omc0094 - accounting data omc0094 cumulative recoveries since default

Card of business rule accounting data omc0094 cumulative recoveries since default

Name

accounting data omc0094 cumulative recoveries since default

Code

omc0094

Comment

This validation check ensures that the values reported for the 'default status of the counterparty' and 'default status of the Instrument' attributes are consistent with the 'Cumulative recoveries since default' attribute. This means that counterparties or instruments for which the cumulative recoveries principle does not apply are not in default.

ECB Validation identifier: CN0845

Rule Type

Constraint


Server expression of the business rule accounting data omc0094 cumulative recoveries since default

(if ( 'accounting data'.'reporting agent identifier' = 'instrument'.'reporting agent identifier'
and 'accounting data'.'observed agent identifier' = 'instrument'.'observed agent identifier'
and 'accounting data'.'contract identifier' = 'instrument'.'contract identifier'
and 'accounting data'.'instrument identifier' = 'instrument'.'instrument identifier'
and 'accounting data'.'reporting reference date' = 'instrument'.'reporting reference date'
and 'accounting data'.'cumulative recoveries since default' = "Non-applicable"
and (( '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 (( 'instrument'.'reporting agent identifier' = 'debtor-instrument data'.'reporting agent identifier'
and 'instrument'.'observed agent identifier' = 'debtor-instrument data'.'observed agent identifier'
and 'instrument'.'reporting reference date' = 'debtor-instrument data'.'reporting reference date'
and 'instrument'.'contract identifier' = 'debtor-instrument data'.'contract identifier'
and 'instrument'.'instrument identifier' = 'debtor-instrument data'.'instrument identifier'
and 'debtor-instrument data'.'reporting agent identifier' = 'debtor'.'reporting agent identifier'
and 'debtor-instrument data'.'reporting reference date' = 'debtor'.'reporting reference date'
and 'debtor-instrument data'.'counterparty identifier' = 'debtor'.'counterparty identifier'))))
(then (( 'debtor default data'.'default status of the counterparty' = "Not in default"
or (not exists 'debtor default data'))
and 'financial data'.'default status of the instrument' in ("Not in default", "Non-applicable"))))


List of DNB-specific attributes of the business rule accounting data omc0094 cumulative recoveries since default

Name

Value

business rule classification

other model constraint

business rule scope

Checked within the data delivery

business rule status

active business rule

number of dependencies

1

severity

signalling


List of attached objects of the business rule accounting data omc0094 cumulative recoveries since default

Short Description

Entity Attribute 'accounting data.cumulative recoveries since default'


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