CN0620 - This validation check ensures that an originating counterparty is reported accordingly…
Definition
Let [Counterparty reference.Counterparty identifier] = X IF [Counterparty reference.Institutional sector] = “Financial vehicle corporations (FVCs) engaged in securitisation transactions” WHERE [Counterparty reference.Counterparty identifier] = X AND [Financial.Type of securitisation] = “Traditional securitisation” THENEXISTS [Counterparty-instrument.Counterparty role] = “Originator” for all instruments WHERE [Counterparty-instrument.Counterparty role](X) = “Creditor”
Kurzbeschreibung
This validation check ensures that an originating counterparty is reported accordingly for all traditionally securitised instruments where the creditor is reported as a financial vehicle corporation (FVC). The check is performed by comparing the [Counterparty identifier], [Institutional sector] and [Counterparty role] attributes.
Versionen
Quelldokument
- AnaCredit validation checks, version 1.8 (version 1.8)
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.