Entity originator-securitized instrument data

Details of entity originator-securitized instrument data

Name

originator-securitized instrument data

Code

originator_securitized_instrument_data

Parent

Logical Data Model 'CRE GLO per bank LDM'

Comment

Originator-securitized instrument data is the combination of originator and instrument subject to securitisation data, that indicates which originator is the origin for which instrument subject to securitisation data.

From the reporting manual part I:
Consequently, for all instruments, and only such instruments, whereby the data attribute ‘Type of securitisation’ assumes either of the two values: “Traditional securitisation”, “Synthetic securitisation”, it is required to record in the counterparty instrument dataset the counterparty that is the originator in the securitisation transaction. Conversely, if an instrument is not subject to a securitisation transaction, the counterparty instrument dataset mustn’t contain the role of originator.

This entity type is a subset of the counterparty-instrument data from the regulation.

Parent Entity

<None>


List of attributes of the entity originator-securitized instrument 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

counterparty identifier

counterparty_identifier

An identifier applied by the reporting agent to uniquely identify each counterparty. Each counterparty must have one counterparty identifier. This value will not change over time and cannot be used as the counterparty identifier for any other counterparty.

Variable characters (60)

identifier domain

X

X

X

counterparty role

entty_rl

Role of the counterparty in an instrument.

Variable characters (25)

counterparty-instrument role type

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

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


List of relationships of the entity originator-securitized instrument data

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has originator via

instrument_subject_to_securitisation_has_originator_via_originator_securitized_instrument_data

X

originator-securitized instrument data

instrument

originator-securitized instrument data -> instrument

0,n

1,1

originates instrument via

originator_originates_instrument_via_originator_securitized_instrument_data

X

originator

originator-securitized instrument data

originator-securitized instrument data -> originator

1,1

1,n


List of identifiers of the entity originator-securitized instrument data

Name

Code

Parent

Primary Identifier

originator-securitized instrument data PK

originator_instrument_subject_to_securitisation_data_pk

Entity 'originator-securitized instrument data'

X


List of mappings of the entity originator-securitized instrument data

Classifier

originator-securitized instrument data