Entity contract

Details of entity contract

Name

contract

Code

contract

Parent

Logical Data Model 'CRE GLO per bank LDM'

Comment

'contract' means a legally binding agreement between two or more parties under which one or multiple instruments are created.

Parent Entity

<None>


List of attributes of the entity contract

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

 

inception date

dt_incptn

The date on which the current contractual relationship originated, i.e. the date on which the contract agreement became binding for all parties.

Defined as yyyy-mm-dd.

The inception date is the date on which the contract, giving rise to the instrument, became binding for al parties.

Date

date

X

 

 

regulatory EAD at inception

regulatory_ead_at_inception

Exposure value after credit risk mitigation and credit conversion factors in accordance with Regulation (EU) No 575/2013, as of the original inception date (reported under IT2).

Decimal (20,0)

real number of 20 numbers with 2 decimals with exclusions

 

 

 


List of relationships of the entity contract

Name

Code

Generate

Entity 2

Entity 1

Dependent Role

Entity 1 -> Entity 2 Role Cardinality

Entity 2 -> Entity 1 Role Cardinality

contains

contract_contains_instrument

X

instrument

contract

instrument -> contract

0,n

1,1

has

contract_has_lgd_model_contract

X

LGD model contract

contract

LGD model contract -> contract

0,n

1,1

has

contract_has_ead_model_contract

X

EAD model contract

contract

EAD model contract -> contract

0,n

1,1

has risk stemming from

observed_agent_delivery_has_risk_stemming_from_contract

X

contract

observed agent delivery

contract -> observed agent delivery

0,n

1,1


List of identifiers of the entity contract

Name

Code

Parent

Primary Identifier

contract PK

contract_pk

Entity 'contract'

X