CN0868 - This validation check ensures that the values reported for the [Protection value]…
Definition
[Protection received.Protection value] >= each individual record of [Instrument- protection received.Protection allocated value] WHERE [Protection received.Protection identifier] = [Instrument-protection received.Protection identifier] AND [Protection received.Type of protection value] <> 'Notional amount'
Kurzbeschreibung
This validation check ensures that the values reported for the [Protection value] attribute is consistent with the [Protection allocated value] attribute. This means that in accordance with p. 175 of Part II of the AnaCredit Manual (which states that the protection allocated value is the maximum amount of the protection value that can be considered as credit protection for the instrument) for any combination of instrument and protection, the protection allocated value cannot exceed the actual total value of the protection item. This however excludes cases where the type of protection value is a notional amount – which might have a higher market value (e.g. 2 year government bonds with negative yield) as set out in Part III of the AnaCredit Manual, Table 8.
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
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.