202101 Counterparty_Credit_Risk_Losses_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Default loss category | String (255 long) | Defaultlosscategory | Defaultlosscategory | Yes | Yes | |||
2 | Counterparty legal entity name | String (255 long) | Counterpartylegalentityname | Yes | Yes | ||||
3 | Geographic region | String (255 long) | Counterpartycreditrisklossesgeographicregion | Yes | Yes | ||||
4 | Default loss under stress | Float | Defaultlossunderstress | 0.0000 | Inclusive | Yes | - | ||
5 | Unstressed accounting CVA (post-hedge) | Float | UnstressedaccountingCVAposthedge | 0.0000 | Inclusive | Yes | - | ||
6 | Net default loss | Float | Netdefaultloss | Yes | - |