Name |
instrument tpc0030 credit risk deterioration purchase indicator |
Code |
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Comment |
This validation check ensures that the values reported for the 'counterparty identifier' and 'balance sheet recognition' attributes are consistent with the 'Fair value changes due to changes in credit risk before purchase' attribute. This means that for intracompany loans, the value reported for the 'Fair value changes due to changes in credit risk before purchase' attribute is 'Non-applicable'. Such loans are identified by examining the head office undertaking identifiers for the creditor and debtor, additionally relying on the fact that a balance sheet de-recognition has taken place. |
Rule Type |
Constraint |
When the head-office identifier of the debtor of this instrument equals counterparty identifier of the creditor of this instrument, then the value of 'credit risk deterioration purchase indicator' must be "non-deteriorated credit risk instrument". |
Name |
Value |
business rule classification |
tuple constraint |
business rule scope |
Checked within the data delivery |
severity |
signalling |
Short Description |
Entity Attribute 'instrument.credit risk deterioration purchase indicator' |
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