202101 StructuredFinance
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Unique ID | String (255 long) | UniqueID | Yes | Yes | ||||
2 | Organisational unit level 1 | String (255 long) | Organisationalunitlevel1 | - | - | ||||
3 | Organisational unit level 2 | String (255 long) | Organisationalunitlevel2 | - | - | ||||
4 | Organisational unit level 3 | String (255 long) | Organisationalunitlevel3 | - | - | ||||
5 | Country of origin of covered bond | String (255 long) | CountryofExposure | CountryofOriginofCoveredBond | Yes | - | |||
6 | Structured finance asset class | String (255 long) | Coveredbondassetclass | Structuredfinanceassetclass | Yes | - | |||
7 | Cover pool asset type | String (255 long) | CoverPoolAssetType | Coverpoolassettype | - | - | |||
8 | ISIN | String (255 long) | ISIN | - | - | ||||
9 | Description of covered bond | Comment (2000 long) | DescriptionofCoveredBond | - | - | ||||
10 | Book type | String (255 long) | BookType | BookType | Yes | - | |||
11 | Currency of instrument | String (255 long) | Currency | CurrencyofInstrument | Yes | - | |||
12 | CRD compliant | String (255 long) | Boolean | CRDcompliant | Yes | - | |||
13 | IFRS9 stage | String (255 long) | IFRS9stage | IFRS9stage | Yes | - | |||
14 | Current notional | Float | CurrentNotional | Yes | - | ||||
15 | Regulatory carry value | Float | RegulatoryCarryValue | 0.0000 | Inclusive | Yes | - | ||
16 | Clean market value | Float | CleanMarketValue | - | - | ||||
17 | Accounting designation | String (255 long) | AccountingDesignation | AccountingDesignation | Yes | - | |||
18 | Impairment provision | Float | Impairmentprovision | 0.0000 | Inclusive | - | - | ||
19 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - | ||
20 | Expected credit loss at initial recognition | Float | ECLatinitialrecognition | - | - | ||||
21 | OCI reserve balance | Float | OCIreservebalance | - | - | ||||
22 | Capital requirement calculation approach | String (255 long) | CapitalRequirementCalculationApproachCoveredBond | CapitalRequirementCalculationApproachCoveredBond | Yes | - | |||
23 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
24 | Covered bond senior unsecured issuer rating | String (255 long) | Externalcreditrating | Externalcreditrating | - | - | |||
25 | External credit rating | String (255 long) | Externalcreditrating | Externalcreditrating | - | - | |||
26 | Current overcollateralisation | Float | CurrentOvercollateralisation | - | - | ||||
27 | Cover pool LTV band less than 60% | Float | CoverpoolLTVbandlessthan60 | 0.0000 | Inclusive | - | - | ||
28 | Cover pool LTV band greater than or equal to 60% and less than 80% | Float | CoverPoolLTVBand60to80 | 0.0000 | Inclusive | - | - | ||
29 | Cover pool LTV band greater than or equal to 80% and less than 100% | Float | CoverPoolLTVBand80to100 | 0.0000 | Inclusive | - | - | ||
30 | Cover pool LTV band greater than or equal to 100% | Float | CoverpoolLTVbandgreaterthanorequalto100 | 0.0000 | Inclusive | - | - | ||
31 | Cover pool arrears band 1d to 90d | Float | Coverpoolarrearsband1dto90d | 0.0000 | Inclusive | - | - | ||
32 | Cover pool arrears band 91d to 180d | Float | Coverpoolarrearsband91dto180d | 0.0000 | Inclusive | - | - | ||
33 | Cover pool arrears band 180+d | Float | Coverpoolarrearsband180d | 0.0000 | Inclusive | - | - |