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 'CRE GLO per bank LDM'

Comment

8.2 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

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

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

protection allocated value

prtctn_allctd_vl

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

Amount in euro. Foreign currency amounts should be converted into euro at the respective ECB euro foreign exchange reference rates (i.e. the mid-rate) on the reporting reference date.

Decimal (16,0)

euro amount (non-negative)

X

 

 

third party priority claims against the protection

thrd_prty_prrty_clms

The maximum amount of any existing higher ranked liens with respect to third parties other than the observed agent against the protection.

Amount in euro. Foreign currency amounts should be converted into euro at the respective ECB euro foreign exchange reference rates (i.e. the mid-rate) on the reporting reference date.

Decimal (16,0)

euro amount (non-negative)

 

 

 

original protection value

orgnl_prtctn_vl

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

Amount in euro. Foreign currency amounts should be converted into euro at the respective ECB euro foreign exchange reference rates (i.e. the mid-rate) on the reporting reference date.

Decimal (16,0)

euro amount (non-negative)

 

 

 

date of original protection value

dt_orgnl_prtctn_vl

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.

Defined as yyyy-mm-dd.

Date

date

 

 

 


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

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


List of mappings of the entity instrument-protection received data

Classifier

instrument-protection received data