omc0096 - instrument subject to securitisation omc0096 type of securitisation cannot be traditional securitisation

Card of business rule instrument subject to securitisation omc0096 type of securitisation cannot be traditional securitisation

Name

instrument subject to securitisation omc0096 type of securitisation cannot be traditional securitisation

Code

omc0096

Comment

This validation check ensures that the values reported for the 'off-balance sheet amount' and 'outstanding nominal amount' attributes are consistent with the 'Type of securitisation' attribute. This means that instruments which are not settled and are fully off-balance sheet are not reported as traditional securitised.

ECB Validation identifier: CN0847

Rule Type

Constraint


Server expression of the business rule instrument subject to securitisation omc0096 type of securitisation cannot be traditional securitisation

(if (('financial data'.'outstanding nominal amount' = 0 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
(('financial data'.'reporting agent identifier' = 'current account instrument with credit limit'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'current account instrument with credit limit'.'observed agent identifier' and
'financial data'.'contract identifier' = 'current account instrument with credit limit'.'contract identifier' and
'financial data'.'instrument identifier' = 'current account instrument with credit limit'.'instrument identifier' and
'financial data'.'reporting reference date' = 'current account instrument with credit limit'.'reporting reference date' and
'current account instrument with credit limit'.'off-balance sheet amount' > 0)
or
('financial data'.'reporting agent identifier' = 'credit card debt instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'credit card debt instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'credit card debt instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'credit card debt instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'credit card debt instrument'.'reporting reference date' and
'credit card debt instrument'.'off-balance sheet amount' > 0)
or
('financial data'.'reporting agent identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'revolving credit other than overdrafts and credit card debt instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'revolving credit other than overdrafts and credit card debt instrument'.'reporting reference date' and
'revolving credit other than overdrafts and credit card debt instrument'.'off-balance sheet amount' > 0)
or
('financial data'.'reporting agent identifier' = 'credit lines other than revolving credit instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'credit lines other than revolving credit instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'credit lines other than revolving credit instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'credit lines other than revolving credit instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'credit lines other than revolving credit instrument'.'reporting reference date' and
'credit lines other than revolving credit instrument'.'off-balance sheet amount' > 0)
or
('financial data'.'reporting agent identifier' = 'other loans instrument'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'other loans instrument'.'observed agent identifier' and
'financial data'.'contract identifier' = 'other loans instrument'.'contract identifier' and
'financial data'.'instrument identifier' = 'other loans instrument'.'instrument identifier' and
'financial data'.'reporting reference date' = 'other loans instrument'.'reporting reference date' and
'other loans instrument'.'off-balance sheet amount' > 0)))
then ('instrument subject to securitisation'.'type of securitisation' <> "traditional securitisation"))


List of DNB-specific attributes of the business rule instrument subject to securitisation omc0096 type of securitisation cannot be traditional securitisation

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 instrument subject to securitisation omc0096 type of securitisation cannot be traditional securitisation

Short Description

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


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