202101 CapitalAndOtherProjections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Structured finance asset class | String (255 long) | StructuredFinanceAssetClass | Structuredfinanceassetclass | Yes | - | |||
2 | Unique ID | String (255 long) | UniqueID | Yes | Yes | ||||
3 | Accounting designation | String (255 long) | AccountingDesignation | AccountingDesignation | Yes | - | |||
4 | Book type | String (255 long) | BookType | BookType | Yes | - | |||
5 | External credit rating | String (255 long) | ExternalcreditratingCQS | ExternalcreditratingCQS | Yes | - | |||
6 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
7 | Projection period | String (255 long) | Projectionperiod | Projectionperiod | Yes | Yes | |||
8 | IFRS9 stage | String (255 long) | IFRS9stage | IFRS9stage | Yes | - | |||
9 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
10 | Impairment charge | Float | ImpairmentCharge | Yes | - | ||||
11 | PD regulatory | Float | PDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
12 | LGD regulatory | Float | LGDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
13 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | Yes | - | ||
14 | Market value movement | Float | Marketvaluemovement | Yes | - | ||||
15 | Regulatory carry value | Float | RegulatoryCarryValue | 0.0000 | Inclusive | Yes | - | ||
16 | OCI reserve balance | Float | OCIreservebalance | - | - | ||||
17 | Attachment point of tranche | Float | Attachmentpointoftranche | 0.0000 | 1.0000 | Inclusive | Yes | - | |
18 | Detachment point of tranche | Float | Detachmentpointoftranche | 0.0000 | 1.0000 | Inclusive | Yes | - | |
19 | Defaulted exposures ratio | Float | Defaultedexposuresratio | 0.0000 | Inclusive | Yes | - | ||
20 | Underlying capital charge | Float | Underlyingcapitalcharge | 0.0000 | Inclusive | - | - |