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 (2020/11 version) (2020/11, nicht die neueste Fassung)
Betrifft folgende Attribute
Gehört zu Datensätzen
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