G_SHSG4_NON_ISIN

This transformation scheme generates the cube [simple_tooltip content='SHSG4_NON_ISIN']SHS Group data reporting – non ISIN holding data[/simple_tooltip].
Starting from the dataset Group information (GRP_INFRMTN) we extract all records where no [simple_tooltip content='ISIN; ISIN of the security.']ISIN[/simple_tooltip] is present. We then add the variable [simple_tooltip content='RSK_WGHT; Risk-weights associated with the exposure, in accordance with the Regulation (EU) No 575/2013.']Risk weight[/simple_tooltip] and join with the dataset Entity information (ENTTY_INFRMTN). Finally we reduce the structure of the dataset to match the cube [simple_tooltip content='SHSG4_NON_ISIN']SHS Group data reporting – non ISIN holding data[/simple_tooltip].

Scheme dependencies:

Transformation Scheme ID

G_SHSG4_NON_ISIN

Description

Generation of the cube SHSG4_NON_ISIN

Classification

Phase Type Subtype Related entity
Generation Generation SHS

Natural language

This transformation scheme generates the cube SHS Group data reporting – non ISIN holding data.
Starting from the dataset Group information (GRP_INFRMTN) we extract all records where no ISIN is present. We then add the variable Risk weight and join with the dataset Entity information (ENTTY_INFRMTN). Finally we reduce the structure of the dataset to match the cube SHS Group data reporting – non ISIN holding data.

Scheme dependencies:

VTL Syntax

0 SHSG4_NON_ISIN := GRP_INFRMTN [filter (isnull (ISIN))];
1 SHSG4_NON_ISIN := [left SHSG4_NON_ISIN as "A", D_RSK_WGHT 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.RSK_WGHT)};
2 SHSG4_NON_ISIN := [inner SHSG4_NON_ISIN as "A", ENTTY_INFRMTN as "B" on A.SCRTY_ID = B.SCRTY_ID] {keep (SCRTY_ID role Identifier, INSTR_CLASS, ISSUE_DATE, MAT_DATE, NOM_CURR, PRIMARY_ASSET_CLASS, SENIORITY_TYPE, ASSET_SECURITISATION_TYPE, SECURITY_STATUS, SECURITY_STATUS_DATE, ARREARS, ARREARS_DATE, COLLATERAL_AREA, GUARANTOR_ID, ISSUER_ID, ISSUER_LEI, ISSUER_NAME, ISSUER_COUNTRY, ISSUER_SECTOR, ISSUER_NACE_SECTOR, ENTITY_STATUS, ENTITY_STATUS_DATE, GROUP_ID role Identifier, INTRA_GROUP_PRUD_SCOPE, INTRA_GROUP_ACC_SCOPE, FRBRNC_STTS, DT_FRBRNC_STTS, PRFRMNG_STTS, DT_PRFRMNG_STTS, DFLT_STTS_ISSR, DT_DFLT_STTS_ISSR, DFLT_STTS_INSTRMNT, DT_DFLT_STTS_INSTRMNT, PD, LGD_DWNTRNS, LGD_NRML, RSK_WGHT, ENTITY_ID role Identifier, ACCNTNG_CLSSFCTN role Identifier, PRDNTL_PRTFL role Identifier, SRC_ENCMBRNC role Identifier, IMPRMNT_STTS role Identifier, APPRCH_PRDNTL_PRPSS role Identifier, EXPSR_CLSS role Identifier, IMPRMNT_ASSSSMNT_MTHD, NMNL_VL, UNIT_MEASURE_NV, MRKT_VL, CRRYNG_AMNT, ACCMLTD_IMPRMNT, ACCMLTD_CHNGS_FV_CR, CMLTV_RCVRS_SNC_DFLT, EXPSR_VL)};