local counterparty indicator' to 'resident counterparty
indicator'.
5 1.0.2 3/8/2017 changed the code 'lcl_cntpr_ind_dtch_cntpr' to 'rsdnt_cntpr_ind_dtch_cntpr' for the set
'resident counterparty indicator'.
6 1.0.2 3/8/2017 changed the code 'lcl_cntpr_ind_frgn_cntpr' to 'rsdnt_cntpr_ind_frgn_cntpr' for the set
'resident counterparty indicator'.
7 1.0.2 3/8/2017 Changed name of reference data set 'local legal entity indicator' to 'resident legal entity
indicator'.
8 1.0.2 3/8/2017 changed the code 'lcl_lgl_ent_ind_dtch_lgl_ent' to 'lcl_lgl_ent_ind_dtch_lgl_ent' for the set
'resident legal entity indicator'.
9 1.0.2 3/8/2017 changed the code 'lcl_lgl_ent_ind_frgn_lgl_ent' to 'lcl_lgl_ent_ind_frgn_lgl_ent' for the set
'resident legal entity indicator'.
10 1.0.3 4/3/2017 Added reference data set drawn instrument indicator. Also added the corresponding terms
and their definitions.
11 1.0.3 4/10/2017 Updated the set with attributes to reflect the changes in the LDM. In addition, only those
attributes are included that are part of an entity type whose content is reported via a .csv
file.
12 1.0.3 4/10/2017 Updated the set with the attribute combinations to reflect the changes in the LDM.
13 1.0.3 4/10/2017 Updated the set with the entity types to reflect the changes in the LDM.
15 1.1 6/22/2017 Changed the name of the domain values of credit risk deterioration indicator because their
names were too long.
16 1.1 6/22/2017 Changed name of originator-instrument subject to securitisation data to originator-
securitized instrument data, because the name was too long.
17 1.2 8/29/2017 Added domain value 'offices and commercial premises' back to the list. Thanks to ABN-
AMRO for pointing this out.
18 1.2 8/30/2017 The delivery control type in the reference set 'entity type' is set to "control not applicable"
in all instances.
19 1.2 8/30/2017 The reference set 'attribute combination' is now empty, because its contents are not
needed anymore.
20 1.2 8/30/2017 The reference set 'attribute combination type' is now empty, because its contents are not
needed anymore.
21 1.2 8/30/2017 Updated the reference set 'country'. Sweden, Poland, Bulgaria are now classified as a non-
reporting member state. Thanks to Lombard Risk for pointing this out.
22 1.2 8/30/2017 Appended the string _ifrs or _gp to the domain values of 'accounting classification of
instrument type'. This solves the duplicate value problem of the codes in this set. Thanks to
ABN-AMRO for spotting this.
23 1.2 8/31/2017 Added an explation to paragraph 1.4 and 2.6 that explains that only qualifying instruments
must be reported in the quarterly reporting, for those reporting agents that report on a
monthly basis.
24 1.2 10/17/2017 Changed the value "not resettable" of 'interest rate reset frequency' to "Non-applicable".
The code changed to "int_pmnt_rst_frq_na".
25 1.2.2 11/9/2017 Changed the value "overnight (frequency)" to "overnight" of 'interest rate reset frequency.
It is now in line with the regulation. The code changed to "int_pmnt_rst_frq_ovrnght".
26 1.2.2 11/9/2017 Changed the value "Not subject to impairment" to "Non-applicable" of 'impairment
assessment method'. It is now in line with the reporting manual. The code changed to
"imprm_ases_mth_na" from "imprm_ases_mth_not_sbj_to_imprm".
27 1.2.2 11/9/2017 Changed the value "Other (payment frequency)" to "Other" of 'payment frequency'. It is
now in line with the regulation. The corresponding code is unchanged.
28 1.2.2 11/9/2017 Changed the value "Bullet (payment frequency)" to "Bullet" of 'payment frequency'. It is
now in line with the regulation. The corresponding code is unchanged.
29 1.2.2 11/9/2017 Changed the value "Bullet (amortisation)" to "Bullet" of 'amortisation type'. It is now in line
with the regulation. The corresponding code is unchanged.
30 1.2.2 11/9/2017 Added two domain values to reference rate value type: "other single reference rates", and
"other multiple reference rate". It is now in line with the regulation.
31 1.2.2 11/9/2017 Removed domain value "Not securitised" from 'securitisation type'. Due to the subtyping
present in the LDM, it cannot be used.
32 1.2.2 11/13/2017 Updated the list of attributes with a rank column. It now conforms to the LDM.
33 1.2.2 11/13/2017 Changed the code of "control not applicable" for the delivery control type, from
"dvl_cntl_tp_cntrl_na", to "dlv_cntl_tp_cntrl_na".
34 1.2.2 11/13/2017 Changed the code of "Forborne: instruments with modified interest rate below market
conditions" of "status of forbearance and renegotiation", from
"st_of_frbrnc_and_rngtn_frbrn_instrmnts_w_mdf_int_rate_blw_mkt_cndtns", to
"st_of_frbrnc_and_rngtn_frbrn_imt_w_mdf_int_rate_blw_mkt_cndtns"
35 1.2.2 11/13/2017 Changed the code of "Forborne: instruments with other modified terms and conditions" of
"status of forbearance and renegotiation", from
"st_of_frbrnc_and_rngtn_frbrn_instrmnts_w_othr_mdf_trms_and_cndtns",
to"st_of_frbrnc_and_rngtn_frbrn_imt_w_othr_mdf_trms_and_cndtns"
36 1.2.2 11/13/2017 Changed the codes of the interest rate reset frequency from "int_pmnt_rst_frq_..." to
"int_rate_rst_frq_...". Now the abbreviation matches the name of the list.
37 1.2.2 11/13/2017 Changed the value of "No legal action taken" to "Non-applicable" of "status of legal
proceedings". The code is changed to "st_of_lgl_prcdngs_na"
38 1.2.2 11/13/2017 Changed the codes of "securitisation indicator". The abbreviation of the type was missing
and is now included. Also, the suffix is now "_sct" instead of "_scrtn"
39 1.2.3 2/8/2018 Removed the value of 'micro, small and medium-sized enterprise' from the set of values for
'enterprise size'. It was meant as the parent of the other domain values. Thanks to Wolters
Kluwer for putting this to our attention.
24
40 1.2.3 2/8/2018 Removed value 'other assets (IFRS)' from 'accounting classification of instruments type'. It
was a remnant from a draft version of the AnaCredit regulation. Thanks to Wolter Kluwer
for putting this to our attention.
41 1.2.3 3/12/2018 Removed the remark on syndicated contract identifier that explained how DNB forsaw the
construction of globally unique syndicated contract identifiers. Please follow the
instructions in part III of the manual for AnaCredit.
42 1.2.4 3/21/2018 Changed the values of "immovable property location indicator". They now conform to their
meaning and to the names of the subtype entity types in the logical data model.
Old values:
imvbl_pty_lo_ind_clt_lct_in_nts3_rgon - collateral located in a NUTS-3 region
imvbl_pty_lo_ind_clt_not_lct_in_nts3_rgon - collateral not located in a NUTS-3 region
New values:
imvbl_pty_lo_ind_clt_lct_in_rpt_mbr_ste - collateral located in a reporting member state
imvbl_pty_lo_ind_clt_not_lct_in_rpt_mbr_ste - collateral not located in a reporting
member state
43 1.2.4 3/26/2018 Updated the description of the domain values of 'immovable property location indicator' to:
- collateral located in a reporting member state: collateral located in a reporting member
state is an immovable property that is situated in a country that is a reporting member
state.
- collateral not located in a reporting member state: collateral not located in a reporting
member state is an immovable property that is situated outside of a country that is a
reporting member state.
They now strictly adhere to the regulation.
44 1.2.5 6/13/2018 Updated the label of 'Non-trading debt instruments measured at a cost-based method in
accordance with national GAAP' to 'Non-trading non-derivative financial instruments
measured at a cost-based method (GAAP)', in according with changes of the accounting
standard as indicated by ECB. The code is left unchanged.
45 1.4.1 1/17/2019 Added 2 reference lists 'currency' and 'economic activity'

46 1.4.2 3/25/2019 Corrected the description of values 'monthly' and 'quarterly' for domain list payment
frequency
47 2.0 4/23/2019 Removed the following two .csv files are no longer requested -
'attribute_combination_delivery.csv' and 'attribute_delivery.csv'.
48 2.1 4/6/2020 Fixed a few omissions in the sheet 'Begrippen'.
49 2.0.4 5/12/2020 Updated the 'is part of' colomn of worksheet 'accounting classification of in' from
'accounting classification of instruments type' to 'accounting classification of instruments' to
conform to the logical data model.
50 2.0.4 6/15/2020 Added the values '€STR' and 'SOFR' to 'reference rate value type' so EuroSTR and SOFR rates
can be reported.
51 2.1 5/12/2020 Added value 'Accounting classification of instrument Unknown' to accounting classification
of instruments for reporting unknown values.
52 2.1 5/12/2020 Added value 'Amortisation type unknown' to amortization type for reporting of unknown
values.
53 2.1 5/18/2020 Added value 'balance sheet recognition unknown' to balance sheet recognition for reporting
of unknown values.
54 2.1 5/18/2020 Added value 'Accounting standard unknown' to accounting standard for reporting of
unknown values.
55 2.1 5/18/2020 Added value 'Country unknown' to 'country' with country code "XU" for reporting of
unknown values.
56 2.1 5/18/2020 Added a new worksheet in business terms for the reference data of national identifier type.
The entry in this list is in addition to the list of the ECB. DNB added the value
"GEN_UNK_CD" to facilitate reporting of as yet unknown national identifier types, and
national identifiers.
57 2.1 5/19/2020 Added value "Currency unknown" to 'currency' with currency code "XUN" for reporting of
unknown values.
58 2.1 5/19/2020 Added value "Default status unknown" to 'default status' with code "dflt_sts_unk" for
reporting of unknown values.
59 2.1 5/19/2020 Added value "Activities as yet unknown" to 'economic activity' with code "00" for reporting
of unknown values.
60 2.1 5/19/2020 Added value "fiduciary capacity unknown" to 'fiduciary instrument indicator' with code
'fdcr_imt_ind_unk' for reporting of unknown values.
60 2.1 5/19/2020 Added value "Institutional sector unknown" to 'institutional sector' with code
'instnl_sectr_unk' for reporting of unknown values.
61 2.1 5/20/2020 Added a new worksheet in business terms for the reference data of legal form. The entry in
this list is in addition to the list of the ECB. DNB added the value "XU000" to facilitate
reporting of as yet unknown legal form.
62 2.1 5/20/2020 Added value "NUTS 3 region unknown" to 'nuts 3 region' with code "XU000" for reporting of
unknown values.
63 2.1 5/20/2020 Renamed worksheet 'payment frequency type' to 'payment frequency'. This matches the
name of the entity type and the attribute type it corresponds to.
64 2.1 5/20/2020 Added value "Payment frequency unknown" to 'payment frequency' with code
"pymt_frq_unk" to facilitate reporting of unknown values.
65 2.1 5/20/2020 Added value "Protection valuation approach unknown" to 'protection valuation approach'
with code 'prot_val_aprch_unk' to facilitate reporting of unknown values.
66 2.1 5/20/2020 Added value "Prudential porfolio unknown" to 'prudential portfolio' with code
"prdntl_prtfl_unk" to facilitate reporting of unknown values.
67 2.1 5/20/2020 Added value "Purpose unknown" to 'instrument purpose' with code "imt_pps_unk" to
facilitate reporting of unknown values.
68 2.1 5/20/2020 Added value "Recourse unknown" to 'recourse indicator' with code "rcrs_ind_unk" to
69 2.1 5/20/2020 Added value "maturity unknown" to 'reference rate maturity type' with code
"refr_rate_mat_tp_unk" to facilitate reporting of unknown values.
70 2.1 5/20/2020 Added value "reference rate value unknown" to 'reference rate value type' with code
"refr_rate_val_tp_unk" to facilitate reporting of unknown values.
71 2.1 5/20/2020 Added value "Repayment rights unknown" to 'repayment rights' with code
"repymt_rght_unk" to facilitate reporting of unknown values.
72 2.1 5/20/2020 Added value "Sources of encumbrance unknown" to 'sources of encumbrance' with code
"srcs_of_ecb_unk" to facilitate reporting of unknown values.
25
73 2.1 5/20/2020 Added value "Status of forbearance and renegotiation unknown" to 'status of forbearance
and renegotiation' with code "st_of_frbrnc_and_rngtn_unk" to facilitate reporting of
unknown values.
74 2.1 5/20/2020 Added value "Status of legal proceedings unknown" to 'status of legal proceedings' with
code "st_of_lgl_prcdngs_unk" to facilitate reporting of unknown values.
75 2.1 5/20/2020 Added value "subordination of debt unknown", to 'subordinated debt indicator' with code
"sub_dbt_ind_unk" to facilitate reporting of unknown values.
76 2.1 5/20/2020 Added value "Type of impairment unknown" to 'type of impairment' with code
"tp_of_imprm_unk" to facilitate reporting of unknown values.
77 2.1 5/20/2020 Added value "Type of protection unknown" to 'type of protection' with code
"tp_of_prot_unk" to facilitate reporting of unknown values.
78 2.1 5/20/2020 Added value "Type of protection value unknown" to 'type of protection value' with code
"tp_of_prot_val_unk" to facilitate reporting of unknown values.
79 2.1 5/25/2020 Added value "reporting member state unknown" to 'reporting membership type' with code
"rpt_mbr_tp_unk" to facilitate reporting unknown countries.
80 2.1 5/25/2020 Added value "enterprise size unknown" to 'enterprise size' with code "entp_sz_unk" to
81 2.1 5/25/2020 Added value "Interest rate reset frequency unknown" to 'interest rate reset frequency' with
code "int_rate_rst_frq_unk" to facilitate reporting of unknown values.
82 2.1 5/25/2020 Added value "performing status unknown" to 'performing status of the instrument' with
code "prfrmg_st_of_th_imt_unk" to facilitate reporting of unknown values.
83 2.1 5/25/2020 Added value "project finance loan status unknown" to 'project finance loan indicator' with
code "prj_fnc_loan_ind_unk" to facilitate reporting of unknown values.
84 2.1 5/25/2020 Added value "securitisation type unknown" to 'type of securitisation' with code
"scrtn_tp_unk" to facilitate reporting of unknown values.
85 2.1 5/25/2020 Updated the 'is part of' colomn of worksheet 'type os securitisation' from 'securitisation
type' to 'type of securitisation' to conform to the logical data model.
26

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Version Release date Description

1.3.1 1/9/2019 This version was actually created to equalize differences in

1.4.2 3/22/2019 Corrected one of the codes of domain 'protection provider

Also updated the way 'counterparty omc0098 national

For entity type 'legal entity':

258 1.2.5 5/15/2018 Added domain 'basis point with exclusions'.

279 1.2.5 6/21/2018 Updated the domains

316 1.4 12/17/2018 Made validation rule tpc0032 blocking

326 1.4 1/15/2019 Changed the cardinality of relationship type 'accounting_standard_classifies_reporting_agent'

45 1.4.1 1/17/2019 Added 2 reference lists 'currency' and 'economic activity'

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