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omc0136 - debtor risk data omc0136 probability of default 1 when in default

Card of business rule debtor risk data omc0136 probability of default 1 when in default

Name	debtor risk data omc0136 probability of default 1 when in default
Code	omc0136
Comment	This validation check ensures that the attributes 'debtor risk data'.'probability of default' and 'debtor default data'.'default status of the counterparty' are reported in a consistent manner. This means that if the value of 100% is reported in 'debtor risk data'.'probability of default', then the counterparty is in default if the definition of default is applied at the level of a counterparty or, if the definition of default is not applied at the level of a counterparty, all instruments of the counterparty are in default (provided that the counterparty is a debtor). ECB validation identifier: CN0832
Rule Type	Constraint

Server expression of the business rule debtor risk data omc0136 probability of default 1 when in default

(if ('debtor risk data'.'probability of default' = 1)
(then ( ( 'debtor risk data'.'reporting agent identifier' = 'debtor default data'.'reporting agent identifier'
and 'debtor risk data'.'observed agent identifier' = 'debtor default data'.'observed agent identifier'
and 'debtor risk data'.'counterparty identifier' = 'debtor default data'.'counterparty identifier'
and 'debtor risk data'.'counterparty role' = 'debtor default data'.'counterparty role'
and 'debtor risk data'.'reporting reference date' = 'debtor default data'.'reporting reference date'
and 'debtor default data'.'default status of the counterparty' in
( "Default because both unlikely to pay"
, "Default because more than 90/180 days past due"
, "Default because both unlikely to pay and more than 90/180 days past due"))
or ( 'debtor risk data'.'reporting agent identifier' = 'debtor-instrument data'.'reporting agent identifier'
and 'debtor risk data'.'observed agent identifier' = 'debtor-instrument data'.'observed agent identifier'
and 'debtor risk data'.'counterparty identifier' = 'debtor-instrument data'.'counterparty identifier'
and 'debtor risk data'.'counterparty role' = 'debtor-instrument data'.'counterparty role'
and 'debtor risk data'.'reporting reference date' = 'debtor-instrument data'.'reporting reference date'
and 'debtor-instrument data'.'reporting agent identifier' = 'financial data'.'reporting agent identifier'
and 'debtor-instrument data'.'observed agent identifier' = 'financial data'.'observed agent identifier'
and 'debtor-instrument data'.'contract identifier' = 'financial data'.'contract identifier'
and 'debtor-instrument data'.'instrument identifier' = 'financial data'.'instrument identifier'
and 'debtor-instrument data'.'reporting reference date' = 'financial data'.'reporting reference date'
and 'financial data'.'default status of the instrument' in
( "Default because both unlikely to pay"
, "Default because more than 90/180 days past due"
, "Default because both unlikely to pay and more than 90/180 days past due")))))

List of DNB-specific attributes of the business rule debtor risk data omc0136 probability of default 1 when in default

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 debtor risk data omc0136 probability of default 1 when in default

Entity Attribute 'debtor risk data.probability of default'

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