CreditRiskData

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/CreditRiskData

Diagram

CreditRiskData InstrumentIssuer SIIIssuerType_V7 [1] IssuerGroup SIIIssuerType_V7 [1] IssuerCountry ISOCountryCodeType [1] EconomicArea EconomicArea2Type [0..1] StateGuarantee YesNoL1Type [0..1] CreditQualityStep CQSType [0..1] EconomicSector NACECodeType [0..1] Covered xs:string [0..1]

Documentation

EN

A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)

Properties

Type
(anonymous)
Cardinality
0..1
Namespace
xs = "http://www.w3.org/2001/XMLSchema"
vc = "http://www.w3.org/2007/XMLSchema-versioning"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level
7

Child Elements & Attributes

Child elements and attributes of this element
Name (XPath) Type Documentation Sample Data
/RegulatoryReportings/.../InstrumentIssuer
SIIIssuerType_V7

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

Name and codification of an Issuer
/RegulatoryReportings/.../IssuerGroup
SIIIssuerType_V7

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
/RegulatoryReportings/.../IssuerCountry
ISOCountryCodeType

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

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.
aa
/RegulatoryReportings/.../EconomicArea
EconomicArea2Type

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

SII Economic area of a country
1
/RegulatoryReportings/.../StateGuarantee
YesNoL1Type

Y = guaranteed
N = without guarantee
Data used to identify the debt guaranteed by a country:
Yes = 100 percent, No is less than 100 percent.

Assets issued or guaranteed by Regional Governments and Local Authorities (RGLA)
listed in the Implementing Regulation (EU) 2015/2011, with CIC code 13 or 14, are considered guaranteed and have a "Y".
Other RGLA assets, not listed, should have an "N".
Y
/RegulatoryReportings/.../CreditQualityStep
CQSType

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.
3
/RegulatoryReportings/.../EconomicSector
NACECodeType

A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.

NACE European code (7 positions) to identify a kind of economic activity
Q6
/RegulatoryReportings/.../Covered
xs:string

A55 - The instrument is covered ("C") or not ('NC')
C

Element Definition

 
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="CreditRiskData">
   <xs:annotation>
      <xs:documentation xml:lang="en">A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:complexContent>
         <xs:extension base="CreditRiskDataType_V7">
            <xs:sequence>
               <xs:element minOccurs="0" name="EconomicSector" type="NACECodeType">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Covered">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:string">
                        <xs:enumeration value="C"/>
                        <xs:enumeration value="NC"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
            </xs:sequence>
         </xs:extension>
      </xs:complexContent>
   </xs:complexType>
</xs:element>