Business rule instrument subject to securitisation omc0038 type of protection for synthetic securitisation

Card of business rule instrument subject to securitisation omc0038 type of protection for synthetic securitisation

Name

instrument subject to securitisation omc0038 type of protection for synthetic securitisation

Code

omc0038

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


Server expression of the business rule instrument subject to securitisation omc0038 type of protection for synthetic securitisation

if ('instrument'.'reporting agent identifier' = 'financial data'.'reporting agent identifier' and
'instrument'.'observed agent identifier' = 'financial data'.'observed agent identifer' and
'instrument'.'contract identifier' = 'financial data'.'contract identifier' and
'instrument'.'instrument identifier' = 'financial data'.'instrument identifier' and
'instrument'.'reporting reference date' = 'financial data'.'reporting reference date' and
'financial data'.'reporting agent identifier' = 'instrument subject to securitisation'.'reporting agent identifier' and
'financial data'.'observed agent identifier' = 'instrument subject to securitisation'.'observed agent identifer' and
'financial data'.'contract identifier' = 'instrument subject to securitisation'.'contract identifier' and
'financial data'.'instrument identifier' = 'instrument subject to securitisation'.'instrument identifier' and
'financial data'.'reporting reference date' = 'instrument subject to securitisation'.'reporting reference date' and
'instrument subject to securitisation'.'type of securitisation' = "synthetic securitisation" and
'instrument'.'reporting agent identifier' = 'instrument-protection received data'.reporting agent identifier' and
'instrument'.'contract identifier' = 'instrument-protection received data'.'contract identifier' and
'instrument'.'instrument identifier' = 'instrument-protection received data'.'instrument identifier' and
'instrument'.'reporting reference date' = 'instrument-protection received data'.'reporting reference date' and
'instrument-protection received data'.'reporting agent identifier' = 'protection received'.'reporting agent identifier'
'instrument-protection received data'.'protection identifier' = 'protection received'.'protection identifier'
'instrument-protection received data'.'reporting reference date' = 'protection received'.'reporting reference date')
then ('protection received'.'type of protection' in ("credit derivatives", "financial guarantees other than credit derivatives", "currency and deposits other than SEW and bankspaarrekeningen", "securities"))


List of extended attributes of the business rule instrument subject to securitisation omc0038 type of protection for synthetic securitisation

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


List of attached objects of the business rule instrument subject to securitisation omc0038 type of protection for synthetic securitisation

Short Description

Entity Attribute 'instrument subject to securitisation.type of securitisation'