Entity EAD model contract

Details of entity EAD model contract

Name

EAD model contract

Code

ead_model_contract

Parent

Logical Data Model 'RRE DDA PER BANK LDM'

Comment

EAD model information on the level of either the contract.

Parent Entity

<None>


List of attributes of the entity EAD model contract

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

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

EAD model identifier

ead_model_id

The identifier or label of the model used to estimate the exposure at default.

Variable multibyte (255)

medium sized string

X

X

 

Regulatory EAD

regulatory_ead

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)

real number of 20 numbers with 2 decimals with exclusions

 

 

 

Regulatory EL

regulatory_el

Expected loss of the exposure, in accordance with the corresponding LGD and EAD estimates.

Decimal (20,0)

real number of 20 numbers with 2 decimals with exclusions

 

 

 

Regulatory RWA

regulatory_rwa

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)

real number of 20 numbers with 2 decimals with exclusions

 

 

 


List of relationships of the entity EAD model contract

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has

contract_has_ead_model

X

EAD model contract

contract

EAD model contract -> contract

0,n

1,1


List of identifiers of the entity EAD model contract

Name

Code

Parent

Primary Identifier

EAD model contract PK

eadmodel_pk

Entity 'EAD model contract'

X