202101 FVORWA
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 | FVO accounting designation | String (255 long) | FVOaccountingdesignation | FVOaccountingdesignation | Yes | Yes | |||
6 | Wholesale asset class | String (255 long) | Wholesaleassetclass | Wholesaleassetclass | Yes | Yes | |||
7 | FVO exposure type | String (255 long) | FVOexposuretype | FVOexposuretype | Yes | Yes | |||
8 | Basel approach | String (255 long) | BaselApproachAFS | BaselApproach | Yes | Yes | |||
9 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
10 | Projection period | String (255 long) | Projectionperiod | Projectionperiod | Yes | Yes | |||
11 | Clean market value | Float | CleanMarketValue | Yes | - | ||||
12 | Fair value adjustments | Float | Fairvalueadjustments | Yes | - | ||||
13 | Current notional | Float | CurrentnotionalFVO | Yes | - | ||||
14 | Exposure for RWA | Float | ExposureforRWA | 0.0000 | Inclusive | Yes | - | ||
15 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
16 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | Yes | - |