202101 Counterparty_Credit_Risk_Losses_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Counterparty legal entity name | String (255 long) | Counterpartylegalentityname | Yes | - | ||||
2 | Counterparty legal entity identifier | String (255 long) | Counterpartylegalentityidentifier | - | - | ||||
3 | Geographic region | String (255 long) | Counterpartycreditrisklossesgeographicregion | Yes | - | ||||
4 | Counterparty risk asset class | String (255 long) | Counterpartyriskassetclass | Counterpartyriskassetclass | Yes | - | |||
5 | Risk metric | String (255 long) | Riskmetric | Yes | - | ||||
6 | Risk factor reference or FX pair | String (255 long) | RiskfactorreferenceorFXpair | Yes | - | ||||
7 | Risk factor currency | String (255 long) | Currency | Riskfactorcurrency | Yes | - | |||
8 | Sensitivity type | String (255 long) | Sensitivitytype | Sensitivitytype | Yes | - | |||
9 | Sensitivity unit of measurement | Float | Sensitivityunitofmeasurement | Yes | - | ||||
10 | Sensitivity value (gross of collateral) | Float | Sensitivityvaluegrossofcollateral | Yes | - | ||||
11 | Shock type for uncollaterised netting sets | String (255 long) | Sensitivitytype | Shocktypeforuncollaterisednettingsets | Yes | - | |||
12 | Shock unit for uncollaterised netting sets | String (255 long) | Shockunitfornettingsets | Shockunitforuncollaterisednettingsets | Yes | - | |||
13 | Shock size for uncollaterised netting sets | Float | Shocksizeforuncollaterisednettingsets | Yes | - | ||||
14 | Shock type for collaterised netting sets | String (255 long) | Sensitivitytype | Shocktypeforcollaterisednettingsets | Yes | - | |||
15 | Shock unit for collaterised netting sets | String (255 long) | Shockunitfornettingsets | Shockunitforcollaterisednettingsets | Yes | - | |||
16 | Shock size for collaterised netting sets | Float | Shocksizeforcollaterisednettingsets | Yes | - | ||||
17 | Value of change in CCE attributed to risk factor under stress | Float | ValueofchangeinCCEattributedtoriskfactorunderstress | Yes | - |