CN0845 - This validation check ensures that the values reported for the [Default status of the…

Definition

IF [Accounting.Cumulative recoveries since default] = 'Non-applicable' THEN [Counterparty default.Default status of the counterparty] IN {'Not in default', 'Non-applicable'} AND [Financial.Default status of the Instrument] IN {'Not in default','Non-applicable'}

Kurzbeschreibung

This validation check ensures that the values reported for the [Default status of the counterparty] and [Default status of the Instrument] attributes are consistent with the [Cumulative recoveries since default] attribute. This means that counterparties or instruments for which the cumulative recoveries principle does not apply are not in default.

Referenzprüfung

Auslösender Datensatz

Accounting 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

• Cumulative recoveries since default (CMLTV_RCVRS_SNC_DFLT)
• Default status of the instrument (DFLT_STTS)

Gehört zu Datensätzen

• Accounting
• Counterparty Risk And Default
• Instrument Information