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 | Transaction name and series | String (255 long) | Transactionnameandseries | Yes | Yes | ||||
3 | Tranche | String (255 long) | Tranche | Yes | Yes | ||||
4 | Securitised asset class | String (255 long) | SecuritisedAssetClass | Yes | Yes | ||||
5 | Currency of tranche originated | String (255 long) | Currency | CurrencyofTrancheOriginated | Yes | Yes | |||
6 | Country of origin of securitised exposures | String (255 long) | CountryofExposure | CountryofOriginofSecuritisedExposures | Yes | Yes | |||
7 | Tranche coupon index and premium | String (255 long) | Tranchecouponindexandpremium | - | - | ||||
8 | Current notional of tranche originated | Float | CurrentNotionalofTrancheOriginated | Yes | - | ||||
9 | Pre securitisation total reference portfolio exposure | Float | Presecuritisationtotalreferenceportfolioexposure | - | - | ||||
10 | Pre securitisation total reference portfolio risk weighted exposure | Float | Presecuritisationtotalreferenceportfolioriskweightedexposure | - | - | ||||
11 | Total reference portfolio underlying expected loss regulatory | Float | Totalreferenceportfoliounderlyingexpectedlossregulatory | - | - | ||||
12 | Total reference portfolio underlying unexpected loss regulatory | Float | Totalreferenceportfoliounderlyingunexpectedlossregulatory | - | - | ||||
13 | Firms exposure to tranche | Float | FirmsExposuretoTranche | Yes | - | ||||
14 | Firms risk weighted exposure to tranche | Float | FirmsRiskWeightedExposuretoTranche | Yes | - | ||||
15 | Firms capital deduction relating to tranche | Float | FirmsCapitalDeductionrelatingtoTranche | - | - | ||||
16 | External credit rating | String (255 long) | ExternalcreditratingCQS | ExternalcreditratingCQS | Yes | Yes |