CN0230 - If a synthetic securitisation has been reported in the [Type of securitisation]…
Definition
IF [Financial.Type of securitisation] = 'Synthetic securitisation' THEN EXISTS protection item such that [Protection received.Type of protection] IN {'Credit derivatives', 'Financial guarantees other than credit derivatives', 'Currency and deposits', 'Securities'}
Kurzbeschreibung
If a synthetic securitisation has been reported in the [Type of securitisation] attribute, there must be a protection item (a record in protection received dataset) with one of the following values: 'Credit derivatives', 'Financial guarantees other than credit derivatives', 'Currency and deposits' or 'Securities' reported in the [Type of protection] attribute. This refers to the reporting of secondary collateral for synthetic securitisations.
Versionen
- Ältere Version (2019/09)
- Neuere Version (2022/07)
- Keine Änderungen zur Vorgängerversion.
Quelldokument
- AnaCredit validation checks (2020/11 version) (2020/11, nicht die neueste Fassung)
Betrifft folgende Attribute
Gehört zu Datensätzen
Diese Angaben wurden ohne KI deterministisch aus den Tabellen der genannten Quelldokumente geparst. Fehler bei der PDF-Auswertung sind dennoch möglich – im Zweifel gilt das Quelldokument.