Name |
|
Code |
|
Parent |
Logical Data Model 'RRE DDA PER BANK LDM' |
Comment |
EAD model information on the level of the instrument. |
Parent Entity |
<None> |
Name |
Code |
Comment |
Data Type |
Domain |
Mandatory |
Primary Identifier |
Foreign Identifier |
Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent. |
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 |
|||
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 |
X |
|||
reporting reference date is a date that indicates the date the entity type delivery pertains to. |
Date |
X |
X |
X |
|||
The identifier or label of the model used to estimate the exposure at default. |
Variable multibyte (255) |
X |
X |
|
|||
Fill in the estimate at the reporting reference data, of the exposure at the start of default. Do not use netting of collateral or guarantees. |
Decimal (20,0) |
|
|
|
|||
Expected loss of the exposure, in accordance with the corresponding LGD and EAD estimates. |
Decimal (20,0) |
|
|
|
|||
The regulatory RWA amount of the instrument as determined by the internal model of the reporting agent in accordance with the reporting agent's own estimates of the RWA parameters. |
Decimal (20,0) |
|
|
|
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
EAD model instrument -> instrument |
0,n |
1,1 |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|