layouttitleschemas
propertyvalue_typecollateral

value_type

Type of protection value This data attribute is used for identifying the type of the protection value that corresponds to the protection value as reported in the data attribute “protection value”.

Reference: AnaCredit Reporting Manual Part II, cha 9.4.5 - Table 114 – Applicable type of protection value by type of protection

Type of protectionType of protection value
GoldFair value
Currency and depositsNotional amount
SecuritiesNotional amount
LoansNotional amount
Equity and investment fund shares or unitsFair value
Credit derivativesNotional amount
Financial guarantees other than credit derivativesNotional amount
Trade receivablesNotional amount
Life insurance policies pledgedNotional amount
Residential real estate collateralMarket value / long-term sustainable value
Offices and commercial premisesMarket value / long-term sustainable value
Commercial real estate collateralMarket value / long-term sustainable value
Other physical collateralFair value
Other protectionNotional amount / fair value (determined per protection item)

Notional amount and fair value are reported using notional_amount and mtm_dirty respectively. For real estate collateral, the value type is derived by combining collateral.value with value_type enums.

├── long_term
└──  market

long_term

Long-term sustainable value

If the appraisal aims to estimate the market value ignoring cyclical factors, then “long-term sustainable value” is reported. Reference: The “mortgage lending value” of immovable property as defined in Article 4(1)(74) of Regulation (EU) No 575/2013.

market

Market value The market value is a value type to be used only for real estate collateral. The current “market value” of immovable property as defined in Article 4(1)(76) of Regulation (EU) No 575/2013.

The market value means the estimated amount for which the property could be exchanged on the date of valuation between a willing buyer and a willing seller in an arm’s-length transaction after proper marketing wherein the parties had each acted knowledgeably, prudently and without compulsion.