Entity debtor risk data

Details of entity debtor risk data

Name

debtor risk data

Code

debtor_risk_data

Parent

Logical Data Model 'AnaCredit GLO per bank LDM'

Comment

Debtor risk data is data which allows the assessment of the debtor's credit risk.

Parent Entity

<None>


List of attributes of the entity debtor risk data

Name

Code

Comment

Data Type

Domain

Mandatory

Primary Identifier

Foreign Identifier

reporting agent identifier

reporting_agent_identifier

 

Variable characters (60)

identifier domain

X

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

X

counterparty identifier

counterparty_identifier

 

Variable characters (60)

identifier domain

X

X

X

counterparty role

entty_rl

 

Variable characters (25)

counterparty-instrument role type

X

X

X

reporting reference date

reporting_reference_date

 

Date

reporting reference date

X

X

X

probability of default

pd

The counterparty’s probability of default over one year determined in accordance with Articles 160, 163, 179 and 180 of Regulation (EU) No 575/2013.

A number from 0 to 1.

Decimal (7,0)

real number from 0 to 1 with 6 decimals with unknown

 

 

 


List of relationships of the entity debtor risk data

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has risk data in

debtor_has_risk_data_in_debtor_risk_data

X

debtor risk data

debtor

debtor risk data -> debtor

0,n

1,1

reports on

observed_agent_delivery_reports_on_debtor_risk_data

X

debtor risk data

observed agent delivery

debtor risk data -> observed agent delivery

0,n

1,1


List of identifiers of the entity debtor risk data

Name

Code

Parent

Primary Identifier

debtor risk data PK

debtor_risk_data_pk

Entity 'debtor risk data'

X