Business rule instrument tpc0030 credit risk deterioration purchase indicator

Card of business rule instrument tpc0030 credit risk deterioration purchase indicator

Name

instrument tpc0030 credit risk deterioration purchase indicator

Code

tpc0030

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.

ECB Validation identifier: CN0867

Rule Type

Constraint


Server expression of the business rule instrument tpc0030 credit risk deterioration purchase indicator

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".


List of DNB-specific attributes of the business rule instrument tpc0030 credit risk deterioration purchase indicator

Name

Value

business rule classification

tuple constraint

business rule scope

Checked within the data delivery

severity

signalling


List of attached objects of the business rule instrument tpc0030 credit risk deterioration purchase indicator

Short Description

Entity Attribute 'instrument.credit risk deterioration purchase indicator'