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 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 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

• Ältere Version (2018/08)
• Neuere Version (2019/03)
• Keine Änderungen zur Vorgängerversion.

Quelldokument

• AnaCredit validation checks (2018/11 version) (2018/11, nicht die neueste Fassung)

Betrifft folgende Attribute

• Counterparty identifier
• Counterparty role
• Institutional sector
• Type of securitisation

Gehört zu Datensätzen

• Counterparty default dataset
• Counterparty reference data
• Counterparty risk dataset
• Counterparty-instrument dataset
• Financial dataset
• Joint liabilities dataset