D_IMPLCT_RVRS_RPRCHS_LNS

Where, for [simple_tooltip content='RVRS_RPRCHS_LNS; As defined in Regulation (EU) No 680/2014, Annex V, Part 2.41 (e). It corresponds to "claims under reverse repos or securities borrowing against cash collateral", as defined in Regulation (EU) No 1071/2013, Annex II, Part 2, and to "securities lending" with cash collateral and "repurchase agreements", as defined in point 5(126) to (133) of Annex A to Regulation (EU) No 549/2013.']Reverse repurchase loans[/simple_tooltip]:

– [simple_tooltip content='CNNCTD_FCTRNG_ID; An identifier to establish the relation with the factoring operation. This variable contains the Instrument unique identifier of the related factoring operation (i.e. the instance of the cube Factoring)']Connected factoring operation identifier[/simple_tooltip] is by default null
– [simple_tooltip content='IS_CRDT_LN_OTHR_RV_CRDT; As defined in Regulation 2016/867 of the European Central Bank (ECB/2016/13), Annex IV.']Is credit line other than revolving credit[/simple_tooltip] is by default Not applicable (0)
– [simple_tooltip content='DT_END_INTRST_ONLY; The date on which the interest-only period ends. Interest-only is an instrument for which, for a contractually set period, only the interest on the principal balance is paid, with the principal balance remaining unchanged.']End date of the interest-only period[/simple_tooltip] is by default null
– [simple_tooltip content='PRJCT_FNNC_LN; Identification of project finance to identify in case of a project finance loan in accordance with Implementing Regulation (EU) No 680/2014.']Project finance loan[/simple_tooltip] is by default [simple_tooltip content='The instrument is not a project finance loan in accordance with Implementing Regulation (EU) No 680/2014.']Non-project finance loan (2)[/simple_tooltip]
– if [simple_tooltip content='IS_DBT_FNNCNG; Financing of outstanding or maturing debt. This includes debt refinancing.']Is debt financing[/simple_tooltip] is TRUE (T), then [simple_tooltip content='PRPS; Classification of instruments according to their purpose.']Purpose[/simple_tooltip] is [simple_tooltip content='Financing of outstanding or maturing debt. This includes debt refinancing.']Debt financing (5)[/simple_tooltip]
else [simple_tooltip content='Other purposes not included in other categories of financing, including loans for consumption purposes to sole proprietorships/partnerships without legal status (see Part 3 of Annex II) if these are not already reported under the category ‘consumption’.']Purposes other than real estate purchase, margin lending, debt financing, imports, exports, construction investment, working capital facility (11)[/simple_tooltip]
– [simple_tooltip content='PYMNT_FRQNCY; Frequency of payments due, either of principal or interest, i.e. number of months between payments.']Payment frequency[/simple_tooltip] is by default [simple_tooltip content='Amortisation in which the full principal amount is repaid in the last instalment regardless of the interest payment frequency.']Bullet (4)[/simple_tooltip]
– [simple_tooltip content='RPYMNT_RGHTS; Classification of credit exposures according to the creditors rights to claim the repayment of the exposure. On domand or at short notice']Repayment rights[/simple_tooltip] is by default [simple_tooltip content='Instruments subject to repayment rights other than on demand or at short notice.']Other (2)[/simple_tooltip]
– [simple_tooltip content='IS_RVLVNG_LN; As defined in Regulation (EU) No 1071/2013, Annex II, Part 2.']Is revolving loan[/simple_tooltip] is by default Not applicable (0)
– [simple_tooltip content='SBRDNTD_DBT; Identification of subordinated debt. Subordinated debt instruments provide a subsidiary claim on the issuing institution that can only be exercised after all claims with a higher status (e.g. deposits/loans) have been satisfied.']Subordinated debt[/simple_tooltip] is by default [simple_tooltip content='The instrument is not a subordinated debt in accordance with the Table in Annex II to Regulation (EU) No 1071/2013 (ECB/2013/33).']Non-subordinated debt (2)[/simple_tooltip]
– [simple_tooltip content='TYP_AMRTSTN; Type of amortisation of the instrument including principal and interest.']Type of amortisation[/simple_tooltip] is by default [simple_tooltip content='Amortisation in which the full principal amount is repaid in the last instalment.']Bullet (4)[/simple_tooltip]
– [simple_tooltip content='TYP_INSTRMNT; Classification of the instrument according to the type of contractual terms agreed between the parties.']Type of instrument[/simple_tooltip] is [simple_tooltip content='Reverse repurchase agreements as defined Part 2.14 of Annex V to Implementing Regulation (EU) No 680/2014.']Reverse repurchase agreements (1003)[/simple_tooltip]

Scheme dependencies:

Transformation Scheme ID

D_IMPLCT_RVRS_RPRCHS_LNS

Description

Derivation of the variables with implict value for “Reverse repurchase loans”

Classification

Phase Type Subtype Related entity
Preparation Derivation Implicit LN

Natural language

Where, for Reverse repurchase loans:

Connected factoring operation identifier is by default null
Is credit line other than revolving credit is by default Not applicable (0)
End date of the interest-only period is by default null
Project finance loan is by default Non-project finance loan (2)
– if Is debt financing is TRUE (T), then Purpose is Debt financing (5)
else Purposes other than real estate purchase, margin lending, debt financing, imports, exports, construction investment, working capital facility (11)
Payment frequency is by default Bullet (4)
Repayment rights is by default Other (2)
Is revolving loan is by default Not applicable (0)
Subordinated debt is by default Non-subordinated debt (2)
Type of amortisation is by default Bullet (4)
Type of instrument is Reverse repurchase agreements (1003)

Scheme dependencies:

VTL Syntax

0 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS [calc null as "CNNCTD_FCTRNG_ID"];
1 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "0" as "IS_CRDT_LN_OTHR_RV_CRDT"];
2 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc null as "DT_END_INTRST_ONLY"];
3 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "2" as "PRJCT_FNNC_LN"];
4 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc (
if IS_DBT_FNNCNG = "T" then 5
else 11
) as "PRPS"];
5 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "4" as "PYMNT_FRQNCY"];
6 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "2" as "RPYMNT_RGHTS"];
7 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "0" as "IS_RVLVNG_LN"];
8 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "2" as "SBRDNTD_DBT"];
9 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "4" as "TYP_AMRTSTN"];
10 RVRS_RPRCHS_LNS_E := RVRS_RPRCHS_LNS_E [calc "1003" as "TYP_INSTRMNT"];