202101 CounterpartycreditriskRWA
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Organisational unit level 1 | String (255 long) | Organisationalunitlevel1 | Yes | Yes | ||||
2 | Organisational unit level 2 | String (255 long) | Organisationalunitlevel2 | Yes | Yes | ||||
3 | Organisational unit level 3 | String (255 long) | Organisationalunitlevel3 | Yes | Yes | ||||
4 | Country of exposure | String (255 long) | CountryofExposure | CountryofExposure | Yes | Yes | |||
5 | Wholesale asset class | String (255 long) | Wholesaleassetclass | Wholesaleassetclass | Yes | Yes | |||
6 | Counterparty credit risk type | String (255 long) | Counterpartycreditrisktype | Counterpartycreditrisktype | Yes | Yes | |||
7 | EAD calculation methodology | String (255 long) | EADcalculationmethodology | EADcalculationmethodology | Yes | Yes | |||
8 | CCR risk weight calculation method | String (255 long) | CCRriskweightcalculationmethod | CCRriskweightcalculationmethod | Yes | Yes | |||
9 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
10 | Projection period | String (255 long) | Projectionperiod | Projectionperiod | Yes | Yes | |||
11 | Unilateral accounting CVA | Float | UnilateralaccountingCVA | Yes | - | ||||
12 | Risk weighted exposure amount | Float | Riskweightedexposureamount | 0.0000 | Inclusive | - | - | ||
13 | Exposure value net of unilateral accounting CVA | Float | ExposurevaluenetofunilateralaccountingCVA | 0.0000 | Inclusive | - | - | ||
14 | Exposure value gross of unilateral accounting CVA | Float | ExposurevaluegrossofunilateralaccountingCVA | 0.0000 | Inclusive | - | - | ||
15 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - |