Aggregated credit claim with multiple credit assessment sources Use of Collateral message. Dissemination files hold all reported usages of a snapshot and a specific NCB. For unrated assets (EADB status H) it gives the source of the credit assessment. For unrated assets (EADB status H) it gives the name of the provider of the credit assessment. For unrated assets (EADB status H) it gives the class of the issuer. For unrated assets (EADB status H) : • Where Issuer_cred_assess_source = ICAS: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. Alternatively, enter the rating code used internally. In this case, a code list that translates the code into a probability of default must also be provided. • Where Issuer_cred _assess_source = IRB: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. • Where Issuer_cred _assess_source = RT: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. NOTE: In case only a range is available for a probability of default instead of a point estimate, please report the mid-point of the range (e.g. if a range for a probability of default is 0.0005-0.001, please report the 0.00075). Use as many decimal places as deemed necessary. Holds all marketable assets. Holds all suspect information of a reported usage. An ID created by the UCDB system identifying each single record that is stored in the UCDB system as a suspect record. Possible values are S=suspect, C=confirm, U=update. Block for Debtor information. Name of the debtor Identifier of the debtor. The class indicating how to consider the debtor regarding its rating. Two letter ISO country code or three letter code AGG for pooled additional credit claims. For fixed term deposits the value is "EU". Type of credit assessment source for the debtor. Name of the actual organisation providing the credit assessment source for the debtor. • Where Debtor_cred_assess_source = ECAI: enter the rating code as shown in the code list of the Eligible Assets Database (e.g. LIMY06 for a Moody’s long-term issuer rating of A2). • Where Debtor_cred_assess_source = ICAS: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. Alternatively, enter the rating code used internally. In this case, a code list that translates the code into a probability of default must also be provided. • Where Debtor_cred_assess_source = IRB: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. • Where Debtor_cred_assess_source = RT: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. NOTE: For records with Aggregated_no_of_debtors > 1, please enter the mid-point of the range of probabilities of default in percentage points (decimal format) with the amount of decimal digits needed, e.g. a range for a probability of default is 0.10%-0.05%, the reported figure would be the 0.00075. Use as many decimal places as deemed necessary . Block for Guarantor information. Name of the guarantor Filled in with the identification number assigned by the NCB to the guarantor. The class indicating how to consider the guarantor regarding its rating. Two letter ISO country code or three letter code AGG for pooled additional credit claims. For fixed term deposits the value is "EU". Type of credit assessment source for the guarantor. Name of the actual organisation providing the credit assessment source for the guarantor. • Where Guarantor_cred_assess_source = ECAI: enter the rating code as shown in the code list of the Eligible Assets Database (e.g. LIMY06 for a Moody’s long-term issuer rating of A2). • Where Guarantor_cred_assess_source = ICAS: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. Alternatively, enter the rating code used internally. In this case, a code list that translates the code into a probability of default must also be provided. • Where Guarantor_cred _assess_source = IRB: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. • Where Guarantor_cred _assess_source = RT: enter the probability of default in percentage points (decimal format) with the amount of decimal digits needed, i.e. 1.23% would be reported as 0.0123. NOTE: For records with Aggregated_no_of_assets > 1, please enter the mid-point of the range of probabilities of default in percentage points (decimal format) with the amount of decimal digits needed, e.g. a range for a probability of default is 0.10%-0.05%, the reported figure would be the 0.00075. Use as many decimal places as deemed necessary . Supranational Defines all meta information. Regional/local government Non-Marketable Assets The MFI ID is a unique identifier of the institution (Monetary Financial Institution) that is using the asset. Unique code that can identify an asset. Type of system that the NCB is using to report the asset. Possible values are pool (for pooling system) or earm (for earmark system). Defines in what kind of operation the asset was used. Mandatory if system_type=earm. Defines if the asset was used on a domestic basis or on across border basis. The type of asset for non marketable assets. The actual maturity date for individual collateral and the average or mid-value for aggregated records. Type of interest payment can be fixed for fixed interest rates or floating for floating interest rates. Defines the cap information of a credit claim. Defines the reference rate of a credit claim from a set of codelist controlled values. Free text field where NCBs can explain irregularities with regards reference rates of credit claims. Market value of the nominal amount submitted before application of the haircut, expressed in EUR millions. Market value of the nominal amount submitted after application of the haircut, expressed in EUR millions. The number of debtors that have been aggregated together. Individual debtors are identified with a 1. Indication whether the asset is eligible only via the guarantor or via the debtor. Y=asset is only eligible via the guarantor. All guarantor and debtor fields should be completed. N=asset is eligible via the debtor. All debtor fields should be completed. Debtor information. To be provided for debtors with at least one asset above the threshold. Guarantor information. To be provided only when eligible via guarantor. The number of assets which have been aggregated together. ISO4217 currency codes Indicates if the asset is secured. Possible values Y=Yes or N=No. Mandatory if Nonmkt_asset_type=ACC An interval of years to maturity expressed in years. A range of outstanding amounts expressed in EUR millions. Free text field in which the NCB may explain any irregularities in the data. Defines whether the NCB assigned the price based on a theoretical price or the outstanding amount. Nominal amount submitted before market valuation and application of the haircut. Identifies when a floating rate claim has a resetting period for more than 1 year and needs to be treated as a fixed rate credit claim for the application of the haircut. Observed agent identifier Contract identifier Instrument identifier Central Bank Marketable Assets with suspect addon Marketable Assets The MFI ID is a unique identifier of the institution (Monetary Financial Institution) that is using the asset. Registration code. To be provided either by ISINCode or OtherRegistrationNumber, or both if both exist. Nominal amount submitted before market valuation and application of the haircut. Market value of the nominal amount submitted before application of the haircut. Market value of the nominal amount submitted after application of the haircut. Type of system that the NCB is using to report the asset. Possible values are pool (for pooling system) or earm (for earmark system). Defines in what kind of operation the asset was used. Mandatory if system_type=earm Defines if the asset was used on a domestic basis or on across border basis. Potentially eligible asset information. To be completed only for potentially eligible assets (status H in EADB). Free text field in which the NCB may explain any irregularities in the data. Type of the debtor/guarantor identifier Central Government Public Corporation Financial Vehicle Corporation Credit institution (excluding Agency credit institution) Financial Corporation Private Household Agency-credit institution Non Financial Corporation Central Government Data on intraday credit at counterparty level The MFI ID is a unique identifier of the institution (Monetary Financial Institution) that is using the intraday credit. Peak intraday credit used by the participant on the specified snapshot date through a specific IDC source in EUR million. Credit line of the participant for IDC on the specified snapshot date through a specific IDC source in EUR million. The source indicating from where the intraday credit came, either PHA=Proprietary Home Account, SSS=Securities Settlement System, T2=Target2. Type of system that the NCB is using to report the asset. Possible values are pool (for pooling system) or earm (for earmark system). Free text field in which the NCB may explain any irregularities in the data. Data on nonmarketable DECC The MFI ID is a unique identifier of the institution (Monetary Financial Institution) that is using the intraday credit. The International Securities Identification Number (ISIN) uniquely identifies an asset. Nominal amount submitted before market valuation and application of the haircut. Type of system that the NCB is using to report the asset. Possible values are pool (for pooling system) or earm (for earmark system). Defines in what kind of operation the asset was used. Mandatory if system_type=earm. Defines if the asset was used on a domestic basis or on across border basis. Free text field in which the NCB may explain any irregularities in the data. The type of asset for non marketable assets. The International Securities Identification Number (ISIN) uniquely identifies an asset. Unique code that can identify an asset. Agency-non credit institution Addon for initial file records A short code describing the type of suspect record found. A message describing the suspect record found. Shows which row and column in the initial/revision file has caused a suspect record. Credit institution (excluding Agency credit institution) Agency-credit institution Non Marketable Assets with suspect addon ID from AVOX Non Financial Corporation Non Marketable Assets with suspect addon Agency-non credit institution Financial Corporation Holds all intraday credits. Private Household Holds all non marketable DECCs. Supranational National Central Bank The two letter code identifying the NCB contained in the dissemination file. The date the snapshot of the initial file data was taken. The date when the dissemination file has been created. The number of records in the dissemination file still in status suspect. Aggregated credit claim Regional/local government Monetary Financial Institute RIAD Central Bank Aggregated credit claim with multiple credit assessment sources The agent used for mobilisation. Public Corporation The type of channel used to mobilise collateral. Correspondent Central Bank. The CSD (central securities depository) for the investor. The CSD (central securities depository) for the intermediary. The CSD (central securities depository) for the issuer. Holds all non marketable assets. Non Marketable DECCs with suspect addon European Central Bank Defines a decimal number of 9 digits long, with max. 8 decimals. Caters for values between 0 and 0.99999999 Defines a decimal number of 13 digits long, with max. 8 decimals. Caters for amounts between 0 million euro and 99999.99999999 million euro Defines a decimal number of 14 digits long, with max. 9 decimals. Caters for amounts between 0 million euro and 999999.99999999 million euro Defines a decimal number of 14-digit long, with max. 8 decimals. Caters for amounts between 0 million and 99999.99999999 million euro Defines an integer number greater than 0 (i.e minimum value =1) and smaller than/equal to 9999999999 Defines max. 256 characters long string. Defines the referenced filetype. Defines a string pattern for Riad Code. Restricted to max 256 characters long.- The rule for this simpleType has been changed in June 2017. Defines max. 4 characters long string. Possible values are S=suspect, C=confirm, U=update Defines Guarantor class string type Type of interest payment can be fixed for fixed interest rates or floating for floating interest rates. Defines the format of ORN string for nonmarketable assets. Defines max. 100 characters long string. Defines a string pattern for ISIN code. Must be exactly 12 characters long, where two first characters should be A-Z, followed by 10 characters fo A-Z or 0-9, or 2). Defines type of system with the following codes: earm, pool The type of asset for non marketable assets. Defines type of operation Defines a string pattern for MFI Id. Restricted to max 256 characters long.- The rule for this simpleType has been changed in June 2017. Defines Issuer class string type Defines Guarantor/Debtor credit assessment source string type Defines type of transaction with the following codes: domestic, cross-border Defines max. 50 characters long string The class indicating how to consider the debtor regarding its rating. Defines the format of OaId string for non-marketable assets. Defines Issuer credit assessment source string type Defines a string pattern for the residence. Defines max. 500 characters long string. Defines max. 30 characters long string. Defines max. 200 characters long string. Defines max. 60 characters long string Defines the format of ContractId string for non-marketable assets. Defines the format of InstrmntId string for non-marketable assets. Defines allowed values for outstanding amount size in EUR. Defines all valuation methodologies. An interval of years to maturity expressed in years. ISO4217 currency codes System facilitating the counterparty's subscription to IDC