G_PRTCTN_RCVD_AC

Extract from cube [simple_tooltip content='TRNSCTNS_CNTRPRTS_E']Transactions-Counterparties – Enriched[/simple_tooltip]:
– [simple_tooltip content='TRNSCTN_ID; An identifier applied by the reporting agent to uniquely identify each transaction (loan/deposit, credit facility, guarantee, securitisation).']Transaction identifier[/simple_tooltip]
– [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]
for which:
– [simple_tooltip content='TYP_TRNSCTN; It defines the type of transaction to which the transaction identifier refers.']Type of transaction[/simple_tooltip] is Protection received other than real estate (3)
– [simple_tooltip content='CNTRPRTY_RL; Role of the counterparty in a transaction.']Counterparty role in a transaction[/simple_tooltip] is Protection provider (2)
– [simple_tooltip content='IS_PRMRY_PRTCTN_PRVDR; It identifies the primary protection provider in case of multiple protection providers (related to one protection).']Is primary protection provider[/simple_tooltip] is TRUE (T)

Add protection provider identifier from:
– [simple_tooltip content='PRTCTN_RCVD_E']Protection received – Enriched[/simple_tooltip]

Connect to related instrument using cube:
– [simple_tooltip content='INSTRMNTS_PRTCTNS_E']Instruments-protections – Enriched[/simple_tooltip]

Connect to loans in order to retrieve:
– [simple_tooltip content='INSTRMNT_ID; An identifier applied by the reporting agent to uniquely identify each instrument under a single contract. Each instrument must have one instrument identifier. This value will not change over time and cannot be used as the instrument identifier for any other instrument under the same contract.']Instrument identifier[/simple_tooltip]
– [simple_tooltip content='CNTRCT_ID; An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract.']Contract identifier[/simple_tooltip]
– [simple_tooltip content='OBSRVD_AGNT_ID; Counterparty identifier for the observed agent.']Observed agent identifier [/simple_tooltip]

Set [simple_tooltip content='RL_ESTT_CLLTRL_LCTN; Region or country where the collateral is located.']Real estate collateral location[/simple_tooltip] to:
– Not applicable (0)

Scheme dependencies:

Transformation Scheme ID

G_PRTCTN_RCVD_AC

Description

Preparation of subsets of protection cubes not related to real estate

Classification

Phase Type Subtype Related entity
Generation Generation AnaCredit

Natural language

Extract from cube Transactions-Counterparties – Enriched:
Transaction identifier
Counterparty identifier
for which:
Type of transaction is Protection received other than real estate (3)
Counterparty role in a transaction is Protection provider (2)
Is primary protection provider is TRUE (T)

Add protection provider identifier from:
Protection received – Enriched

Connect to related instrument using cube:
Instruments-protections – Enriched

Connect to loans in order to retrieve:
Instrument identifier
Contract identifier
Observed agent identifier

Set Real estate collateral location to:
– Not applicable (0)

Scheme dependencies:

VTL Syntax

0 TRNSCTNS_CNTRPRTS_SUB := TRNSCTNS_CNTRPRTS_E [filter (TYP_TRNSCTN = "3" and CNTRPRTY_RL = "2" and IS_PRMRY_PRTCTN_PRVDR = "T"), keep (TRNSCTN_ID as "PRTCTN_ID")];
1 PRTCTN_RCVD_AC := [inner PRTCTN_RCVD_E as "A", TRNSCTNS_CNTRPRTS_SUB as "B" on A.PRTCTN_ID = B.PRTCTN_ID] {keep (A.ALL_VARIABLES, B.PRTCTN_PRVD_ID)};
2 PRTCTN_RCVD_AC := [inner PRTCTN_RCVD_AC as "A", INSTRMNTS_PRTCTNS_E as "B" on A.PRTCTN_ID = B.PRTCTN_ID] {keep (A.ALL_VARIABLES, B.INSTRMNT_UNQ_ID, B.PRTCTN_ALLCTD_VL, B.THRD_PRTY_PRRTY_CLMS)};
3 PRTCTN_RCVD_AC := [inner PRTCTN_RCVD_AC as "A", LN_AC as "B" on A.PRTCTN_ID = B.PRTCTN_ID] {keep (A.ALL_VARIABLES, B.INSTRMNT_ID, B.CNTRCT_ID, B.OBSRVD_AGNT_ID)};
4 PRTCTN_RCVD_AC := PRTCTN_RCVD_AC [calc "0" as "RL_ESTT_CLLTRL_LCTN"];