Entity creditor-instrument data

Details of entity creditor-instrument data

Name

creditor-instrument data

Code

creditor_instrument_data

Parent

Logical Data Model 'CRE GLO per bank LDM'

Comment

Creditor-instrument data is the combination of creditor and instrument that indicates which creditor has credit risk for which instrument.

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

Parent Entity

<None>


List of attributes of the entity creditor-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 entity type delivery pertains to.

Date

reporting reference date

X

X

X


List of relationships of the entity creditor-instrument data

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

has credit risk via

creditor_has_credit_risk_via_creditor_instrument_data

X

creditor-instrument data

creditor

creditor-instrument data -> creditor

1,n

1,1

has creditor via

instrument_has_creditor_via_creditor_instrument_data

X

instrument

creditor-instrument data

creditor-instrument data -> instrument

1,1

1,n


List of identifiers of the entity creditor-instrument data

Name

Code

Parent

Primary Identifier

creditor-instrument data PK

creditor_instrument_data_pk

Entity 'creditor-instrument data'

X


List of associated business rules of the entity creditor-instrument data

Name

Code

Rule Type

business rule classification

business rule scope

severity

creditor-instrument data omc0074 foreign FVC creditor has always originator

omc0074

Constraint

other model constraint

Checked within the data delivery

signalling

creditor-instrument data omc0075 Dutch FVC creditor has always originator

omc0075

Constraint

other model constraint

Checked with data outside of the data delivery

signalling

creditor-instrument data omc0076 creditor cannot be debtor of the same instrument

omc0076

Constraint

other model constraint

Checked within the data delivery

signalling

creditor-instrument data omc0077 creditor cannot be protection provider of the same instrument

omc0077

Constraint

other model constraint

Checked within the data delivery

signalling


List of mappings of the entity creditor-instrument data

Classifier

creditor-instrument data