G_ENTTY_INFRMTN

Extract:
– subset of the cube [simple_tooltip content='RGSTRY_TBL_SCRTS_E']Registry table of securities – Enriched[/simple_tooltip]

Add:
– [simple_tooltip content='CNTRPRTY_ID; An identifier applied by the reporting agent to uniquely identify each counterparty. Each counterparty must have one counterparty identifier. This value will not change over time and cannot be used as the counterparty identifier for any other counterparty.']Counterparty identifier[/simple_tooltip] of the issuer

Join:
– the relevant datasets to identify intra group securities

Scheme dependencies:

Transformation Scheme ID

G_ENTTY_INFRMTN

Description

Setup of the dataset Entity information

Classification

Phase Type Subtype Related entity
Generation Generation SHS

Natural language

Extract:
– subset of the cube Registry table of securities – Enriched

Add:
Counterparty identifier of the issuer

Join:
– the relevant datasets to identify intra group securities

Scheme dependencies:

VTL Syntax

0 RGSTRY_TBL_SCRTS_SUB := RGSTRY_TBL_SCRTS_E [keep (SCRTY_ID, ISSR_ID, UNT_MSR_NV)];
1 ENTTY_INFRMTN := [inner OWND_SCRTY_GRP_E as "A", RGSTRY_TBL_SCRTS_SUB as "B" on A.SCRTY_ID = B.SCRTY_ID] {keep (A.ALL_VARIABLES, B.ISSR_ID, B.UNT_MSR_NV)};
2 GRP_SUB := GRP [keep (LGL_ENTTY_ID, PRCNTG_CNSLDTN, TYP_PRDTL_CNSLDTN)];
3 GRP_SUB := GRP_SUB [calc "T" as "CNNCTD"];
4 ENTTY_INFRMTN := [left ENTTY_INFRMTN as "A", GRP_SUB as "B" on A.ISSR_ID = B.LGL_ENTTY_ID] {keep (A.ALL_VARIABLES, B.CNNCTD, B.PRCNTG_CNSLDTN, B.TYP_PRDTL_CNSLDTN)};
5 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if not isnull (CNNCTD) then "T"
else "F"
) as "IS_INTRGRP_SCRTY"];
6 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else ACCNTNG_CLSSFCTN
) as "ACCNTNG_CLSSFCTN_SHS"];
7 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else PRDNTL_PRTFL
) as "PRDNTL_PRTFL_SHS"];
8 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else SRC_ENCMBRNC
) as "SRC_ENCMBRNC_SHS"];
9 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else IMPRMNT_STTS
) as "IMPRMNT_STTS_SHS"];
10 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else APPRCH_PRDNTL_PRPSS
) as "APPRCH_PRDNTL_PRPSS_SHS"];
11 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else IMPRMNT_ASSSSMNT_MTHD
) as "IMPRMNT_ASSSSMNT_MTHD_SHS"];
12 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then null
else CRRYNG_AMNT
) as "CRRYNG_AMNT_SHS"];
13 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then null
else ACCMLTD_IMPRMNT
) as "ACCMLTD_IMPRMNT_SHS"];
14 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then "0"
else CMLTV_RCVRS_SNC_DFLT
) as "CMLTV_RCVRS_SNC_DFLT_SHS"];
15 ENTTY_INFRMTN := ENTTY_INFRMTN [calc (
if IS_INTRGRP_SCRTY = "T" or IS_SHRT_PSTN = "T" then null
else EXPSR_VL
) as "EXPSR_VL_SHS"];
16 ENTTY_INFRMTN := [left ENTTY_INFRMTN as "A", D_EXPSR_CLSS as "B" on A.ACCNTNG_CLSSFCTN = B.ACCNTNG_CLSSFCTN and A.APPRCH_PRDNTL_PRPSS = B.APPRCH_PRDNTL_PRPSS and A.EXPSR_CLSS = B.EXPSR_CLSS and A.IMPRMNT_STTS = B.IMPRMNT_STTS and A.OWNR_INTRNL_ID = B.OWNR_INTRNL_ID and A.PRDNTL_PRTFL = B.PRDNTL_PRTFL and A.SCRTY_ID = B.SCRTY_ID and A.SRC_ENCMBRNC = B.SRC_ENCMBRNC] {keep (A.ALL_VARIABLES, B.EXPSR_CLSS as "EXPSR_CLSS_SHS")};
17 ENTTY_INFRMTN := ENTTY_INFRMTN [keep (SCRTY_ID role Identifier, OWNR_INTRNL_ID as "ENTITY_ID" role Identifier, ACCNTNG_CLSSFCTN_SHS as "ACCNTNG_CLSSFCTN" role Identifier, PRDNTL_PRTFL_SHS as "PRDNTL_PRTFL" role Identifier, SRC_ENCMBRNC_SHS as "SRC_ENCMBRNC" role Identifier, IMPRMNT_STTS_SHS as "IMPRMNT_STTS" role Identifier, APPRCH_PRDNTL_PRPSS_SHS as "APPRCH_PRDNTL_PRPSS" role Identifier, EXPSR_CLSS_SHS as "EXPSR_CLSS" role Identifier, IMPRMNT_ASSSSMNT_MTHD_SHS as "IMPRMNT_ASSSSMNT_MTHD", NMNL_VL, UNT_MSR_NV as "UNIT_MEASURE_NV", MRKT_VL, CRRYNG_AMNT_SHS as "CRRYNG_AMNT", ACCMLTD_IMPRMNT_SHS as "ACCMLTD_IMPRMNT", ACCMLTD_CHNGS_FV_CR, CMLTV_RCVRS_SNC_DFLT_SHS as "CMLTV_RCVRS_SNC_DFLT", EXPSR_VL_SHS as "EXPSR_VL")];