202101 CorporateSovereignFinInstCreditRisk
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 | Name of borrower | String (255 long) | Nameofborrower | Yes | Yes | ||||
5 | Wholesale asset class | String (255 long) | CREassetclass | Wholesaleassetclass | Yes | Yes | |||
6 | Basel approach | String (255 long) | BaselApproach | BaselApproach | Yes | Yes | |||
7 | Credit rating scale name | String (255 long) | Creditratingscalename | Creditratingscalename | Yes | Yes | |||
8 | Internal credit rating | String (255 long) | Wholesaleinternalcreditrating | Internalcreditrating | Yes | Yes | |||
9 | IFRS9 stage | String (255 long) | IFRS9stage | IFRS9stage | Yes | Yes | |||
10 | Drawn balance | Float | DrawnBalance | 0.0000 | Inclusive | Yes | - | ||
11 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - | ||
12 | Exposure for RWA | Float | ExposureforRWA | 0.0000 | Inclusive | Yes | - | ||
13 | PD regulatory | Float | PDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
14 | LGD regulatory | Float | LGDregulatory | 0.0000 | 1.0000 | Inclusive | - | - | |
15 | Expected loss regulatory | Float | Expectedlossregulatory | 0.0000 | Inclusive | - | - | ||
16 | Provisions | Float | Provisions | 0.0000 | Inclusive | Yes | - | ||
17 | Indexed LTV | Float | IndexedLTVBand | 0.0000 | Exclusive | Yes | - | ||
18 | Interest coverage ratio | Float | InterestCoverageRatio | Yes | - |