CN0816 - This validation check ensures that the value reported for the attribute [Counterparty…

Definition

IF [Counterparty default.Date of the default status of the counterparty] = 'Non-applicable' AND [Counterparty default.Default status of the counterparty] <> 'Non-applicable' THEN [Counterparty default.Default status of the counterparty] = 'Not in default'

Kurzbeschreibung

This validation check ensures that the value reported for the attribute [Counterparty default. Date of the default status of the counterparty] is consistent with the attribute [Counterparty default.Default status of the counterparty]. In particular this means that debtors where a default status is assessed at the level of the counterparty and where a “Not applicable” value is reported as the date of default can only be reported as not being in a default.

Referenzprüfung

Auslösender Datensatz

Counterparty risk and default record

Referenzierter Datensatz

Counterparty risk and default record

Versionen

• Ältere Version (1.16)
• Neuere Version (1.18)
• Keine Änderungen zur Vorgängerversion.

Quelldokument

• Validation checks for credit data collection v1.17 (published 30 January 2025), valid from reporting periods 1 March 2025 - 31 December 2025 (v1.17, nicht die neueste Fassung)

Betrifft folgende Attribute

• Default status of the instrument (DFLT_STTS)

Gehört zu Datensätzen

• Counterparty Risk And Default
• Instrument Information