Name |
instrument subject to securitisation omc0038 type of protection for synthetic securitisation |
Code |
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Comment |
If a synthetic securitisation has been reported in the 'type of securitisation' attribute, there must be a protection item (a record in protection received dataset) with one of the following values: "credit derivatives", "financial guarantees other than credit derivatives", "currency and deposits other than SEW and bankspaarrekeningen" or "securities" reported in the 'type of protection' attribute. This refers to the reporting of secondary collateral for synthetic securitisations. |
Rule Type |
Constraint |
if ('instrument'.'reporting agent identifier' = 'financial data'.'reporting agent identifier' and |
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 |
Entity Attribute 'instrument subject to securitisation.type of securitisation' |
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