G_ANCRDT_INSTRMNT_PRTCTN_RCVD_C

Get:
– non real estate protection content
– real estate protection content

Create:
– Database structure

Add, for each combination of [simple_tooltip content='INSTRMNT_UNQ_ID; An identifier applied by the reporting agent to uniquely identify each instrument.']Instrument unique identifier[/simple_tooltip] and [simple_tooltip content='PRTCTN_ITM_ID; An identifier applied by the reporting agent to uniquely identify each real estate. Each real estate must have one Protection item identifier. This value will not change over time and cannot be used as the Protection item identifier for any other protection.']Protection item identifier[/simple_tooltip]:
– [simple_tooltip content='THRD_PRTY_PRRTY_CLMS; The maximum amount of any existing higher ranked liens with respect to third parties other than the observed agent against the protection.']Third party priority claims against the protection [/simple_tooltip]
– [simple_tooltip content='PRTCTN_ALLCTD_VL; The maximum amount of the protection value that can be considered as credit protection for the instrument. The amount of the existing third parties or observed agent priority claims against the protection must be excluded in the protection allocated value. For protections that is eligible under Regulation (EU) No 575/2013, this value should be reported in accordance with Part 2 of Annex V to Implementing Regulation (EU) No 680/2014.']Protection allocated value[/simple_tooltip]

Create:
– set of real estate / non real estate protection content
– [simple_tooltip content='DT_RFRNC; Date to which the information in the record is referred.']Reference date[/simple_tooltip]
– [simple_tooltip content='OBSRVD_AGNT_ID; Counterparty identifier for the observed agent.']Observed agent identifier [/simple_tooltip]

Manipulate the dataset to obtain the structure of the AnaCredit output cube

Add:
– instrument-protection combinations for cash reserve of factoring operation.

Scheme dependencies:

Transformation Scheme ID

G_ANCRDT_INSTRMNT_PRTCTN_RCVD_C

Description

Generation of the output cube ‘Instrument-protection received data – ECB Collection (ANCRDT_INSTRMNT_PRTCTN_RCVD_C)’

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

Get:
– non real estate protection content
– real estate protection content

Create:
– Database structure

Add, for each combination of Instrument unique identifier and Protection item identifier:
Third party priority claims against the protection 
Protection allocated value

Create:
– set of real estate / non real estate protection content
Reference date
Observed agent identifier

Manipulate the dataset to obtain the structure of the AnaCredit output cube

Add:
– instrument-protection combinations for cash reserve of factoring operation.

Scheme dependencies:

VTL Syntax

0 ANCRDT_INSTRMNT_PRTCTN_RCVD_C_NN_RL_ESTT := PRTCTN_RCVD_AC;
1 ANCRDT_INSTRMNT_PRTCTN_RCVD_C_NN_RL_ESTT := ANCRDT_INSTRMNT_PRTCTN_RCVD_C_NN_RL_ESTT [keep (INSTRMNT_ID role Identifier, DT_RFRNC role Identifier, CNTRCT_ID role Identifier, OBSRVD_AGNT_ID role Identifier, PRTCTN_ALLCTD_VL role Measure, PRTCTN_ID role Identifier, THRD_PRTY_PRRTY_CLMS role Measure)];
2 ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT := RL_ESTT_PRTCTN_RCVD_AC;
3 THRD_PRTY_PRRTY_CLM_PR_CMBNTN := max (THRD_PRTY_PRRTY_CLM_PR_CMBNTN) group by (INSTRMNT_UNQ_ID, PRTCTN_ITM_ID);
4 PRTCTN_ALLCTD_VL_PR_CMBNTN := sum (PRTCTN_ALLCTD_VL) group by (INSTRMNT_UNQ_ID, PRTCTN_ITM_ID);
5 ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT := ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT [keep (INSTRMNT_UNQ_ID, PRTCTN_ITM_ID, CNTRCT_ID, DT_RFRNC, INSTRMNT_ID)];
6 ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT := [inner ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT as "A", THRD_PRTY_PRRTY_CLM_PR_CMBNTN as "B" on A.INSTRMNT_UNQ_ID = B.INSTRMNT_UNQ_ID and A.PRTCTN_ITM_ID = B.PRTCTN_ITM_ID] {keep (A.ALL_VARIABLES, B.THRD_PRTY_PRRTY_CLMS)};
7 ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT := [inner ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT as "A", PRTCTN_ALLCTD_VL_PR_CMBNTN as "B" on A.INSTRMNT_UNQ_ID = B.INSTRMNT_UNQ_ID and A.PRTCTN_ITM_ID = B.PRTCTN_ITM_ID] {keep (A.ALL_VARIABLES, B.PRTCTN_ALLCTD_VL)};
8 ANCRDT_INSTRMNT_PRTCTN_RCVD_C := union (ANCRDT_INSTRMNT_PRTCTN_RCVD_C_RL_ESTT, ANCRDT_INSTRMNT_PRTCTN_RCVD_C_NN_RL_ESTT);
9 ANCRDT_INSTRMNT_PRTCTN_RCVD_C := ANCRDT_INSTRMNT_PRTCTN_RCVD_C [calc CNSTNT_DT_RFRNC as "DT_RFRNC" role Identifier];
10 ANCRDT_INSTRMNT_PRTCTN_RCVD_C := ANCRDT_INSTRMNT_PRTCTN_RCVD_C [calc (G_OBSRVD_AGNT_ID1 (CNSTNT_FRM_RFRNC, INSTTTN_ID, OBSRVD_AGNT_INTRNL_ID)) as "OBSRVD_AGNT_ID" role Identifier];
11 ANCRDT_INSTRMNT_PRTCTN_RCVD_C := ANCRDT_INSTRMNT_PRTCTN_RCVD_C [keep (INSTRMNT_ID role Identifier, DT_RFRNC role Identifier, CNTRCT_ID role Identifier, OBSRVD_AGNT_ID role Identifier, PRTCTN_ALLCTD_VL role Measure, PRTCTN_ID role Identifier, THRD_PRTY_PRRTY_CLMS role Measure)];
12 ANCRDT_INSTRMNT_PRTCTN_RCVD_C := union (ANCRDT_INSTRMNT_PRTCTN_RCVD_C, CSH_RSRV_FCTRNG_ANCRDT_INSTRMNT_PRTCTN_RCVD_C);