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 | Wholesale asset class | String (255 long) | CREassetclass | Wholesaleassetclass | Yes | Yes | |||
5 | CRE development type | String (255 long) | CREdevelopmenttype | CREdevelopmenttype | - | Yes | |||
6 | Property sector | String (255 long) | Propertysector | Propertysector | Yes | Yes | |||
7 | Property quality | String (255 long) | Propertyquality | Propertyquality | Yes | Yes | |||
8 | Location of property | String (255 long) | Locationofproperty | Locationofproperty | Yes | Yes | |||
9 | Name of borrower | String (255 long) | Nameofborrower | Yes | Yes | ||||
10 | Sponsor | String (255 long) | Sponsor | Yes | Yes | ||||
11 | Basel approach | String (255 long) | BaselApproach | BaselApproach | Yes | Yes | |||
12 | Credit rating scale name | String (255 long) | Creditratingscalename | Creditratingscalename | Yes | Yes | |||
13 | Internal credit rating | String (255 long) | Wholesaleinternalcreditrating | Internalcreditrating | Yes | Yes | |||
14 | IFRS9 stage | String (255 long) | IFRS9stage | IFRS9stage | Yes | Yes | |||
15 | Drawn balance | Float | DrawnBalance | 0.0000 | Inclusive | Yes | - | ||
16 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
17 | Exposure for RWA | Float | ExposureforRWA | 0.0000 | Inclusive | Yes | - | ||
18 | PD regulatory | Float | PDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
19 | LGD regulatory | Float | LGDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
20 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - | ||
21 | Provisions | Float | Provisions | 0.0000 | Inclusive | Yes | - | ||
22 | Indexed LTV | Float | IndexedLTVBand | 0.0000 | Exclusive | Yes | - | ||
23 | LTV at origination | Float | LTVatorigination | 0.0000 | Inclusive | - | - | ||
24 | Loan to end value for CRE development loans | Float | LoantoendvalueforCREdevelopmentloans | 0.0000 | Exclusive | - | - | ||
25 | Interest coverage ratio | Float | InterestCoverageRatio | Yes | - | ||||
26 | Net rental income | Float | Netrentalincome | Yes | - | ||||
27 | Interest basis | String (255 long) | Interestbasis | Interestbasis | - | - | |||
28 | Weighted average lease length | Int | Weightedaverageleaselength | Yes | - | ||||
29 | Maturity date | Date (YYYYMMDD) | MaturityDate | Yes | - | ||||
30 | Date of origination | Date (YYYYMMDD) | Dateoforigination | Yes | - | ||||
31 | CRE security | String (255 long) | CREsecurity | CREsecurity | Yes | - | |||
32 | Forborne | String (255 long) | Forborne | Forborne | Yes | - | |||
33 | Percentage of loan which is hedged | Float | Percentageofloanwhichishedged | Yes | - | ||||
34 | Total limit if syndicated loan | Float | Totallimitifsyndicatedloan | - | - | ||||
35 | Date loan became classified as IFRS9 stage 3 or impaired | Date (YYYYMMDD) | DateloanbecameIFRS9stage3 | - | - |