Entity protection received

Details of entity protection received

Name

protection received

Code

protection_received

Parent

Logical Data Model 'AnaCredit GLO per bank LDM'

Comment

'protection' means an assurance or coverage against a negative credit event, by means of any item listed in the data attribute 'type of protection' as defined in Annex IV.

A single protection might secure multiple instruments.

Reporting agents should report any protection received as security for the repayment of any instrument(s) reported in the instrument data regardless of the protection’s eligibility for credit risk mitigation in accordance with Regulation (EU) No 575/2013.

7.3 This data describes the protection received

Parent Entity

<None>


List of attributes of the entity protection received

Name

Code

Comment

Data Type

Domain

Mandatory

Primary Identifier

Foreign Identifier

reporting agent identifier

reporting_agent_identifier

Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent.

Variable characters (60)

identifier domain

X

X

X

protection identifier

prtctn_id

An identifier applied by the reporting agent to uniquely identify each protection used to secure the instrument. Each protection must have one protection identifier. This value will not change over time and cannot be used as the protection identifier for any other protection.

Variable characters (60)

identifier domain

X

X

 

reporting reference date

reporting_reference_date

reporting reference date is a date that indicates the date the entity type delivery pertains to.

Defined as yyyy-mm-dd.

Date

reporting reference date

X

X

X

type of protection

typ_prtctn

Type of protection received, irrespective of its eligibility for credit risk mitigation.

Variable multibyte (255)

code

X

 

X

type of protection value

typ_prtctn_vl

Identification of the type of value provided in the data attribute ‘Protection value’.

Variable multibyte (255)

code

X

 

X

protection valuation approach

prtctn_vltn_apprch

Type of protection valuation; method used to determine the protection value.

Variable multibyte (255)

code

X

 

X

protection value

prtctn_vl

The amount of the protection value as established for the relevant ‘Type of protection value’ following the valuation approach.

Amount in euro. Foreign currency amounts should be converted into euro at the respective ECB euro foreign exchange reference rates (i.e. the mid-rate) on the reporting reference date.

Decimal (16,0)

euro amount (non-negative) with unknown

X

 

 

date of protection value

dt_prtctn_vl

The date on which the latest appraisal or valuation of the protection was carried out prior to the reporting reference date.


Defined as yyyy-mm-dd.

Date

date with unknown

X

 

 

maturity date of the protection

dt_mtrty_prtctn

The contractual maturity date of the protection, which is the earliest date at which the protection may terminate or be terminated, taking into account any agreements amending initial contracts.

Defined as yyyy-mm-dd.

Date

date with exclusions

X

 

 

original protection value

orgnl_prtctn_vl

The protection’s fair value at the date when it was originally received as a credit protection.

Amount in euro. Foreign currency amounts should be converted into euro at the respective ECB euro foreign exchange reference rates (i.e. the mid-rate) on the reporting reference date.

Decimal (16,0)

euro amount (non-negative) with unknown

X

 

 

date of original protection value

dt_orgnl_prtctn_vl

The date of the protection’s original value, i.e. the date on which the latest appraisal or valuation of the protection was carried out prior to its initial receipt as a credit protection.

Defined as yyyy-mm-dd.

Date

date with unknown

X

 

 

immovable property indicator*

immovable_property_indicator

Immovable property indicator distinguishes between protection that is immovable and therefor has its own fixed location and other protection.

Variable characters (50)

immovable property indicator

X

 

 


List of child entities of the entity protection received

Child Entity

Inheritance

immovable property

immovable property indicator

non-immovable property

immovable property indicator


List of relationships of the entity protection received

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

classifies

type_of_protection_value_classifies_protection_received

X

protection received

type of protection value

 

0,n

1,1

classifies

protection_valuation_approach_classifies_protection_received

X

protection received

protection valuation approach

 

0,n

1,1

classifies

type_of_protection_classifies_protection_received

X

protection received

type of protection

 

0,n

1,1

has

protection_received_has_instrument_protection_received_data

X

instrument-protection received data

protection received

instrument-protection received data -> protection received

1,n

1,1

is received via

protection_received_is_received_via_protection_provider_protection_received

X

protection provider-protection received

protection received

protection provider-protection received -> protection received

0,n

1,1

reports on

reporting_agent_delivery_reports_on_protection_received

X

protection received

reporting agent delivery

protection received -> reporting agent delivery

0,n

1,1


List of child inheritances of the entity protection received

Name

Code

Mutually Exclusive

Inherit All

Generate Parent

Generate Children

immovable property indicator

immovable_property_indicator

X

 

X

X


List of identifiers of the entity protection received

Name

Code

Parent

Primary Identifier

protection received PK

protection_received_pk

Entity 'protection received'

X