Name |
|
Code |
|
Parent |
|
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. |
Parent Entity |
<None> |
Name |
Code |
Comment |
Data Type |
Domain |
Mandatory |
Primary Identifier |
Foreign Identifier |
Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent. |
Variable characters (60) |
X |
X |
X |
|||
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) |
X |
X |
|
|||
reporting reference date is a date that indicates the date the entity type delivery pertains to. |
Date |
X |
X |
X |
|||
Type of protection received, irrespective of its eligibility for credit risk mitigation. |
Variable multibyte (255) |
X |
|
X |
|||
Identification of the type of value provided in the data attribute ‘Protection value’. |
Variable multibyte (255) |
X |
|
X |
|||
Type of protection valuation; method used to determine the protection value. |
Variable multibyte (255) |
X |
|
X |
|||
The amount of the protection value as established for the relevant ‘Type of protection value’ following the valuation approach. |
Decimal (16,0) |
X |
|
|
|||
The date on which the latest appraisal or valuation of the protection was carried out prior to the reporting reference date. |
Date |
X |
|
|
|||
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. |
Date |
X |
|
|
|||
The protection’s fair value at the date when it was originally received as a credit protection. |
Decimal (16,0) |
X |
|
|
|||
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. |
Date |
X |
|
|
|||
Immovable property indicator distinguishes between protection that is immovable and therefor has its own fixed location and other protection. |
Variable characters (50) |
X |
|
|
Child Entity |
Inheritance |
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
|
0,n |
1,1 |
||||
protection_valuation_approach_classifies_protection_received |
X |
|
0,n |
1,1 |
|||
X |
|
0,n |
1,1 |
||||
X |
instrument-protection received data -> protection received |
1,n |
1,1 |
||||
protection_received_is_received_via_protection_provider_protection_received |
X |
protection provider-protection received -> protection received |
0,n |
1,1 |
|||
X |
protection received -> reporting agent delivery |
0,n |
1,1 |
Name |
Code |
Mutually Exclusive |
Inherit All |
Generate Parent |
Generate Children |
X |
|
X |
X |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|