Complex Type: CreditRiskDataType

Documentation

Corresponds to "Issuer data" block of Tripartite template

Child Elements

Name Type Cardinality Documentation
InstrumentIssuer SIIIssuerType_V5 1

Identification of instrument issuer (or counterpart for OTC instruments).

Name and codification of an Issuer

IssuerGroup SIIIssuerType_V5 1

Characteristics of final financial group the InstrumentIssuer belongs to (highest parent company).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer

Name and codification of an Issuer

IssuerCountry ISOCountryCodeType 1

Country of instrument issuer:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational issuers
or "EU" for European Union institutions

The ISOCountryCodeType is a type for decoding ISO-CountryCodes. It is used the two-letter ISO-CountryCodes (ISO 3166-1alpha-2). It is of the type string and has a length from exactly two letters.

Der ISOCountryCodeType stellt einen einfachen Typ zur Verarbeitung von ISO-Laendercodes bereit. Verwendet werden die zweistelligen ISO-Waehrungscodes (ISO 3166-1alpha-2). Er ist vom Typ string und hat eine Laenge von zwei Zeichen.

EconomicArea EconomicArea2Type 0..1

Economic area code of Country:
1 EEA
2 OECD non EEA
3 non OECD.

SII Economic area of a country

StateGuarantee YesNoL1Type 0..1

The instrument is guaranteed by the state of issuer ('Y') or not ('N')

Flag Y or N

CreditQualityStep CQSType 0..1

CQS: Synthetic issue or issuer rating.
Integer from 0=AAA to 6=CCC. plus 9=unrated

Credit Quality Step (Synthetic rating) 0 to 6 or 9 if no rating known.

Used In

Element XPath
CreditRiskData /FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII/Portfolio/Positions/Position/DerivativeOrConvertible/UnderlyingInstrument/CreditRiskData
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