CN0622 - This validation check ensures that the same counterparty is not both a creditor and a…

Definition

[Protection received.Protection provider identifier] DOES NOT EXIST IN {[Counterparty-instrument.Counterparty identifier] | ([Instrument-Protection received.Observed agent identifier],[Instrument-Protection received.Contract identifier],[Instrument-Protection received.Instrument identifier]) = ([Counterpartyinstrument.Observed agent identifier],[Counterparty-instrument.Contract identifier],[Counterparty-instrument.Instrument identifier]) AND [Counterpartyinstrument.Counterparty role] = ‘Creditor’ }

Kurzbeschreibung

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

Versionen

• Ältere Version (2018/04)
• Neuere Version (2018/11)
• Änderungen in 2018/11 anzeigen →
• Keine Änderungen zur Vorgängerversion.

Quelldokument

• AnaCredit validation checks (2018/08 version) (2018/08, nicht die neueste Fassung)

Betrifft folgende Attribute

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