V_SCRTSTN_TRNSFR_ID2

Validates if:
– for every [simple_tooltip content='SCRTSTN_TRNSFR_ID; It univocally identifies each securitisation or credit transfer.']Securitisation/transfer identifier[/simple_tooltip] for which [simple_tooltip content='TYP_RSK_TRNSFR; It defines the type of risk transfer.']Type of risk transfer[/simple_tooltip] is [simple_tooltip content='As defined in Article 241(10) of Regulation No 575/2013.']Traditional securitisation (1)[/simple_tooltip]
from cube [simple_tooltip content='SCRTSTNS_OTHR_CRDT_TRNSFRS; It comprises information on securitisations, as defined in Article 4.1(61) of Regulation No 575/2013, and other sales of assets. It must be filled:

a. when the securitisation or the credit transfer originates from the institution and the transferred assets are recognised in its balance sheet; or

b. when the transferred assets are serviced by the institution, both in the case the securitisation or the credit transfer originates from the institution and in the case it originates from another entity.
']Securitisations and other credit transfers[/simple_tooltip]
– there exists a corresponding [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] from cube [simple_tooltip content='TRNSCTNS_CNTRPRTS; It contains the relationships between transactions and counterparties, for all transactions where the counterparty is relevant for reporting purposes.']Transactions-Counterparties[/simple_tooltip]
for which [simple_tooltip content='CNTRPRTY_RL; Role of the counterparty in a transaction.']Counterparty role in a transaction[/simple_tooltip] is Transferee (5)

Scheme dependencies:

Transformation Scheme ID

V_SCRTSTN_TRNSFR_ID2

Description

Validates whether for each traditional securitisation there is a transferee

Classification

Phase Type Subtype Related entity
Preparation Validation Completeness SCRTSTNS_OTHR_CRDT_TRNSFRS

Natural language

Validates if:
– for every Securitisation/transfer identifier for which Type of risk transfer is Traditional securitisation (1)
from cube Securitisations and other credit transfers
– there exists a corresponding Transaction identifier from cube Transactions-Counterparties
for which Counterparty role in a transaction is Transferee (5)

Scheme dependencies:

VTL Syntax

0 SCRTSTNS_OTHR_CRDT_TRNSFRS_FLTRD := SCRTSTNS_OTHR_CRDT_TRNSFRS [filter (TYP_RSK_TRNSFR = "1")];
1 TRNSCTNS_CNTRPRTS_FLTRD := TRNSCTNS_CNTRPRTS [filter (CNTRPRTY_RL = "5")];
2 call PRCDR_RFRNTL_INTGRTY (SCRTSTNS_OTHR_CRDT_TRNSFRS_FLTRD, SCRTSTN_TRNSFR_ID, TRNSCTNS_CNTRPRTS_FLTRD, TRNSCTN_ID, V_SCRTSTN_TRNSFR_ID2);