Name |
|
Code |
|
Parent |
|
Comment |
'instrument' means any item specified in the data attribute 'type of instrument', as defined in Annex IV. |
Parent Entity |
<None> |
Name |
Code |
Comment |
Data Type |
Domain |
Mandatory |
Primary Identifier |
Foreign Identifier |
|
Variable characters (60) |
X |
X |
X |
|||
Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent. |
Variable characters (60) |
X |
X |
X |
|||
|
Date |
X |
X |
X |
|||
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. |
Variable characters (60) |
X |
X |
X |
|||
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. |
Variable characters (60) |
X |
X |
|
|||
Classification of the instrument according to the type of contractual terms agreed between the parties. |
Variable multibyte (255) |
X |
|
X |
|||
The inception date of the instrument is the date on which the current instrument relationship originated, i.e. the date on which the instrument agreement became binding for all parties. |
Date |
X |
|
|
|||
Type of amortisation of the instrument including principal and interest. |
Variable multibyte (255) |
X |
|
X |
|||
Currency denomination of instrument, in accordance with the ISO's 4217 standard. |
Characters (3) |
X |
|
X |
|||
Identification of instruments in which the observed agent acts in its own name but on behalf of and with the risk borne by a third party. |
Variable multibyte (255) |
X |
|
X |
|||
Frequency at which the interest rate is reset after the initial fixed-rate period, if any. |
Variable multibyte (255) |
X |
|
X |
|||
Classification of credit exposures based on the base rate for establishing the interest rate for each payment period. |
Variable multibyte (255) |
X |
|
X |
|||
The contractual maturity date of the instrument, taking into account any agreements amending initial contracts. |
Date |
X |
|
|
|||
Observed agent's maximum exposure to credit risk on the inception date of the instrument, without taking into account any protection held or other credit enhancements. |
Decimal (16,0) |
X |
|
|
|||
Frequency of payments due, either of principal or interest, i.e. number of months between payments. |
Variable multibyte (255) |
X |
|
X |
|||
Identification of project finance |
Variable multibyte (255) |
X |
|
X |
|||
Classification of instruments according to their purpose. |
Variable multibyte (255) |
X |
|
X |
|||
Classification of instruments based on the creditor’s rights to seize assets other than any protection pledged to secure the instrument. |
Variable multibyte (255) |
X |
|
X |
|||
Identification of subordinated debt. |
Variable multibyte (255) |
X |
|
X |
|||
Classification of credit exposures according to the creditor's rights to claim the repayment of the exposure. |
Variable multibyte (255) |
X |
|
X |
|||
Interest-only indicator distinguishes instruments according to the fact that at the reporting reference date, the instrument is interest-only or not interest-only. |
Variable characters (50) |
X |
|
|
|||
Credit risk deterioration purchase indicator indicates whether the instrument was bought for an amount lower than the outstaning amount due to credit risk deterioration, or whether that is not the case. |
Variable characters (100) |
X |
|
|
|||
Drawn instrument indicator distinguishes financial data into those data relating to instruments where money has been drawn from and those where no money has (yet) been drawn from. |
Variable characters (25) |
X |
|
|
Child Entity |
Inheritance |
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
instrument -> contract |
0,n |
1,1 |
||||
X |
accounting data -> instrument |
0,1 |
1,1 |
||||
X |
financial data -> instrument |
1,1 |
1,1 |
||||
X |
instrument-protection received data -> instrument |
0,n |
1,1 |
||||
X |
creditor-instrument data -> instrument |
1,1 |
1,n |
||||
X |
debtor-instrument data -> instrument |
1,n |
1,1 |
||||
X |
servicer-instrument data -> instrument |
1,1 |
1,n |
||||
X |
|
0,n |
1,1 |
Name |
Code |
Mutually Exclusive |
Inherit All |
Generate Parent |
Generate Children |
X |
|
X |
X |
||
X |
|
X |
X |
||
X |
|
X |
X |
||
X |
|
X |
X |
Name |
Code |
Parent |
Primary Identifier |
X |
Name |
Code |
Rule Type |
business rule classification |
business rule scope |
severity |
instrument tpc0001 fiduciary instrument has a different servicer from the creditor |
Constraint |
tuple constraint |
Checked within the data delivery |
signalling |
|
|
|