Entity instrument subject to securitisation

Details of entity instrument subject to securitisation

Name

instrument subject to securitisation

Code

instrument_subject_to_securitisation

Parent

Logical Data Model 'AnaCredit GLO per bank LDM'

Comment

Instrument subject to securitisation is an instrument that is part of a securitisation programme.

Parent Entity

financial data


List of attributes of the entity instrument subject to securitisation

Name

Code

Comment

Data Type

Domain

Mandatory

Primary Identifier

Foreign Identifier

reporting agent identifier

reporting_agent_identifier

 

Variable characters (60)

identifier domain

X

X

 

observed agent identifier

obsrvd_agnt_cd

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

Variable characters (60)

identifier domain

X

X

 

instrument identifier

instrmnt_id

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

Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract. However, instruments associated with different contracts may use the same identifier.

Variable characters (60)

identifier domain

X

X

 

reporting reference date

reporting_reference_date

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

Defined as yyyy-mm-dd.

Date

reporting reference date

X

X

 

contract identifier

cntrct_id

An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract.
Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent.

Variable characters (60)

identifier domain

X

X

 

type of securitisation

typ_scrtstn

Identification of the securitisation type, in accordance with Article 242(10) and (11) of Regulation (EU) No 575/2013.

Article 242 (EU) No 575/2013:
(10) traditional securitisation‧ means a securitisation involving the economic transfer of the exposures being securitised. This shall be accomplished by the transfer of ownership of the securitised exposures from the originator institution to an SSPE or through sub-participation by an SSPE. The securities issued do not represent payment obligations of the originator institution;

(11) synthetic securitisation‧ means a securitisation where the transfer of risk is achieved by the use of credit derivatives or guarantees, and the exposures being securitised remain exposures of the originator institution.

Variable multibyte (255)

code

X

 

X


List of relationships of the entity instrument subject to securitisation

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

classifies

type_of_securitisation_classifies_instrument_subject_to_securitisation

X

instrument subject to securitisation

type of securitisation

 

0,n

1,1

has originator via

instrument_subject_to_securitisation_has_originator_via_originator_securitized_instrument_data

X

originator-securitized instrument data

instrument subject to securitisation

originator-securitized instrument data -> instrument subject to securitisation

1,n

1,1


List of identifiers of the entity instrument subject to securitisation

Name

Code

Parent

Primary Identifier

instrument subject to securitisation PK

instrument_subject_to_securitisation_pk

Entity 'instrument subject to securitisation'

X