CN0832A - This validation check ensures that the attributes [Probability of default] and [Default…

Validierungsregeln Finnland (Suomen Pankki) Konsistenz Angezeigte Fassung: 1.18 Vorgängerversion: 1.17

Definition

[Counterparty risk.Probability of Default] = 1 IF AND ONLY IF [([Counterparty default.Default status of the counterparty] IN { 'Default because both 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 ([Financial.Default status of the instrument] IN { 'Default because both unlikely to pay', 'Default because more than 90/180 days past due','Default because both unlikely to pay and more than90/180 days past due'} for all instruments where [Counterparty-instrument.Counterparty role] = 'Debtor')] Note: The check is to be executed only when [Counterparty risk.Probability of Default] is reported and either [Counterparty default.Default status of the counterparty] or at least one [Financial.Default status of the instrument] is reported for a loan where the counterparty acts as a debtor

Kurzbeschreibung

This validation check ensures that the attributes [Probability of default] and [Default status of the counterparty] are reported in a consistent manner. This means that if the value of 100% is reported in [Probabilityof default], then the counterparty is in default if the definition of default is applied at the level of a counterpartyor, if the definition of default is not applied at the level of a counterparty, all instruments of the counterparty are in default (provided that the counterparty is a debtor). Note: The check is to be executed only when [Counterparty risk.Probability of Default] is reported and either [Counterparty default.Default status of the counterparty] or at least one [Financial.Default status of the instrument] is reported for a loan where the counterparty acts as a debtor

Schweregrad: Warning

Prüfumfang: M

Referenzprüfung

Auslösender Datensatz: Counterparty risk and default record
Referenzierter Datensatz: Counterparty risk and default record Instrument information record

Versionen

Ältere Version (1.17)
Keine Änderungen zur Vorgängerversion.

Quelldokument

Validation checks for credit data collection v1.18 (published 30 October 2025), valid from reporting periods 1 January 2026 - (v1.18)

Betrifft folgende Attribute

Gehört zu Datensätzen

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