Name |
|
Code |
|
Parent |
Logical Data Model 'RRE DDA PER BANK LDM' |
Comment |
EAD model information on the level of the debtor. |
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 |
|||
Role of the counterparty in an instrument. |
Variable characters (25) |
X |
X |
X |
|||
An identifier applied by the reporting agent to uniquely identify each counterparty. Each counterparty must have one counterparty identifier. This value will not change over time and cannot be used as the counterparty identifier for any other counterparty. |
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 exposure at default. |
Variable multibyte (255) |
X |
X |
|
|||
Fill in the estimate at the reporting reference data, of the exposure at the start of default. Do not use netting of collateral or guarantees. |
Decimal (20,0) |
|
|
|
|||
Expected loss of the exposure, in accordance with the corresponding LGD and EAD estimates. |
Decimal (20,0) |
|
|
|
|||
The regulatory RWA amount of the instrument as determined by the internal model of the reporting agent in accordance with the reporting agent's own estimates of the RWA parameters. |
Decimal (20,0) |
|
|
|
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
EAD model debtor -> debtor |
0,n |
1,1 |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|