Entity EAD model instrument

Details of entity EAD model instrument

Name

EAD model instrument

Code

ead_model_instrument

Parent

Logical Data Model 'CRE GLO per bank LDM'

Comment

 

Parent Entity

<None>


List of attributes of the entity EAD model instrument

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

reporting reference date

reporting_reference_date

reporting reference date is a date that indicates the date the entity type delivery pertains to.

Date

reporting reference date

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

EAD model identifier

ead_model_id

An identifier applied by the reporting agent to uniquely identify each EAD model. Each EAD model must have one EAD model identifier

Variable multibyte (255)

medium sized string

X

X

 

regulatory EAD

regulatory_ead

Exposure value after credit risk mitigation and credit conversion factors in accordance with Regulation (EU) No 575/2013.

Decimal (20,0)

real number of 20 numbers with 2 decimals with exclusions

 

 

 

regulatory RWA

regulatory_rwa

Risk weighted exposure amount in accordance with Regulation (EU) No 575/2013.

Decimal (20,0)

real number of 20 numbers with 2 decimals with exclusions

 

 

 


List of relationships of the entity EAD model instrument

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has

instrument_has_ead_model_instrument

X

EAD model instrument

instrument

EAD model instrument -> instrument

0,n

1,1


List of identifiers of the entity EAD model instrument

Name

Code

Parent

Primary Identifier

EAD model instrument PK

eads_model_instrument_pk

Entity 'EAD model instrument'

X