Business rule financial data omc0096 securitized instrument indicator

Card of business rule financial data omc0096 securitized instrument indicator

Name

financial data omc0096 securitized instrument indicator

Code

omc0096

Comment

This validation check ensures that the values reported for the 'off-balance sheet amount' and 'outstanding nominal amount' attributes are consistent with the 'Type of securitisation' attribute. This means that instruments which are not settled and are fully off-balance sheet are not reported as securitised.

ECB Validation identifier: CN0847

Rule Type

Constraint


Server expression of the business rule financial data omc0096 securitized instrument indicator

if ('financial data'.'outstanding nominal amount' = 0 and
(('financial data'.'reporting agent identifier' = 'overdraft instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'overdraft instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'overdraft instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'overdraft instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'overdraft instrument'.'reporting reference date' and
'overdraft instrument'.'reporting agent identifier' = 'current account instrument with credit limit'.'reporting agent identifier' and
'overdraft instrument'.'observed agent identifier' = 'current account instrument with credit limit'.'observed agent identifier' and
'overdraft instrument'.'contract identifier' = 'current account instrument with credit limit'.'contract identifier' and
'overdraft instrument'.'instrument identifier' = 'current account instrument with credit limit'.'instrument identifier' and
'overdraft instrument'.'reporting reference date' = 'current account instrument with credit limit'.'reporting reference date' and
'current account instrument with credit limit'.'off-balance sheet amount' = 0)
or
('financial data'.'reporting agent identifier' = 'credit card debt instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'credit card debt instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'credit card debt instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'credit card debt instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'credit card debt instrument'.'reporting reference date' and
'credit card debt instrument'.'off-balance sheet amount' = 0)
or
('financial data'.'reporting agent identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'revolving credit other than overdrafts and credit card debt instrument'.'reporting reference date' and
'revolving credit other than overdrafts and credit card debt instrument'.'off-balance sheet amount' = 0)
or
('financial data'.'reporting agent identifier' = 'credit lines other than revolving credit instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'credit lines other than revolving credit instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'credit lines other than revolving credit instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'credit lines other than revolving credit instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'credit lines other than revolving credit instrument'.'reporting reference date' and
'credit lines other than revolving credit instrument'.'off-balance sheet amount' = 0)
or
('financial data'.'reporting agent identifier' = 'other loans instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'other loans instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'other loans instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'other loans instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'other loans instrument'.'reporting reference date' and
'other loans instrument'.'off-balance sheet amount' = 0)))
then ('financial data'.'securitized instrument indicator' = "instrument not subject to securitisation")


List of DNB-specific attributes of the business rule financial data omc0096 securitized instrument indicator

Name

Value

business rule classification

other model constraint

business rule scope

Checked within the data delivery

severity

signalling


List of attached objects of the business rule financial data omc0096 securitized instrument indicator

Short Description

Entity Attribute 'financial data.securitized instrument indicator'