Name |
|
Code |
|
Parent |
Logical Data Model 'RRE DDA PER BANK LDM' |
Comment |
LGD model information on the level of the protection. |
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 |
|||
An identifier applied by the reporting agent to uniquely identify each protection used to secure the instrument. Each protection must have one protection identifier. This value will not change over time and cannot be used as the protection identifier for any other protection. |
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 loss given default |
Variable multibyte (255) |
X |
X |
|
|||
The estimated total recovery amount given default corresponding to the protection value, according to the reporting agent's best estimate, as used in the LGD best estimate. |
Decimal (20,0) |
X |
|
|
|||
The estimated total recovery amount during an economic dowturn given default corresponding to the protection value, as used in the Downturn LGD excluding add-ons and Regulatory downturn LGD. |
Decimal (20,0) |
X |
|
|
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
LGD model-protection received -> protection received |
0,n |
1,1 |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|