Name |
protection received omc0007 protection value shall not exceed the sum of allocated protection values |
Code |
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Comment |
This validation check ensures that the values reported for the 'protection value' attribute is consistent with the 'protection allocated value' attribute. This means that for any combination of instrument and protection, the protection allocated value cannot exceed the actual total value of the protection item. This however excludes cases where the type of protection value is a notional amount – which might have a higher market value (e.g. 2 year government bonds with negative yield). |
Rule Type |
Constraint |
if ('protection receive'.'type of protection value' <> "Notional amount") |
Name |
Data Type |
Value |
Target Name |
business rule classification |
(String) |
other model constraint |
Local Extensions |
business rule scope |
(String) |
Checked within the data delivery |
Local Extensions |
severity |
(String) |
signalling |
Local Extensions |
Short Description |
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