CN0640 - This validation check ensures that a change in the [Default status of the counterparty]…

Definition

Let T be the reference date, IF [Counterparty default.Default status of the counterparty] (T) <> [Counterparty default.Default status of the counterparty] (T-1) THEN [Counterparty default.Date of the default status of the counterparty] (T) > [Counterparty default.Date of the default status of the counterparty] (T-1)

Kurzbeschreibung

This validation check ensures that a change in the [Default status of the counterparty] attribute has a corresponding change in the [Date of the default status of the counterparty] attribute. This means that the value of one attribute cannot change without a proper change in the value of the other attribute.

Referenzprüfung

Auslösender Datensatz

Counterparty risk and default record

Referenzierter Datensatz

Counterparty risk and default record

Versionen

• Neuere Version (1.17)

Quelldokument

• Validation checks for credit data collection v1.16 (published 26 March 2023), valid from reporting periods 1 June 2024 - 28 February 2025 (v1.16, nicht die neueste Fassung)

Betrifft folgende Attribute

• Default status of the instrument (DFLT_STTS)

Gehört zu Datensätzen

• Counterparty Risk And Default
• Instrument Information