CN0621 - This validation check ensures that that the same counterparty is not both a creditor and…

Definition

Let A = {[Counterparty-instrument.Counterparty role]} for ([Counterparty- instrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier],[Counterparty- instrument.Counterparty identifier]). THEN, 'Creditor' IN A IF AND ONLY IF 'Debtor' NOT IN A

Kurzbeschreibung

This validation check ensures that that the same counterparty is not both a creditor and a debtor for the same instrument. This is performed by comparing a combination of unique identifiers with the role of the counterparty.

Versionen

• Ältere Version (2017/08)
• Neuere Version (2018/08)
• Keine Änderungen zur Vorgängerversion.

Quelldokument

• AnaCredit validation checks (2018/04 version) (2018/04, nicht die neueste Fassung)

Betrifft folgende Attribute

• Contract identifier
• Counterparty identifier
• Counterparty role
• Instrument identifier
• Observed agent identifier

Gehört zu Datensätzen

• Accounting dataset
• Counterparty default dataset
• Counterparty reference data
• Counterparty risk dataset
• Counterparty-instrument dataset
• Financial dataset
• Instrument dataset
• Instrument-protection received dataset
• Joint liabilities dataset
• Protection received dataset