Name |
|
Code |
|
Parent |
|
Comment |
'instrument' means any item specified in the data attribute 'type of instrument', as defined in Annex IV. |
Parent Entity |
<None> |
Name |
Code |
Comment |
Data Type |
Domain |
Mandatory |
Primary Identifier |
Foreign Identifier |
Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent. |
Variable characters (60) |
X |
X |
X |
|||
Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent. |
Variable characters (60) |
X |
X |
X |
|||
reporting reference date is a date that indicates the date the entity type delivery pertains to. |
Date |
X |
X |
X |
|||
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. |
Variable characters (60) |
X |
X |
X |
|||
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. |
Variable characters (60) |
X |
X |
|
|||
Classification of the instrument according to the type of contractual terms agreed between the parties. |
Variable multibyte (255) |
X |
|
X |
|||
Type of amortisation of the instrument including principal and interest. |
Variable multibyte (255) |
X |
|
X |
|||
Currency denomination of instrument, in accordance with the ISO's 4217 standard. |
Characters (3) |
X |
|
X |
|||
Frequency at which the interest rate is reset after the initial fixed-rate period, if any. |
Variable multibyte (255) |
X |
|
X |
|||
Classification of credit exposures based on the base rate for establishing the interest rate for each payment period. |
Variable multibyte (255) |
X |
|
X |
|||
The contractual maturity date of the instrument, taking into account any agreements amending initial contracts. |
Date |
X |
|
|
|||
Observed agent's maximum exposure to credit risk on the inception date of the instrument, without taking into account any protection held or other credit enhancements. |
Decimal (16,0) |
X |
|
|
|||
Frequency of payments due, either of principal or interest, i.e. number of months between payments. |
Variable multibyte (255) |
X |
|
X |
|||
Identification of project finance |
Variable multibyte (255) |
X |
|
X |
|||
The amount of specific loan loss provisions held for the instrument. |
Decimal (16,0) |
X |
|
|
|||
The COREP asset class of the instrument in accordance with reporting agents' own reported COREP estimates. |
Variable multibyte (255) |
X |
|
X |
|||
Annualised agreed rate or narrowly defined interest rate in accordance with Regulation (EU) No 1072/2013 of the European Central Bank (ECB/2013/34) at the moment of inception of the instrument. Regulation (EU) No 1072/2013 of the European Central Bank of 24 September 2013 concerning statistics on interest rates applied by monetary financial institutions (ECB/2013/34) (OJ L 297, 7.11.2013, p. 51). |
Decimal (12,0) |
X |
|
|
|||
|
Decimal (16,0) |
|
|
|
|||
Special asset management distinguishes whether or not an instrument has been placed under special asset management. |
Variable multibyte (255) |
X |
|
X |
|||
Classification of instruments based on the creditor’s rights to seize assets other than any protection pledged to secure the instrument. |
Variable multibyte (255) |
X |
|
X |
|||
Loan-to-value (LTV) at reporting reference date means the sum of all loans or loan tranches secured by the CRE property (L) at the reporting reference date relative to the value of CRE property (V) at the reporting reference date. |
Decimal (12,0) |
X |
|
|
|||
The loan to value at the moment of inception of the instrument calculated by the originator of the loan. |
Decimal (12,0) |
|
|
|
|||
Interest coverage ratio (ICR) means the net annual rental income accruing from a the real estate collateral or set of real estate collaterals relative to the annual interest cost of the loan secured by the real estate collateral or set of real estate collaterals. The values to be used in the calculation are those valid at the latest reporting reference date as reported under the attribute Reporting reference date. |
Decimal (12,0) |
X |
|
|
|||
Interest coverage ratio (ICR) means the net annual rental income accruing from real estate collateral or set of real estate collaterals relative to the annual interest cost of the loan secured by the real estate collateral or set of real estate collaterals. The values used for the calculation are those that were valid at the inception date of the contract as reported under the attribute Inception date. |
Decimal (12,0) |
|
|
|
|||
The debt service coverage ratio (DSCR) means the net annual rental income accruing from the real estate collateral or set of real estate collaterals relative to the annual debt service on the loan secured by the real estate collateral. The values to be used in the calculation are those valid at the latest reporting reference date as reported under the attribute Reporting reference date. |
Decimal (12,0) |
X |
|
|
|||
The debt service coverage ratio (DSCR) means the net annual rental income accruing from real estate collateral or set of real estate collaterals relative to the annual debt service on the loan secured by the real estate collateral. The values to be used in the calculation are those valid at the inception date of the contract as reported under the attribute Inception date. |
Decimal (12,0) |
|
|
|
|||
Interest-only indicator distinguishes instruments according to the fact that at the reporting reference date, the instrument is interest-only or not interest-only. |
Variable characters (50) |
X |
|
|
|||
Drawn instrument indicator distinguishes financial data into those data relating to instruments where money has been drawn from and those where no money has (yet) been drawn from. |
Variable characters (50) |
X |
|
|
Child Entity |
Inheritance |
Name |
Code |
Generate |
Entity 2 |
Entity 1 |
Dependent Role |
Entity 1 -> Entity 2 Role Cardinality |
Entity 2 -> Entity 1 Role Cardinality |
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
|
0,n |
1,1 |
||||
X |
instrument -> contract |
0,n |
1,1 |
||||
X |
LGD model instrument -> instrument |
0,n |
1,1 |
||||
X |
accounting data -> instrument |
1,1 |
1,1 |
||||
X |
financial data -> instrument |
1,1 |
1,1 |
||||
X |
instrument-protection received data -> instrument |
0,n |
1,1 |
||||
X |
EAD model instrument -> instrument |
0,n |
1,1 |
||||
X |
creditor-instrument data -> instrument |
1,1 |
1,n |
||||
X |
debtor-instrument data -> instrument |
1,n |
1,1 |
||||
instrument_subject_to_securitisation_has_originator_via_originator_securitized_instrument_data |
X |
originator-securitized instrument data -> instrument |
0,n |
1,1 |
|||
X |
servicer-instrument data -> instrument |
1,1 |
1,n |
||||
X |
|
0,n |
1,1 |
Name |
Code |
Mutually Exclusive |
Inherit All |
Generate Parent |
Generate Children |
X |
|
X |
X |
||
X |
|
X |
X |
||
X |
|
X |
X |
Name |
Code |
Parent |
Primary Identifier |
X |
|
|
|