202101 CorporateSovereignFinInstCreditRisk
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Counterparty name | String (255 long) | CounterpartyName | Yes | Yes | ||||
2 | Legal entity identifier | String (255 long) | Legalentityidentifier | - | - | ||||
3 | Companies house ID | String (255 long) | CompanieshouseID | - | - | ||||
4 | Wholesale asset class | String (255 long) | Wholesaleassetclass | Wholesaleassetclass | Yes | - | |||
5 | Country of exposure | String (255 long) | CountryofExposure | CountryofExposure | Yes | - | |||
6 | Industrial classification | String (255 long) | Industrialclassification | Industrialclassification | Yes | - | |||
7 | Basel approach | String (255 long) | BaselApproach | BaselApproach | Yes | - | |||
8 | Credit rating scale name | String (255 long) | Creditratingscalename | Creditratingscalename | Yes | - | |||
9 | Internal credit rating | String (255 long) | Wholesaleinternalcreditrating | Internalcreditrating | Yes | - | |||
10 | Default status | String (255 long) | DefaultStatus | DefaultStatus | Yes | - | |||
11 | External credit rating | String (255 long) | Externalcreditrating | Externalcreditrating | Yes | - | |||
12 | Committed Limit | Float | CommittedLimit | 0.0000 | Exclusive | Yes | - | ||
13 | Drawn balance | Float | DrawnBalance | 0.0000 | Inclusive | Yes | - | ||
14 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
15 | Exposure for RWA | Float | ExposureforRWA | 0.0000 | Inclusive | Yes | - | ||
16 | PD regulatory | Float | PDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
17 | LGD regulatory | Float | LGDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
18 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - | ||
19 | Provisions | Float | Provisions | 0.0000 | Inclusive | Yes | - | ||
20 | Secured exposure | Float | Securedexposure | Yes | - | ||||
21 | Senior unsecured exposure | Float | Seniorunsecuredexposure | Yes | - | ||||
22 | Subordinated unsecured exposure | Float | Subordinatedunsecuredexposure | Yes | - | ||||
23 | Exposure weighted maturity | Float | ExposureWeightedMaturity | 0.0000 | Inclusive | Yes | - | ||
24 | Exposure weighted vintage | Float | ExposureWeightedVintage | 0.0000 | Inclusive | Yes | - | ||
25 | Forborne | String (255 long) | Forborne | Forborne | Yes | - | |||
26 | Watchlist | String (255 long) | Boolean | Watchlist | Yes | - |