## omc0136 - debtor risk data omc0136 probability of default 1 when in default

### Card of business rule debtor risk data omc0136 probability of default 1 when in default

Name | debtor risk data omc0136 probability of default 1 when in default
Code | omc0136
Comment | This validation check ensures that the attributes 'debtor risk data'.'probability of default' and 'debtor default data'.'default status of the counterparty' are reported in a consistent manner. This means that if the value of 100% is reported in 'debtor risk data'.'probability of default', then the counterparty is in default if the definition of default is applied at the level of a counterparty or, if the definition of default is not applied at the level of a counterparty, all instruments of the counterparty are in default (provided that the counterparty is a debtor). ECB validation identifier: CN0832
Rule Type | Constraint

### Server expression of the business rule debtor risk data omc0136 probability of default 1 when in default

(if ('debtor risk data'.'probability of default' = 1) (then ( ( 'debtor risk data'.'reporting agent identifier' = 'debtor default data'.'reporting agent identifier' and 'debtor risk data'.'observed agent identifier' = 'debtor default data'.'observed agent identifier' and 'debtor risk data'.'counterparty identifier' = 'debtor default data'.'counterparty identifier' and 'debtor risk data'.'counterparty role' = 'debtor default data'.'counterparty role' and 'debtor risk data'.'reporting reference date' = 'debtor default data'.'reporting reference date' and 'debtor default data'.'default status of the counterparty' in ( "Default because both unlikely to pay" , "Default because more than 90/180 days past due" , "Default because both unlikely to pay and more than 90/180 days past due")) or ( 'debtor risk data'.'reporting agent identifier' = 'debtor-instrument data'.'reporting agent identifier' and 'debtor risk data'.'observed agent identifier' = 'debtor-instrument data'.'observed agent identifier' and 'debtor risk data'.'counterparty identifier' = 'debtor-instrument data'.'counterparty identifier' and 'debtor risk data'.'counterparty role' = 'debtor-instrument data'.'counterparty role' and 'debtor risk data'.'reporting reference date' = 'debtor-instrument data'.'reporting reference date' and 'debtor-instrument data'.'reporting agent identifier' = 'financial data'.'reporting agent identifier' and 'debtor-instrument data'.'observed agent identifier' = 'financial data'.'observed agent identifier' and 'debtor-instrument data'.'contract identifier' = 'financial data'.'contract identifier' and 'debtor-instrument data'.'instrument identifier' = 'financial data'.'instrument identifier' and 'debtor-instrument data'.'reporting reference date' = 'financial data'.'reporting reference date' and 'financial data'.'default status of the instrument' in ( "Default because both unlikely to pay" , "Default because more than 90/180 days past due" , "Default because both unlikely to pay and more than 90/180 days past due")))))

### List of DNB-specific attributes of the business rule debtor risk data omc0136 probability of default 1 when in default

Name | Value
business rule classification | other model constraint
business rule scope | Checked within the data delivery
business rule status | active business rule
number of dependencies | 1
severity | signalling

### List of attached objects of the business rule debtor risk data omc0136 probability of default 1 when in default

Short Description
Entity Attribute 'debtor risk data.probability of default'

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