Riksbank's Regulations on Institutions' Reporting of Credits (KRITA)

RBFS 2017:2
ISSN 0349-8344
Riksbank's Code of Statutes
RBFS 2017:2
Published on 26 April 2017
Riksbank's Regulations (RBFS 2017:2) on institutions' reporting of credits (KRITA); decided on 19 April 2017, The Riksbank prescribes the following with support from Chapter 6, Section 9 of the Act (1988:1385) on Sveriges Riksbank. In connection with the sectioned regulations, the Riksbank provides the following general advice. These are preceded by the heading General Advice.

Content and Purpose
1 § These regulations contain provisions for certain financial companies and branches regarding the reporting of credit data that the Riksbank deems necessary to follow developments in currency and credit markets, and to monitor the stability of the payment system. The collected data will also be used for the production of statistics concerning credits. With support from Section 1, Section 3 point 1 of the Act (2014:484) on a database for supervision and oversight of financial markets, the data will be processed in the joint database for supervision and oversight at the Swedish Statistics Office (SCB).

General Advice
The reporting obligation under these regulations is sanctioned by provisions on fines and penalties according to Chapter 6, Section 9 and Chapter 11, Sections 2a and 3 of the Act (1988:1385) on Sveriges Riksbank. References to sections refer to references to Sections 2–22 in the present part of the regulations, unless otherwise stated. Further guidance on the data to be submitted according to these regulations is available in the document "Instructions for reporting to the Credit Database (KRITA)" provided by SCB.

2 § All reporting of credits according to these regulations shall be done on a credit-by-credit basis.

3 § Reported data shall concern the position value at the end of the reporting period unless otherwise stated.

4 § These regulations apply to the following institutions:

Bank limited companies, savings banks, and member banks according to Chapter 1, Section 5, points 3, 16, and 17 of the Act (2004:297) on banking and finance business,
Credit market companies according to Chapter 1, Section 5, point 14 of the Act (2004:297) on banking and finance business,
Securities companies with permission to trade for their own account and both to provide customers with credit and to receive customers' funds in accounts, this concerns permission according to Chapter 2, Section 1, point 3 and Section 2, points 2 and 8 of the Act (2007:528) on the securities market,
Swedish branches of foreign companies which correspond to institutions referred to in points 1, 2, or 3.

Provisions on reporting obligation and report content Reporting obligation and reporting times 5 § The Riksbank determines for each calendar year which institutions shall report data on credits. If the Riksbank assesses that the quality of the statistics is not at risk, institutions whose total contribution amounts to no more than 5 percent of the reporting institutions' total relevant credits may be exempted from reporting. The selection is made among the institutions covered by Section 4.

General Advice
Institutions that are subject to reporting obligation for the first time are notified of this no later than 18 months before the reference date for the start of reporting applies. This applies to completely new data reporters; in mergers where one or more institutions are already data reporters, the institution after the merger shall continue to report. Also in the case of divisions of institutions, continued reporting may become relevant.

6 § The institutions that are reporting obligated according to Section 5 and referred to in Section 4 points 1-3 shall report data for all units included in the legal person. Each unit shall be distinguished in the reporting. As a unit within the legal person is seen:

Head office, i.e., the Swedish part of the legal person's operations,
Foreign branch per country of operation.
The institutions that are reporting obligated according to Section 5 and referred to in Section 4 point 4 shall report data for the unit (branch) that is active in Sweden.

General Advice
The reporting obligated institution is named data reporter in these regulations, and the unit that the reporting concerns is named observed agent. For the institutions referred to in the second paragraph, i.e., branches in Sweden to foreign institutions, the Swedish branch is both data reporter and observed agent.

7 § For data that according to Annex 1 shall be reported monthly, it applies that a report shall be submitted every calendar month and that it shall be submitted no later than the fifteenth banking day after the end of the reporting period. For data that according to Annex 1 shall be reported quarterly, it applies that a report shall be submitted every quarter and that it shall be submitted no later than the twenty-fifth banking day after the end of the reporting period.

Asset classes covered by reporting
8 § Data shall be provided on all the following asset classes:

Lending,
Deposits with central bank and public postgiro accounts.
In these regulations, points 1 and 2 above are jointly named with the name credits (unless otherwise stated).

General Advice
Credits also include account balances with other credit institutions (e.g., nostro accounts).

9 § In addition, data on the following credits shall be provided:

Granted but unused credits.
Credits that are written off but where the claim against the borrower legally remains and the observed agent has other, non-written-off, credits against the same borrower.
Credits administered for others' account. In cases where the observed agent has its operations in a country that participates in AnaCredit reporting, according to the European Central Bank's (ECB) Regulation (EU) 2016/867, items that are administered by the observed agent and that are covered by Section 8 and this section points 1-2 shall also be reported, except in cases where the lender to the administered credits is a credit institution (head office or foreign branch) in a country that participates in AnaCredit reporting.
Also considered as administered credits are any existing credits on a fiduciary basis (management instruments, English "fiduciary instruments").

General Advice
A list of countries participating in the ECB's AnaCredit reporting is provided in "Instructions for reporting to the Credit Database (KRITA)". A credit is seen as administered by the one who is responsible for the administrative and financial management of the credit.

Borrowers covered by reporting
10 § Data shall be provided on credit according to Sections 8-9 where at least one of the borrowers is:

Legal person,
Branch,
Securities fund or alternative investment fund, even in cases where the fund does not constitute a legal person,
Head office or foreign branch, other than the observed agent, within the data reporter's legal person,
Other borrower that is not a natural person.

General Advice
Households' non-profit organizations are legal persons, which means that credits where they are borrowers are covered by the reporting. Natural persons also include business households, i.e., sole proprietorships and simple partnerships with partners without legal status. Estates are covered by the reporting provided that they are legal persons according to national legislation and that they are not sector-classified as households for statistical purposes in the country where they are domiciled. Estates shall not be covered by the reporting if they are identified with a personal identity number or corresponding identifier for natural persons. In Sweden, estates are legal persons which are initially identified with a personal identity number but after a time are assigned an organization number/estate number.

Data on counterparty
11 § Counterparty is understood as an institutional unit that has any of the following roles in relation to a credit that is reported in KRITA:

Lender,
Borrower,
Administrator,
Originator (reported only if the credit is securitized),
The one who provides security,
Data reporter,
Observed agent.
Data shall be provided as specified in Annexes 1-3. Depending on the counterparty's domicile, different reporting requirements apply as specified in Annex 3.

General Advice
Branches established in a country other than where the legal person is domiciled are considered to be separate institutional units and are therefore reported as separate counterparties with domicile in the host country.

12 § No personal data shall be included in the reporting.

General Advice
A credit where a natural person is the borrower may be relevant for reporting if there are multiple borrowers and at least one of these is not a natural person. In this case, data is only provided about the counterparty/parties that are not natural persons. Natural persons also include business households, i.e., sole proprietorships and simple partnerships with partners without legal status.

Data on credit
13 § Data on each credit for which reporting obligation exists according to Sections 8-9 shall be provided as specified in Annexes 1 and 2. For credit that is sold but where continued reporting obligation exists according to Section 9 point 3, the provisions in Annex 2 apply from and with the quarter following the quarter when the credit was sold.

Data on security
14 § For each credit that is covered by Section 13, data on the credit's securities shall also be reported according to the tables security data, instrument-security data, and counterparty reference-security data in Annexes 1 and 2. Both securities linked to a specific credit and general securities shall be reported. For credits without security, no data on security is reported.

General Advice
By security is meant an insurance against negative credit events. All types of securities that the lender accepts as security for a credit that is reported in KRITA shall be reported as security. Also considered as security are credit derivatives and guarantees. By general securities is meant security that according to an agreement between lender and borrower can be claimed by the lender for any/any of the borrower's credits (except if the agreement states that a certain type of credits is not included). The security is not according to the agreement linked to one or several specific credits and can sometimes be used to secure credits for several borrowers within the same group. The security's value shall be distributed among individual loans by the data reporter according to an allocation model that the data reporter applies in its own operations. In the table instrument-security data, the connection to all credits that it according to agreement can be used to secure is reported for each security, even if no value of the security has been allocated to the credit in question.

Provisions on reporting
Scope of reporting
15 § Annex 1 shows which items shall be reported every calendar month and which items shall only be reported every quarter.

Reference period
16 § A credit that at the previous reporting occasion fulfilled the reporting obligation according to Sections 8-9 but has since been completely written off and is no longer included in the balance sheet, and where no other credits to the same borrower exist, shall continue to be reported during the quarter when the credit was removed from the balance sheet.

General Advice
The provision means that a credit that, for example, is written off in January, and where no other credits to the same borrower exist, is reported for the last time concerning the last March (monthly and quarterly reporting). Also credits that are written off and cease to be administered by the observed agent (e.g., because they are sold or because the claim no longer legally exists) shall be reported for the quarter. In this case, a smaller number of attributes shall be reported as specified in "Instructions for reporting to the Credit Database (KRITA)". These credits are never reported after the quarter when the credit was removed from the balance sheet, regardless of whether other credits to the same borrower exist. In accordance with Section 9, completely written-off credits that are administered by the observed agent, where other credits to the same borrower exist, shall continue to be reported even after the quarter when the credit was removed from the balance sheet.

Reporting
17 § Reporting shall be submitted to SCB. Reporting shall be done in electronic form in the manner specified by SCB.

How amounts shall be stated in the report
18 § The amounts in the reporting shall be stated in Swedish kronor and the unit kronor.

General Advice
For other data, how values shall be reported is specified in "Instructions for reporting to the Credit Database (KRITA)".

Retention of submitted data
19 § The data reporter shall preserve submitted data for at least two years from the reporting occasion.

General Advice
The section means that also corrections and other changes of submitted data that the data reporter makes shall be saved for two years after the end of the reporting period that the data concerns. The data reporter shall, upon request, be able to provide corrections of previously submitted data up to two years from the reporting occasion. This applies even if changed reporting requirements have been introduced during the period.

Contact details
20 § The data reporter shall provide data on one or several contact persons.

General Advice
Contact details are provided to SCB, this can advantageously be done in connection with reporting. During holidays and other absence, SCB shall be informed about a substitute for the regular contact person.

Introduction of reporting
21 § The reporting according to these regulations is introduced in two steps:

For the period concerning March 2018 to August 2018, so-called transitional reporting shall be done:

Reporting of monthly data concerning March 2018 shall be reported no later than 27 April 2018 and quarterly data concerning the first quarter of 2018 no later than 9 May 2018.
Reporting concerning April 2018 and May 2018 is voluntary to report.
Reporting from and with reference period June 2018 shall be done with ordinary frequency and reporting dates.

Ordinary reporting:

Starts with reporting concerning September 2018.

Exceptions from regulations, etc.
22 § The Riksbank may grant exceptions from the regulations, if there are special reasons. _______________________________________________ These regulations and general advice enter into force on 1 July 2017. The provisions shall be applied for the first time in the reporting that is submitted for conditions on 31 March 2018 according to the provisions on transitional reporting in Section 21 point 1 and for the first time in the reporting that is submitted for conditions on 30 September 2018 according to the provisions on ordinary reporting in Section 21 point 2.

RBFS 2017:2
Annex 1 Attribute list
Swedish attribute name English attribute name Table name Frequency M = Month Q = Quarter Counterparty identifier Counterparty identifier Counterparty reference data, Counterparty-instrument data, Shared responsibility data, Counterparty risk data, Counterparty default data, Counterparty reference Security data M Reporting agent identifier Reporting agent identifier Counterparty reference data, Instrument data, Financial data, Counterparty instrument data, Shared responsibility data, Accounting data, Security data, Instrument security data, Counterparty risk data, Counterparty default data, Counterparty reference Security data M, Q Observed agent identifier Observed agent identifier Instrument data, Financial data, Counterparty instrument data, Shared responsibility data, Accounting data, Security data, Instrument security data, Counterparty risk data, Counterparty default data, Counterparty reference Security data M, Q Contract identifier Contract identifier Instrument data, Financial data, Counterparty instrument data, Shared responsibility data, Accounting data, Instrument-security data M, Q Instrument identifier Instrument identifier Instrument data, Financial data, Counterparty instrument data, Shared responsibility data, Accounting data, Instrument-security data M, Q Protection identifier Protection identifier Security data, Instrument security data, Counterparty reference Security data M Protection provider identifier Protection provider identifier Counterparty reference Security data M Legal Entity Identifier (LEI) Legal Entity Identifier (LEI) Counterparty reference data M National identifier National identifier Counterparty reference data M Identifier type Identifier type Counterparty reference data M Description of Other identifier type Description of Other identifier type Counterparty reference data M International organisation identifier 1 International organisation identifier Counterparty reference data M RIAD-code 1 RIAD-code Counterparty reference data M Name Name Counterparty reference data M Address: street 1 Address: street Counterparty reference data M Address: city / town / village 1 Address: city / town / village Counterparty reference data M Address: postal code 1 Address: postal code Counterparty reference data M Address: country Address: country Counterparty reference data M Legal form 1 Legal form Counterparty reference data M Institutional sector 1 Institutional sector Counterparty reference data M Economic activity 1 Economic activity Counterparty reference data M Accounting standard 1 Accounting standard Counterparty reference data M Entity within the group Entity within the group Counterparty reference data M Type of instrument Type of instrument Instrument data M Project finance loan Project finance loan Instrument data M Currency Currency Instrument data M Inception date Inception date Instrument data M Settlement date Settlement date Instrument data M Legal final maturity date Legal final maturity date Instrument
data M Recourse Recourse Instrument data M Interest rate type Interest rate type Instrument data M Interest rate reset frequency 2 Interest rate reset frequency Instrument data M End date of interest-only period End date of interest-only period Instrument data M Reference rate Reference rate Instrument data M Interest rate spread/margin Interest rate spread/margin Instrument data M Interest rate cap Interest rate cap Instrument data M Interest rate floor Interest rate floor Instrument data M Purpose Purpose Instrument data M Amortisation type Amortisation type Instrument data M Payment frequency Payment frequency Instrument data M Syndicated contract identifier Syndicated contract identifier Instrument data M Subordinated debt Subordinated debt Instrument data M Repayment rights Repayment rights Instrument data M Fiduciary instrument Fiduciary instrument Instrument data M

RBFS 2017:2

Commitment amount at inception Instrumentdata M Fair value changes due to changes in credit risk before purchase Instrumentdata M Interest rate Finansiell data M Next interest rate reset date Finansiell data M Transferred amount Finansiell data M Default status of the instrument Finansiell data M Arrears for the instrument Finansiell data M Date of past due for the instrument Finansiell data M Date of the default status of the instrument Finansiell data M Type of securitisation Finansiell data M Outstanding nominal amount Finansiell data M Off-balance sheet amount Finansiell data M Accrued interest Finansiell data M Starting date of interest rate fixation Finansiell data M Counterparty role Motparts-instrumentdata M Joint liability amount Data om delat ansvar M Accounting classification of instruments Redovisningsdata K Balance sheet recognition Redovisningsdata K Sources of encumbrance Redovisningsdata K Accumulated write-offs Redovisningsdata K Accumulated impairment amount Redovisningsdata K Type of impairment Redovisningsdata K Impairment assessment method Redovisningsdata K Accumulated changes in fair value due to credit risk Redovisningsdata K Performing status of the instrument Redovisningsdata K Date of the performing status of the instrument Redovisningsdata K Provisions associated to offbalance sheet exposures Redovisningsdata K Status of forbearance and renegotiation Redovisningsdata K Cumulative recoveries since default Redovisningsdata K Date of forbearance and renegotiation status Redovisningsdata K Prudential portfolio Redovisningsdata K Carrying amount Redovisningsdata K Maturity date of the protection Säkerhetsdata M Type of protection Säkerhetsdata M Protection value Säkerhetsdata M Type of protection value Säkerhetsdata M Real estate collateral location 3 Säkerhetsdata M Date of protection value Säkerhetsdata M Protection valuation approach Säkerhetsdata M Original protection value Säkerhetsdata M Date of original protection value Säkerhetsdata M Real estate collateral postal code 3 Säkerhetsdata M Real estate collateral city 3 Säkerhetsdata M Real estate collateral country 3 Säkerhetsdata M General collateral Instrument-säkerhetsdata M Protection allocated value Instrument-säkerhetsdata M Third party priority claims against the protection Instrument-säkerhetsdata M Probability of default Motpartsriskdata M Default status of the counterparty Motpartsfallissemangsdata M Date of the default status of the counterparty Motpartsfallissemangsdata M Type of protection provider MotpartsreferensSäkerhetsdata M

1 Only mandatory/current for certain counterparties, see Annex 3 2 Voluntary to report 3 For counterparties within the EU, the reporting agent should primarily report "Real estate collateral postal code" and "Real estate collateral country" but may also choose to instead report "Real estate collateral location". In cases where postal codes are not used in the area where the real estate is located, the reporting agent should primarily report "Real estate collateral location"; if this information is not available to the reporting agent, "Real estate collateral city" and "Real estate collateral country" may be reported instead. If "Real estate collateral location" is reported, "Real estate collateral postal code", "Real estate collateral city" or "Real estate collateral country" do not need to be reported.

RBFS 2017:2

RBFS 2017:2
Annex 2 Exemptions from reporting certain attributes for certain types of instruments

Empty field = information must be reported
F = voluntary to report

Attributnamn svenska	Attributnamn engelska	Tabellnamn	Instrument administrerade av rapportören för annans räkning men ej på balansräkningen	Instrument som existerade innan 1 mars
Motparts-ID	Counterparty identifier	Flera tabeller, se tabell 1
Uppgiftslämnar-ID	Reporting agent identifier	Flera tabeller, se tabell 1
Observerad aktörs-ID	Observed agent identifier	Flera tabeller, se tabell 1
Avtals-ID	Contract identifier	Flera tabeller, se tabell 1
Instrument-ID	Instrument identifier	Flera tabeller, se tabell 1
Säkerhets-ID	Protection identifier	Flera tabeller, se tabell 1
ID-kod för den som tillhandahåller säkerhet	Protection provider identifier	MotpartsreferensSäkerhetsdata
LEI Legal Entity Identifier (LEI)	LEI Legal Entity Identifier (LEI)	Motpartsreferensdata
Nationellt ID	National identifier	Motpartsreferensdata
Typ av nationell identifierare	Identifier type	Motpartsreferensdata
Beskrivning av annan nationell identifierare	Description of Other identifier type	Motpartsreferensdata
Internationell organisations ID 1	International organisation identifier	Motpartsreferensdata
RIAD-kod 1	RIAD-code	Motpartsreferensdata
Namn	Name	Motpartsreferensdata
Adress: gatuadress 1	Address: street	Motpartsreferensdata
Adress: ort 1	Address: city / town / village	Motpartsreferensdata
Adress: postnummer 1	Address: postal code	Motpartsreferensdata
Adress: land	Address: country	Motpartsreferensdata
Juridisk form 1	Legal form	Motpartsreferensdata
Institutionell sektor 1	Institutional sector	Motpartsreferensdata
Bransch 1	Economic activity	Motpartsreferensdata
Redovisningsstandard 1	Accounting standard	Motpartsreferensdata
Enhet inom gruppen	Entity within the group	Motpartsreferensdata
Instrumenttyp	Type of instrument	Instrumentdata
Projektfinansieringslån	Project finance loan	Instrumentdata
Valuta	Currency	Instrumentdata
Affärsdag	Inception date	Instrumentdata	F
Likviddag	Settlement date	Instrumentdata
Förfallodag	Legal final maturity date	Instrumentdata
Regress	Recourse	Instrumentdata
Typ av ränta	Interest rate type	Instrumentdata
Räntebindningstid 2	Interest rate reset frequency	Instrumentdata	F	F
Slutdatum för amorteringsfri period	End date of interest-only period	Instrumentdata		F
Referensränta	Reference rate	Instrumentdata
Räntedifferential/räntemarginal	Interest rate spread/margin	Instrumentdata
Räntetak	Interest rate cap	Instrumentdata		F
Räntegolv	Interest rate floor	Instrumentdata		F
Ändamål	Purpose	Instrumentdata
Amorteringstyp	Amortisation type	Instrumentdata
Betalningsfrekvens	Payment frequency	Instrumentdata
Identifierare för syndikerat lån	Syndicated contract identifier	Instrumentdata
Efterställd skuld	Subordinated debt	Instrumentdata
Återbetalningsrätter	Repayment rights	Instrumentdata
Förvaltningsinstrument	Fiduciary instrument	Instrumentdata
Åtagandebelopp vid startdatum	Commitment amount at inception	Instrumentdata
Förändringar i verkligt värde på grund av förändringar i kreditrisk före köp	Fair value changes due to changes in credit risk before purchase	Instrumentdata	F	F
Överenskommen årlig ränta	Interest rate	Finansiell data
Datum för nästa ränteändring	Next interest rate reset date	Finansiell data
Överfört belopp	Transferred amount	Finansiell data
Instrumentets fallissemangsstatus	Default status of the instrument	Finansiell data
Försenad betalning	Arrears for the instrument	Finansiell data
Datum då instrumentet förfallit till betalning	Date of past due for the instrument	Finansiell data
Datum för instrumentets fallissemangsstatus	Date of the default status of the instrument	Finansiell data		F

RBFS 2017:2
Annex 2 Exemptions from reporting certain attributes for certain types of instruments

Empty field = information must be reported
F = voluntary to report

Attributnamn svenska	Attributnamn engelska	Tabellnamn	Instrument administrerade av rapportören för annans räkning men ej på balansräkningen	Instrument som existerade innan 1 mars
Motparts-ID	Counterparty identifier	Flera tabeller, se tabell 1
Uppgiftslämnar-ID	Reporting agent identifier	Flera tabeller, se tabell 1
Observerad aktörs-ID	Observed agent identifier	Flera tabeller, se tabell 1
Avtals-ID	Contract identifier	Flera tabeller, se tabell 1
Instrument-ID	Instrument identifier	Flera tabeller, se tabell 1
Säkerhets-ID	Protection identifier	Flera tabeller, se tabell 1
ID-kod för den som tillhandahåller säkerhet	Protection provider identifier	MotpartsreferensSäkerhetsdata
LEI Legal Entity Identifier (LEI)	LEI Legal Entity Identifier (LEI)	Motpartsreferensdata
Nationellt ID	National identifier	Motpartsreferensdata
Typ av nationell identifierare	Identifier type	Motpartsreferensdata
Beskrivning av annan nationell identifierare	Description of Other identifier type	Motpartsreferensdata
Internationell organisations ID 1	International organisation identifier	Motpartsreferensdata
RIAD-kod 1	RIAD-code	Motpartsreferensdata
Namn	Name	Motpartsreferensdata
Adress: gatuadress 1	Address: street	Motpartsreferensdata
Adress: ort 1	Address: city / town / village	Motpartsreferensdata
Adress: postnummer 1	Address: postal code	Motpartsreferensdata
Adress: land	Address: country	Motpartsreferensdata
Juridisk form 1	Legal form	Motpartsreferensdata
Institutionell sektor 1	Institutional sector	Motpartsreferensdata
Bransch 1	Economic activity	Motpartsreferensdata
Redovisningsstandard 1	Accounting standard	Motpartsreferensdata
Enhet inom gruppen	Entity within the group	Motpartsreferensdata
Instrumenttyp	Type of instrument	Instrumentdata
Projektfinansieringslån	Project finance loan	Instrumentdata
Valuta	Currency	Instrumentdata
Affärsdag	Inception date	Instrumentdata	F
Likviddag	Settlement date	Instrumentdata
Förfallodag	Legal final maturity date	Instrumentdata
Regress	Recourse	Instrumentdata
Typ av ränta	Interest rate type	Instrumentdata
Räntebindningstid 2	Interest rate reset frequency	Instrumentdata	F	F
Slutdatum för amorteringsfri period	End date of interest-only period	Instrumentdata		F
Referensränta	Reference rate	Instrumentdata
Räntedifferential/räntemarginal	Interest rate spread/margin	Instrumentdata
Räntetak	Interest rate cap	Instrumentdata		F
Räntegolv	Interest rate floor	Instrumentdata		F
Ändamål	Purpose	Instrumentdata
Amorteringstyp	Amortisation type	Instrumentdata
Betalningsfrekvens	Payment frequency	Instrumentdata
Identifierare för syndikerat lån	Syndicated contract identifier	Instrumentdata
Efterställd skuld	Subordinated debt	Instrumentdata
Återbetalningsrätter	Repayment rights	Instrumentdata
Förvaltningsinstrument	Fiduciary instrument	Instrumentdata
Åtagandebelopp vid startdatum	Commitment amount at inception	Instrumentdata
Förändringar i verkligt värde på grund av förändringar i kreditrisk före köp	Fair value changes due to changes in credit risk before purchase	Instrumentdata	F	F
Överenskommen årlig ränta	Interest rate	Finansiell data
Datum för nästa ränteändring	Next interest rate reset date	Finansiell data
Överfört belopp	Transferred amount	Finansiell data
Instrumentets fallissemangsstatus	Default status of the instrument	Finansiell data
Försenad betalning	Arrears for the instrument	Finansiell data
Datum då instrumentet förfallit till betalning	Date of past due for the instrument	Finansiell data
Datum för instrumentets fallissemangsstatus	Date of the default status of the instrument	Finansiell data		F

RBFS 2017:2

Type of securitisation Finansiell data
Outstanding nominal amount Finansiell data
Off-balance sheet amount Finansiell data
Accrued interest Finansiell data
Starting date of interest rate fixation Finansiell data Counterparty role Motparts-instrumentdata Joint liability amount Data om delat ansvar Accounting classification of instruments Redovisningsdata F Balance sheet recognition Redovisningsdata Sources of encumbrance Redovisningsdata F Accumulated write-offs Redovisningsdata F Accumulated impairment amount Redovisningsdata F Type of impairment Redovisningsdata F Impairment assessment method Redovisningsdata F Accumulated changes in fair value due to credit risk Redovisningsdata F Performing status of the instrument Redovisningsdata Date of the performing status of the instrument Redovisningsdata Provisions associated to off-balance sheet exposures Redovisningsdata F Status of forbearance and renegotiation Redovisningsdata Cumulative recoveries since default Redovisningsdata Date of forbearance and renegotiation status Redovisningsdata F Prudential portfolio Redovisningsdata F Carrying amount Redovisningsdata F Maturity date of the protection Säkerhetsdata Type of protection Säkerhetsdata Protection value Säkerhetsdata Type of protection value Säkerhetsdata Real estate collateral location 3 Säkerhetsdata Date of protection value Säkerhetsdata Protection valuation approach Säkerhetsdata Original protection value Säkerhetsdata F Date of original protection value Säkerhetsdata F Real estate collateral postal code 3 Säkerhetsdata Real estate collateral city 3 Säkerhetsdata Real estate collateral country 3 Säkerhetsdata General collateral Instrument-säkerhetsdata Protection allocated value Instrument-säkerhetsdata Third party priority claims against the protection Instrument-säkerhetsdata Probability of default Motpartsriskdata F Default status of the counterparty Motpartsfallissemangsdata F Date of the default status of the counterparty Motpartsfallissemangsdata F F Type of protection provider MotpartsreferensSäkerhetsdata

1 Only mandatory/current for certain counterparties, see Annex 3 2 Voluntary to report for all credits 3 For counterparties within the EU, the reporting agent should primarily report "Real estate collateral postal code" and "Real estate collateral country" but may also choose to instead report "Real estate collateral location". In cases where postal codes are not used in the area where the real estate is located, the reporting agent should primarily report "Real estate collateral location"; if this information is not available to the reporting agent, "Real estate collateral city" and "Real estate collateral country" may be reported instead. If "Real estate collateral location" is reported, "Real estate collateral postal code", "Real estate collateral city" or "Real estate collateral country" do not need to be reported.

RBFS 2017:2
Type of securitisation
Outstanding nominal amount
Off-balance sheet amount
Accrued interest
Starting date of interest rate fixation
Counterparty role
Joint liability amount
Accounting classification of instruments
Balance sheet recognition
Sources of encumbrance
Accumulated write-offs
Accumulated impairment amount
Type of impairment
Impairment assessment method
Accumulated changes in fair value due to credit risk Performing status of the instrument Date of the performing status of the instrument Provisions associated to off-balance sheet exposures Status of forbearance and renegotiation Cumulative recoveries since default Date of forbearance and renegotiation status Prudential portfolio Carrying amount Maturity date of the protection Type of protection Protection value Type of protection value Real estate collateral location 3 Date of protection value Protection valuation approach Original protection value Date of original protection value Real estate collateral postal code 3 Real estate collateral city 3 Real estate collateral country 3 General collateral Protection allocated value Third party priority claims against the protection Probability of default Default status of the counterparty Date of the default status of the counterparty Protection provider type

1 Only mandatory/current for certain counterparties, see Annex 3 2 Voluntary to report for all credits 3 For counterparties domiciled in the EU, the reporting institution should primarily report "Real estate collateral postal code" and "Real estate collateral country" but may also choose to instead report "Real estate collateral location". In cases where postal codes are not used in the area where the real estate is located, the reporting institution should primarily report "Real estate collateral location"; if this information is not available to the reporting institution, "Real estate collateral city" and "Real estate collateral country" may be reported instead. If "Real estate collateral location" is reported, "Real estate collateral postal code", "Real estate collateral city", or "Real estate collateral country" do not need to be reported.

21815_SvRiksbank_RBFS_2017_2.indd 15 2017-05-03 15:06

RBFS 2017:2
Annex 3 Counterparty reference data to be reported by reporting institutions
R = reported by reporting institution
R Level 1 = Can be reported at Level 1 or at the same level as the counterparty domiciled in the EU

= SCB retrieves from another source/data is not collected
UL = Reported only by reporting institutions

Swedish attribute name | English attribute name | Counterparty domiciled in SE | Counterparty domiciled in EU 1 | Counterparty domiciled outside EU | MFI on ECB's MFI list 2 | Int. org. on ECB's list --- | --- | --- | --- | --- | --- | --- Counterparty identifier | Counterparty identifier | R | | | | Legal Entity Identifier (LEI) | LEI | R | - | - | | National identifier | National identifier | R | R | 3 | R | 3 - - Identifier type | Identifier type | R | - | - | | Description of Other identifier type 4 | Description of Other identifier type | - | R | R | - | - International organisation identifier | International organisation identifier | - | - | - | - | R RIAD-code | RIAD-code | - | R | 5 | R | 5 R - Name | Name | R | | | | Address: street | Address: street | - | 6 | R | R | - - Address: city / town / village | Address: city / town / village | - | 6 | R | R | - - Address: postal code | Address: postal code | - | 6 | R | R | - - Address: country | Address: country | R | | | | Legal form | Legal form | - | 6 | R | 7 | R - - Institutional sector | Institutional sector | - | 6 | R | R | - - Economic activity | Economic activity | - | 6 | R | 7 | R Level 18 - - Accounting standard | Accounting standard | UL | - | | | Entity within the group | Entity within the group | R | - | | |

1 For some countries within the EU, more information than specified here may be voluntary to report; this is specified further in "Instructions for reporting to the Credit Database (KRITA)" 2 These counterparties are reported either according to the requirements in this column or according to the requirements for the current domicile 3 Does not need to be reported if LEI code or RIAD code has been reported for the counterparty; otherwise, the attribute must be reported 4 Reported only if the value "Other" has been specified in identifier type 5 Voluntary to report; if this is reported, national ID does not need to be reported 6 Applies provided that organisation number (or if the counterparty does not have such, Finansinspektionen's institution number) has been reported in the attribute National identifier; otherwise, the attribute must be reported 7 Does not need to be reported if national ID, LEI code or RIAD code has been reported; otherwise, the attribute must be reported 8 Can also be reported at the same level as the counterparty domiciled in the EU (Level 2-4) if the reporting institution prefers. Level 1 = single level also used in FINREP

21815_SvRiksbank_RBFS_2017_2.indd 16 2017-05-03 15:06

Lineage: No known changes

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