Report GLO AnaCredit

omc0063 - instrument subject to securitisation omc0063 type of protection for synthetic securitisation

Card of business rule instrument subject to securitisation omc0063 type of protection for synthetic securitisation

Name	instrument subject to securitisation omc0063 type of protection for synthetic securitisation
Code	omc0063
Comment	If a synthetic securitisation has been reported in the 'type of securitisation' attribute, there must be a protection item (a record in protection received dataset) with one of the following values: "Credit derivatives", "Financial guarantees other than credit derivatives", "Currency and deposits" or "Securities" reported in the 'type of protection' attribute. This refers to the reporting of secondary collateral for synthetic securitisations. ECB Validation identifier: CN0230
Rule Type	Constraint

Server expression of the business rule instrument subject to securitisation omc0063 type of protection for synthetic securitisation

(if ( 'instrument'.'reporting agent identifier' = 'financial data'.'reporting agent identifier'
and 'instrument'.'observed agent identifier' = 'financial data'.'observed agent identifier'
and 'instrument'.'contract identifier' = 'financial data'.'contract identifier'
and 'instrument'.'instrument identifier' = 'financial data'.'instrument identifier'
and 'instrument'.'reporting reference date' = 'financial data'.'reporting reference date'
and 'financial data'.'reporting agent identifier' = 'instrument subject to securitisation'.'reporting agent identifier'
and 'financial data'.'observed agent identifier' = 'instrument subject to securitisation'.'observed agent identifier'
and 'financial data'.'contract identifier' = 'instrument subject to securitisation'.'contract identifier'
and 'financial data'.'instrument identifier' = 'instrument subject to securitisation'.'instrument identifier'
and 'financial data'.'reporting reference date' = 'instrument subject to securitisation'.'reporting reference date'
and 'instrument subject to securitisation'.'type of securitisation' = "synthetic securitisation"
and 'instrument'.'reporting agent identifier' = 'instrument-protection received data'.'reporting agent identifier'
and 'instrument'.'contract identifier' = 'instrument-protection received data'.'contract identifier'
and 'instrument'.'instrument identifier' = 'instrument-protection received data'.'instrument identifier'
and 'instrument'.'reporting reference date' = 'instrument-protection received data'.'reporting reference date'
and 'instrument-protection received data'.'reporting agent identifier' = 'protection received'.'reporting agent identifier'
and 'instrument-protection received data'.'protection identifier' = 'protection received'.'protection identifier'
and 'instrument-protection received data'.'reporting reference date' = 'protection received'.'reporting reference date')
then ('protection received'.'type of protection' in ("credit derivatives", "financial guarantees other than credit derivatives", "currency and deposits", "securities")))

List of DNB-specific attributes of the business rule instrument subject to securitisation omc0063 type of protection for synthetic securitisation

business rule classification

other model constraint

business rule scope

Checked within the data delivery

business rule status

active business rule

number of dependencies

severity

signalling

List of attached objects of the business rule instrument subject to securitisation omc0063 type of protection for synthetic securitisation

Entity Attribute 'instrument subject to securitisation.type of securitisation'

Home