202101 Other_Fair_Valued_Items_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Pipeline | String (255 long) | Pipeline | Pipeline | Yes | Yes | |||
2 | Historical period month | String (255 long) | Historicalperiod6month | Historicalperiodmonth | - | Yes | |||
3 | Deal name | String (255 long) | Dealname | Dealname | - | Yes | |||
4 | Counterparty name | String (255 long) | CounterpartyName | - | Yes | ||||
5 | Country of security issuers | String (255 long) | Countryofsecurityissuers | Countryofsecurityissuers | Yes | Yes | |||
6 | Term of loan and debt securities | Date (YYYYMMDD) | Termofloananddebtsecurities | - | - | ||||
7 | Notional amount | Float | Notionalamount | - | - | ||||
8 | Counterparty rating | String (255 long) | Counterpartyrating | - | Yes | ||||
9 | Counterparty sector | String (255 long) | CounterpartySector | - | Yes | ||||
10 | Credit risk CR100 | String (255 long) | CreditriskCR100 | - | Yes | ||||
11 | Scenario loss/gain excluding hedging | Float | Scenariolossgainexcludinghedging | - | - | ||||
12 | Scenario loss/gain including hedging | Float | Scenariolossgainincludinghedging | - | - | ||||
13 | Flex fee or other loss reduction | Float | Flexfeeorotherlossreduction | - | - | ||||
14 | Loss/gain excluding hedging reported in ICAAP | Float | LossgainexcludinghedgingreportedinICAAP | - | - | ||||
15 | Loss/gain including hedging reported in ICAAP | Float | LossgainincludinghedgingreportedinICAAP | - | - | ||||
16 | Comments on different between CST and ICAAP results | String (255 long) | CommentsondifferentbetweenCSTandICAAPresults | - | - |