Entity instrument

Details of entity instrument

Name

instrument

Code

instrument

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>


List of attributes of the entity instrument

Name

Code

Comment

Data Type

Domain

Mandatory

Primary Identifier

Foreign Identifier

reporting agent identifier

reporting_agent_identifier

Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent.

Variable characters (60)

identifier domain

X

X

X

observed agent identifier

obsrvd_agnt_cd

Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent.

Variable characters (60)

identifier domain

X

X

X

contract identifier

cntrct_id

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.
Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent.

Variable characters (60)

identifier domain

X

X

X

instrument identifier

instrmnt_id

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.

Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract. However, instruments associated with different contracts may use the same identifier.

Variable characters (60)

identifier domain

X

X

 

reporting reference date

reporting_reference_date

reporting reference date is a date that indicates the date the entity type delivery pertains to.

Defined as yyyy-mm-dd.

Date

reporting reference date

X

X

X

inception date of the instrument

inception_date_of_the_instrument

 

Date

date

X

 

 

household income at inception

household_income_at_inception

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)

euro amount (non-negative) with exclusions

X

 

 

currency

crrncy_dnmntn

Currency denomination of instrument, in accordance with the ISO's 4217 standard.

Characters (3)

ISO 4217 Currency

X

 

X

payment frequency

pymnt_frqncy

Frequency of payments due, either of principal or interest, i.e. number of months between payments.

Variable multibyte (255)

code

X

 

X

product name

product_name

Name of the product (instrument) used by the creditor in the contractual agreement and/or in the conditions of the instrument.

Variable multibyte (255)

medium sized string

X

 

 

product label

product_label

The label of the financial institution under which the instrument was granted to the debtor.

Variable multibyte (255)

medium sized string

X

 

 

interest rate type

tp_intrst_rt

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)

code

X

 

X

interest rate at inception

intrst_rt_at_origin

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)

real number (positive or negative)

X

 

 

interest rate reset frequency

intrst_rt_rst_frqncy

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)

code

X

 

X

interest rate reset frequency at inception

intrst_rt_rst_interval_at_org

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)

code

 

 

X

loan to value at inception

loan_to_value_at_inception

The loan to value at the moment of inception of the instrument calculated by the originator of the loan.

Decimal (12,0)

real number (non-negative) with exclusions

 

 

 

legal final maturity date at inception

legal_final_maturity_date_at_inception

The contractual maturity date of the instrument at the moment of inception of the instrument.

Date

date with exclusions

 

 

 

legal final maturity date

legal_final_maturity_date

The contractual maturity date of the instrument, taking into account any agreements amending initial contracts.

Date

date with exclusions

X

 

 

commitment amount at inception

commitment_amount_at_inception

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)

euro amount (non-negative) with exclusions

X

 

 

outstanding nominal amount at inception

outstanding_nominal_amount_at_inception

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)

euro amount (non-negative)

X

 

 

amortisation type

typ_amrtstn

Type of amortisation of the instrument including principal and interest.

Variable multibyte (255)

code

X

 

X

bsi class

bsi_class

The BSI asset class of the instrument in accordance with reporting agents' own BSI reports (F9001HK1)

Variable multibyte (255)

code

X

 

X

type of instrument

typ_instrmnt

Classification of the instrument according to the type of contractual terms agreed between the parties.

Variable multibyte (255)

code

X

 

X

corep class

corep_class

The COREP asset class of the instrument in accordance with reporting agents' own reported COREP estimates.

Variable multibyte (255)

code

X

 

X

buy-to-let

buy_to_let

Buy-to-let indicates whether an instrument was granted for the purpose of buy-to-let or not.

Variable multibyte (255)

code

X

 

X

credit conversion factor

credit_conversion_factor

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)

credit conversion factor

X

 

 

drawn instrument indicator

drawn_instrument_indicator

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)

drawn instrument indicator

X

 

 


List of child entities of the entity instrument

Child Entity

Inheritance

drawn instrument

drawn instrument indicator

undrawn instrument

drawn instrument indicator

non-fixed interest instrument

interest rate type

fixed interest instrument

interest rate type


List of relationships of the entity instrument

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

classifies

payment_frequency_type_classifies_instrument

X

instrument

payment frequency

 

0,n

1,1

classifies

type_of_instrument_in_bsi_classifies_instrument

X

instrument

bsi class

 

0,n

1,1

classifies

type_of_instrument_in_finrep_classifies_instrument

X

instrument

type of instrument

 

0,n

1,1

classifies

interest_rate_type_classifies_instrument

X

instrument

interest rate type

 

0,n

1,1

classifies

repayment_method_classifies_instrument

X

instrument

amortisation type

 

0,n

1,1

classifies

buy_to_let_classifies_instrument

X

instrument

buy-to-let

 

0,n

1,1

classifies

corep_class_classifies_instrument

X

instrument

corep class

 

0,n

1,1

classifies interest rate reset frequency

interest_rate_reset_frequency_classifies_instrument

X

instrument

interest rate reset frequency

 

0,n

1,1

classifies interest rate reset frequency at inception

interest_rate_reset_frequency_at_inception_classifies_instrument

X

instrument

interest rate reset frequency

 

0,n

0,1

contains

contract_contains_instrument

X

instrument

contract

instrument -> contract

1,n

1,1

has

instrument_has_accounting_data

X

accounting data

instrument

accounting data -> instrument

1,1

1,1

has

instrument_has_lgd_model

X

LGD model instrument

instrument

LGD model instrument -> instrument

0,n

1,1

has

instrument_has_ead_model

X

EAD model instrument

instrument

EAD model instrument -> instrument

0,n

1,1

has

instrument_has_financial_data

X

financial data

instrument

financial data -> instrument

1,1

1,1

has

instrument_has_instrument_protection_received_data

X

instrument-protection received data

instrument

instrument-protection received data -> instrument

0,n

1,1

has

instrument_has_pd_model

X

PD model instrument

instrument

PD model instrument -> instrument

0,n

1,1

has creditor via

instrument_has_creditor_via_creditor_instrument_data

X

creditor-instrument data

instrument

creditor-instrument data -> instrument

1,n

1,1

has debtor via

instrument_has_debtor_via_counterparty_instrument_data

X

debtor-instrument data

instrument

debtor-instrument data -> instrument

1,n

1,1

has servicer via

instrument_has_servicer_via_servicer_instrument_data

X

servicer-instrument data

instrument

servicer-instrument data -> instrument

1,n

1,1

is denomination currency of

currency_is_denomination_currency_of_instrument

X

instrument

currency

 

0,n

1,1


List of child inheritances of the entity instrument

Name

Code

Mutually Exclusive

Inherit All

Generate Parent

Generate Children

drawn instrument indicator

drawn_instrument_indicator

X

 

X

X

interest rate type

interest_rate_type

X

 

X

X


List of identifiers of the entity instrument

Name

Code

Parent

Primary Identifier

instrument PK

instrument_pk

Entity 'instrument'

X


List of associated business rules of the entity instrument

Name

Code

Rule Type

instrument omc0031 legal final maturity date no earlier than settlement date

omc0031

Constraint

instrument omc0033 legal final maturity date no earlier than next interest reset date

omc0033

Constraint

instrument omc0053 mandatory attributes when inception date is 01-01-2012 or higher

omc0053

Constraint