Name |
|
Code |
|
Parent |
Logical Data Model 'RRE DDA PER BANK LDM' |
Comment |
Instrument means any item specified in the data attribute type of 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 |
|
|||
reporting reference date is a date that indicates the date the entity type delivery pertains to. |
Date |
X |
X |
X |
|||
|
Date |
X |
|
|
|||
The combined net annual income of all debtors of the instrument at the moment of inception of the instrument. Some reporting agents only register the income of all debtors involved and not for all debtors separately. In case the reporting agent reports the income of the individual borrowers separately, the attribute household income at inception can be reported as "0". |
Decimal (12,0) |
X |
|
|
|||
Currency denomination of instrument, in accordance with the ISO's 4217 standard. |
Characters (3) |
X |
|
X |
|||
Frequency of payments due, either of principal or interest, i.e. number of months between payments. |
Variable multibyte (255) |
X |
|
X |
|||
Name of the product (instrument) used by the creditor in the contractual agreement and/or in the conditions of the instrument. |
Variable multibyte (255) |
X |
|
|
|||
The label of the financial institution under which the instrument was granted to the debtor. |
Variable multibyte (255) |
X |
|
|
|||
Interest rate type is the classification of credit exposures based on the base rate for establishing the interest rate for each payment period. |
Variable multibyte (255) |
X |
|
X |
|||
Annualised agreed rate or narrowly defined interest rate in accordance with Regulation (EU) No 1072/2013 of the European Central Bank (ECB/2013/34) at the moment of inception of the instrument. Regulation (EU) No 1072/2013 of the European Central Bank of 24 September 2013 concerning statistics on interest rates applied by monetary financial institutions (ECB/2013/34) (OJ L 297, 7.11.2013, p. 51). |
Decimal (12,0) |
X |
|
|
|||
The interest rate reset frequency is the frequency at which the interest rate is reset after the initial fixed-rate period, if any. |
Variable multibyte (255) |
X |
|
X |
|||
The interest rate reset frequency at inception is the frequency at which the interest rate is reset after the initial fixed-rate period, if any, at the moment of inception of the instrument. |
Variable multibyte (255) |
|
|
X |
|||
The loan to value at the moment of inception of the instrument calculated by the originator of the loan. |
Decimal (12,0) |
|
|
|
|||
The contractual maturity date of the instrument at the moment of inception of the instrument. |
Date |
|
|
|
|||
The contractual maturity date of the instrument, taking into account any agreements amending initial contracts. |
Date |
X |
|
|
|||
Observed agent's maximum exposure to credit risk on the inception date of the instrument, without taking into account any protection held or other credit enhancements. Total commitment amount on the inception date is established during the approval process and is intended to restrict an observed agent’s amount of credit risk to a given counterparty for the relevant instrument. |
Decimal (12,0) |
X |
|
|
|||
Principal amount outstanding at the moment of the inception of the instrument, including unpaid past due interest but excluding accrued interest. The outstanding nominal must be reported net of write-offs and write-downs as determined by the relevant accounting practices. Any drawn amount of an instrument must be registered in the data attribute ‘outstanding nominal amount’." |
Decimal (12,0) |
X |
|
|
|||
Type of amortisation of the instrument including principal and interest. |
Variable multibyte (255) |
X |
|
X |
|||
The BSI asset class of the instrument in accordance with reporting agents' own BSI reports (F9001HK1) |
Variable multibyte (255) |
X |
|
X |
|||
Classification of the instrument according to the type of contractual terms agreed between the parties. |
Variable multibyte (255) |
X |
|
X |
|||
The COREP asset class of the instrument in accordance with reporting agents' own reported COREP estimates. |
Variable multibyte (255) |
X |
|
X |
|||
Buy-to-let indicates whether an instrument was granted for the purpose of buy-to-let or not. |
Variable multibyte (255) |
X |
|
X |
|||
As defined in CRR Article 4 paragraph 56: "the ratio of the currently undrawn amount of a commitment that could be drawn and that would therefore be outstanding at default to the currently undrawn amount of the commitment, the extent of the commitment being determined by the advised limit, unless the unadvised limit is higher" |
Decimal (8,0) |
X |
|
|
|||
Drawn instrument indicator distinguishes financial data into those data relating to instruments where money has been drawn from and those where no money has (yet) been drawn from. |
Variable characters (50) |
X |
|
|
Child Entity |
Inheritance |
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
interest_rate_reset_frequency_at_inception_classifies_instrument |
X |
|
0,n |
0,1 |
|||
X |
instrument -> contract |
1,n |
1,1 |
||||
X |
accounting data -> instrument |
1,1 |
1,1 |
||||
X |
LGD model instrument -> instrument |
0,n |
1,1 |
||||
X |
EAD model instrument -> instrument |
0,n |
1,1 |
||||
X |
financial data -> instrument |
1,1 |
1,1 |
||||
X |
instrument-protection received data -> instrument |
0,n |
1,1 |
||||
X |
PD model instrument -> instrument |
0,n |
1,1 |
||||
X |
creditor-instrument data -> instrument |
1,n |
1,1 |
||||
X |
debtor-instrument data -> instrument |
1,n |
1,1 |
||||
X |
servicer-instrument data -> instrument |
1,n |
1,1 |
||||
X |
|
0,n |
1,1 |
Name |
Code |
Mutually Exclusive |
Inherit All |
Generate Parent |
Generate Children |
X |
|
X |
X |
||
X |
|
X |
X |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|