Entity protection provider risk data

Details of entity protection provider risk data

Name

protection provider risk data

Code

protection_provider_risk_data

Parent

Logical Data Model 'AnaCredit GLO per bank LDM'

Comment

Protection provider risk data is data which allows the assessment of the protection provider's credit risk.

Parent Entity

<None>


List of attributes of the entity protection provider risk data

Name

Code

Comment

Data Type

Domain

Mandatory

Primary Identifier

Foreign Identifier

reporting agent identifier

reporting_agent_identifier

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

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

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

Each counterparty identifier must be unique for each counterparty reported by the same reporting agent and the same counterparty must be identified by the reporting agent using the same counterparty identifier. This identifier must not be reused by the same reporting agent at any point in time to identify a different counterparty.

Variable characters (60)

identifier domain

X

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

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 protection provider 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

protection_provider_has_risk_data_in_protection_provider_risk_data

X

protection provider risk data

protection provider

protection provider risk data -> protection provider

0,n

1,1

reports on

observed_agent_delivery_reports_on_protection_provider_risk_data

X

protection provider risk data

observed agent delivery

protection provider risk data -> observed agent delivery

0,n

1,1


List of identifiers of the entity protection provider risk data

Name

Code

Parent

Primary Identifier

protection provider risk data PK

protection_provider_risk_data_pk

Entity 'protection provider risk data'

X