Entity debtor risk data

Details of entity debtor risk data

Name

debtor risk data

Code

debtor_risk_data

Parent

Logical Data Model 'CRE GLO per bank LDM'

Comment

Debtor risk data is data which allows the assessment of the debtor's credit risk.

Parent Entity

<None>


List of attributes of the entity debtor risk 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

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

probability of default

pd

The counterparty’s probability of default over one year determined in accordance with Articles 160, 163, 179 and 180 of Regulation (EU) No 575/2013.

A number from 0 to 1.

Decimal (7,0)

real number from 0 to 1 with 6 decimals

X

 

 


List of relationships of the entity debtor risk data

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has risk data in

debtor_has_risk_data_in_debtor_risk_data

X

debtor risk data

debtor

debtor risk data -> debtor

0,n

1,1

reports on

observed_agent_delivery_reports_on_debtor_risk_data

X

debtor risk data

observed agent delivery

debtor risk data -> observed agent delivery

0,n

1,1


List of identifiers of the entity debtor risk data

Name

Code

Parent

Primary Identifier

debtor risk data PK

debtor_risk_data_pk

Entity 'debtor risk data'

X


List of mappings of the entity debtor risk data

Classifier

debtor risk data