Entity instrument-protection received data

Details of entity instrument-protection received data

Name

instrument-protection received data

Code

instrument_protection_received_data

Parent

Logical Data Model 'RRE DDA PER BANK LDM'

Comment

This data describes all the protection received in relation to the instrument that the protection is securing.

Parent Entity

<None>


List of attributes of the entity instrument-protection received data

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

reporting reference date

reporting_reference_date

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

Defined as yyyy-mm-dd.

Date

reporting reference date

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

X

protection identifier

prtctn_id

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)

identifier domain

X

X

X

protection valuation approach at inception

protection_valuation_approach_at_inception

Type of protection valuation; method used to determine the protection value at the moment when the protection was originally received as a credit protection.

Variable multibyte (255)

code

X

 

X

original protection value

original_protection_value

The protection’s fair value at the date when it was originally received as a credit protection.

Decimal (12,0)

euro amount (non-negative) with exclusions

X

 

 

date of original protection value

date_of_original_protection_value

The date of the protection’s original value, i.e. the date on which the latest appraisal or valuation of the protection was carried out prior to its initial receipt as a credit protection.

Date

date

X

 

 

protection allocated value

protection_allocated_value

The maximum amount of the protection value that can be considered as credit protection for the instrument. The amount of the existing third parties or observed agent priority claims against the protection must be excluded in the protection allocated value. For protection that is eligible under Regulation (EU) No 575/2013, this value should be reported in accordance with Part 2 of Annex V to Implementing Regulation (EU) No 680/2014.

Decimal (12,0)

euro amount (non-negative)

X

 

 


List of relationships of the entity instrument-protection received data

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

classifies original valuation type

type_of_valuation_classifies_instrument_protection_received_data

X

instrument-protection received data

protection valuation approach

 

0,n

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

protection_received_has_instrument_protection_received_data

X

instrument-protection received data

protection received

instrument-protection received data -> protection received

1,n

1,1


List of identifiers of the entity instrument-protection received data

Name

Code

Parent

Primary Identifier

instrument-protection received data PK

instrument_protection_received_data_pk

Entity 'instrument-protection received data'

X