202101 IFRSNineActuals
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Organisational unit level 1 | String (255 long) | Organisationalunitlevel1 | - | Yes | ||||
2 | Organisational unit level 2 | String (255 long) | Organisationalunitlevel2 | - | Yes | ||||
3 | Organisational unit level 3 | String (255 long) | Organisationalunitlevel3 | - | Yes | ||||
4 | Country of exposure | String (255 long) | CountryofExposure | CountryofExposure | Yes | Yes | |||
5 | Wholesale asset class | String (255 long) | Wholesaleassetclass | Wholesaleassetclass | Yes | Yes | |||
6 | Industrial classification | String (255 long) | Industrialclassification | Industrialclassification | Yes | Yes | |||
7 | Basel approach | String (255 long) | BaselApproach | BaselApproach | Yes | Yes | |||
8 | Lifetime PD band at origination | String (255 long) | Pdbandwholesale | LifetimePDbandatorigination | Yes | Yes | |||
9 | Residual lifetime PD band | String (255 long) | Pdbandwholesale | ResiduallifetimePDband | Yes | Yes | |||
10 | Default status | String (255 long) | DefaultStatus | DefaultStatus | Yes | Yes | |||
11 | Arrears band wholesale | String (255 long) | Arrearsbandwholesalestock | Arrearsband | Yes | Yes | |||
12 | LTV band | String (255 long) | IndexedLTVband | IndexedLTVBand | - | Yes | |||
13 | IFRS9 stage | String (255 long) | IFRS9stage | IFRS9stage | Yes | Yes | |||
14 | IFRS9 stage 2 classification reason | String (255 long) | IFRS9stage2classificationreason | IFRS9stage2classificationreason | - | Yes | |||
15 | IFRS9 residual maturity band | String (255 long) | IFRS9residualmaturityband | IFRS9residualmaturityband | Yes | Yes | |||
16 | Forborne | String (255 long) | Forborne | Forborne | Yes | Yes | |||
17 | Drawn balance | Float | DrawnBalance | 0.0000 | Inclusive | Yes | - | ||
18 | Undrawn balance | Float | UndrawnBalance | 0.0000 | Inclusive | Yes | - | ||
19 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
20 | Exposure for RWA | Float | ExposureforRWA | 0.0000 | Inclusive | Yes | - | ||
21 | Exposure for impairments | Float | Exposureforimpairments | 0.0000 | Inclusive | Yes | - | ||
22 | PD regulatory | Float | PDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
23 | LGD regulatory | Float | LGDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
24 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - | ||
25 | Secured exposure | Float | Securedexposure | Yes | - | ||||
26 | Senior unsecured exposure | Float | Seniorunsecuredexposure | Yes | - | ||||
27 | Subordinated unsecured exposure | Float | Subordinatedunsecuredexposure | Yes | - | ||||
28 | Exposure weighted interest rate | Float | Exposureweightedinterestrate | Yes | - | ||||
29 | Number of obligors | Float | NumberofObligors | 0.0000 | Inclusive | Yes | - |