G_IS_CMPNNT_LGL_ENTTY

Transformation scheme for the generation of a dataset of the following structure: [simple_tooltip content='INSTRMNT_UNQ_ID; An identifier applied by the reporting agent to uniquely identify each instrument.']Instrument unique identifier[/simple_tooltip], Is component of the legal entity (Boolean) where the variable Is component of the legal entity (IS_CMPNNT_LGL_ENTTY) is true if and only if the debtor (i.e. [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 given [simple_tooltip content='INSTRMNT_UNQ_ID; An identifier applied by the reporting agent to uniquely identify each instrument.']Instrument unique identifier[/simple_tooltip] (in the cube [simple_tooltip content='TRNSCTNS_CNTRPRTS_E']Transactions-Counterparties – Enriched[/simple_tooltip]) is present in the cube [simple_tooltip content='CMPSTN_LGL_ENTTY; It contains the components (head office and foreign branches) of the legal entity to which the institution processing the data belongs to.']Composition of the legal entity[/simple_tooltip].

Scheme dependencies:

Transformation Scheme ID

G_IS_CMPNNT_LGL_ENTTY

Description

Generation of a dataset {Instrument unique idnetifier, Is component legel entity}

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

Transformation scheme for the generation of a dataset of the following structure: Instrument unique identifier, Is component of the legal entity (Boolean) where the variable Is component of the legal entity (IS_CMPNNT_LGL_ENTTY) is true if and only if the debtor (i.e. Counterparty identifier) of the given Instrument unique identifier (in the cube Transactions-Counterparties – Enriched) is present in the cube Composition of the legal entity.

Scheme dependencies:

VTL Syntax

0 TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY := TRNSCTNS_CNTRPRTS_E [filter (TYP_TRNSCTN = "1" and CNTRPRTY_RL = "1"), keep (TRNSCTN_ID as "INSTRMNT_UNQ_ID", CNTRPRTY_ID)];
1 CMPSTN_LGL_ENTTY_TMP := CMPSTN_LGL_ENTTY [calc "T" as "CNNCTD"];
2 TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY := [left TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY as "A", CMPSTN_LGL_ENTTY_TMP as "B" on A.CNTRPRTY_ID = B.CMPNNT_ID] {};
3 TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY := TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY [calc (
if not isnull (CNNCTD) then "T"
else "F"
) as "IS_CMPNNT_LGL_ENTTY"];
4 TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY := TRNSCTNS_CNTRPRTS_IS_CMPNNT_LGL_ENTTY [keep (INSTRMNT_UNQ_ID, IS_CMPNNT_LGL_ENTTY)];