202101 CorporateSovereignFinInstCreditRisk
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Organisational unit level 1 | String (255 long) | Organisationalunitlevel1 | - | Yes | ||||
2 | Organisational unit level 2 | String (255 long) | Organisationalunitlevel2 | - | Yes | ||||
3 | Organisational unit level 3 | String (255 long) | Organisationalunitlevel3 | - | Yes | ||||
4 | Country of exposure | String (255 long) | CountryofExposure | CountryofExposure | Yes | Yes | |||
5 | Wholesale asset class | String (255 long) | Wholesaleassetclass | Wholesaleassetclass | Yes | Yes | |||
6 | Industrial classification | String (255 long) | Industrialclassification | Industrialclassification | Yes | Yes | |||
7 | Basel approach | String (255 long) | BaselApproach | BaselApproach | Yes | Yes | |||
8 | Credit rating scale name | String (255 long) | Creditratingscalename | Creditratingscalename | Yes | Yes | |||
9 | Internal credit rating | String (255 long) | Wholesaleinternalcreditrating | Internalcreditrating | Yes | Yes | |||
10 | Default status | String (255 long) | DefaultStatus | DefaultStatus | Yes | Yes | |||
11 | LTV band | String (255 long) | IndexedLTVband | IndexedLTVBand | - | Yes | |||
12 | Drawn balance | Float | DrawnBalance | 0.0000 | Inclusive | Yes | - | ||
13 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
14 | Exposure for RWA | Float | ExposureforRWA | 0.0000 | Inclusive | Yes | - | ||
15 | Exposure for impairments | Float | Exposureforimpairments | 0.0000 | Inclusive | Yes | - | ||
16 | PD regulatory | Float | PDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
17 | LGD regulatory | Float | LGDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
18 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - | ||
19 | Secured exposure | Float | Securedexposure | Yes | - | ||||
20 | Senior unsecured exposure | Float | Seniorunsecuredexposure | Yes | - | ||||
21 | Subordinated unsecured exposure | Float | Subordinatedunsecuredexposure | Yes | - | ||||
22 | Number of obligors | Int | NumberofObligors | 0.0000 | Inclusive | Yes | - | ||
23 | Committed Limit | Float | CommittedLimit | 0.0000 | Exclusive | Yes | - | ||
24 | Exposure for RWA covered by government lending schemes | Float | EforRWAcoveredbyGLS | - | - |