CN0716 - This validation check ensures that the attributes [Cumulative recoveries since default]…
Definition
IF ([Financial.Default status of the instrument] IN {“Default because unlikely to pay”, “Default because more than 90/180 days past due”, “Default because both unlikely to pay and more than 90/180 days past due”} OR [Counterparty default.Default status of the counterparty] IN {“Default because unlikely to pay”, “Default because more than 90/180 days past due”, “Default because both unlikely to pay and more than 90/180 days past due”}) AND [Financial.Default status of the instrument] <> “Not in default” THEN [Accounting.Cumulative recoveries since default] <> “Non-applicable”
Kurzbeschreibung
This validation check ensures that the attributes [Cumulative recoveries since default] and [Default status of the instrument] or [Counterparty default. Default status of the counterparty] are reported in a consistent manner. This means that an amount is reported in [Cumulative recoveries since default] if the instrument (or the counterparty, if the definition of default is only applied at the level of a counterparty) has been in default prior to or on the reporting reference date.
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.