Pool of (repo) items

It contains all protection related to a reverse repurchase agreement which is evaluated at pool level.

Cube ID

PL_ITM

Instructions

It contains all protection related to a reverse repurchase agreement which is evaluated at pool level.

Cube Structure Items

Variable ID Role Subdomain
Protection identifier PRTCTN_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Protection valuation approach PRTCTN_VLTN_APPRCH Attribute AnaCredit - ECB collection
Maturity date of the protection DT_MTRTY_PRTCTN Observation All possible dates
Date of original protection value DT_ORGNL_PRTCTN_VL Observation All possible dates
Protection valuation date DT_PRTCTN_VLTN Observation All possible dates
Observed agent internal identifier OBSRVD_AGNT_INTRNL_ID Observation String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Original protection value ORGNL_PRTCTN_VL Observation Non negative monetary amounts with 2 decimals.
Protection value PRTCTN_VL Observation Non negative monetary amounts with 2 decimals.
Type of protection TYP_PRTCTN Observation Types of protection applicable to a pool of (repo) items
Type of protection value TYP_PRTCTN_VL Observation AnaCredit - ECB collection

Legal references

  • No legal references provided