Entity LGD model-protection received

Details of entity LGD model-protection received

Name

LGD model-protection received

Code

lgd_model_protection_received

Parent

Logical Data Model 'RRE DDA PER BANK LDM'

Comment

LGD model information on the level of the protection.

Parent Entity

<None>


List of attributes of the entity LGD model-protection received

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

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

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

LGD model identifier

lgd_model_id

The identifier or label of the model used to estimate the loss given default

Variable multibyte (255)

medium sized string

X

X

 

estimated recovery amount

estimated_recovery_amount

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)

real number of 20 numbers with 2 decimals with exclusions

X

 

 

estimated downturn recovery amount

estimated_dt_recovery_amount

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)

real number of 20 numbers with 2 decimals with exclusions

X

 

 


List of relationships of the entity LGD model-protection received

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has

protection_received_has_lgdmodel_protection

X

LGD model-protection received

protection received

LGD model-protection received -> protection received

0,n

1,1


List of identifiers of the entity LGD model-protection received

Name

Code

Parent

Primary Identifier

LGD model-protection received PK

lgdmodel_protection_pk

Entity 'LGD model-protection received'

X