Order |
Field Name |
Enumeration |
Definition |
1 |
Organisational unit level 1 |
|
Please enter the highest logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
2 |
Organisational unit level 2 |
|
Please enter the second logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
3 |
Organisational unit level 3 |
|
Please enter the third (if applicable) logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
4 |
Country of exposure |
CountryofExposure |
The country of residence of the obligor on an ultimate risk basis. The definition should be consistent with that used for the purposes of the 'geographical breakdown of exposures by residence of the obligor' in COREP (C 09.01 and C 09.02). When the exposure is to an international corporate body and therefore cannot be attributed to a specific country, the SUPRA continental enumerations should be used. Continental totals provided should only be used in projections templates when no specific country can be identified, they should not be used in actuals templates. |
5 |
Wholesale asset class |
Wholesaleassetclass |
A defined grouping of wholesale assets typically of similar characteristics. An asset is any property, right, entitlement or interest. |
6 |
Counterparty credit risk type |
Counterpartycreditrisktype |
A classification of exposures used for a breakdown of counterpart credit risk RWA and Expected Loss figures. Exposures are reported as the sum of legal netting sets containing one of the specified exposure types. Securities financing transactions are considered to be: repurchase transactions; securities or commodities lending or borrowing transactions; margin lending transactions. |
7 |
Context |
Context_CCR |
The sheet name within the STDF template of which the data item is being referenced. |
8 |
Rule ID |
|
The rule ID the comment refers to. |
9 |
|
The comment made by the firm in relate to the rule or context of the respective template. |