CreditRiskData

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

Diagram

CreditRiskData InstrumentIssuer SIIIssuerType_V5 [1] IssuerGroup SIIIssuerType_V5 [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)

DE

A46 bis A54 + A57 + A59 - Nicht relevant für Barpositionen.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)

FR

A46 à A54 + A57 + A59 - Useless pour cash positions.
Obligatoire otherwise.
Refers à Contrepartie pour OTC Derivatives.
Corresponds à TPT block "Émetteur données" (A46 à A59)

NL

A46 naar A54 + A57 + A59 - Useless voor cash positions.
Verplicht otherwise.
Refers naar Tegenpartij voor OTC Derivatives.
Corresponds naar TPT block "Emittent gegevens" (A46 naar A59)

ES

A46 a A54 + A57 + A59 - Useless para cash positions.
Obligatorio otherwise.
Refers a Contraparte para OTC Derivatives.
Corresponds a TPT block "Emisor datos" (A46 a A59)

IT

Da A46 a A54 + A57 + A59 - Inutile per posizioni in contanti.
Obbligatorio altrimenti.
Si riferisce alla Controparte per i derivati ​​OTC.
Corrisponde al blocco TPT "Dati emittente" (da A46 a A59)

CS

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)

HU

A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Partner for OTC Derivativak.
Corresponds to TPT block "Issuer Adat" (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"
xml = "http://www.w3.org/XML/1998/namespace"
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
SIIIssuerType_V5

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

Identifikation des Instrumentenemittenten (oder Gegenpartei für OTC-Instrumente).

Identification de instrument émetteur (ou counterpart pour OTC instruments).

Identification van instrument emittent (van counterpart voor OTC instruments).

Identification de instrumento emisor (de counterpart para OTC instrumentos).

Identificazione dell'emittente dello strumento (o controparte per gli strumenti OTC).

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

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

SIIIssuerType_V5

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

Eigenschaften der endgültigen Finanzgruppe, der der Instrumentenemittent angehört (oberste Muttergesellschaft).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer

Characteristics de final financial groupe InstrumentIssuer belongs à (highest parent company).
Duplicate InstrumentIssuer données si identical à InstrumentIssuer

Characteristics van final financial groep InstrumentIssuer belongs naar (highest parent company).
Duplicate InstrumentIssuer gegevens als identical naar InstrumentIssuer

Characteristics de final financial grupo InstrumentIssuer belongs a (highest parent company).
Duplicate InstrumentIssuer datos como identical a InstrumentIssuer

Caratteristiche del gruppo finanziario finale a cui appartiene l'Emittente dello Strumento (società capogruppo).
Dati InstrumentIssuer duplicati se identici a InstrumentIssuer

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

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

ISOCountryCodeType

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

Country of Instrument Emittent:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational Emittents
or "EU" for Europäisch Union institutions

Pays de instrument émetteur:
ISO pays code 2 (ISO 3166-1)
ou "XA" pour Supranational issuers
ou "EU" pour European Union institutions

Land van instrument emittent:
ISO land code 2 (ISO 3166-1)
van "XA" voor Supranational issuers
van "EU" voor European Union institutions

Pais de instrumento emisor:
ISO pais codigo 2 (ISO 3166-1)
de "XA" para Supranational issuers
de "EU" para European Union institutions

Paese dell'emittente dello strumento:
Codice paese ISO 2 (ISO 3166-1)
o “XA” per gli emittenti sovranazionali
o "UE" per le istituzioni dell'Unione europea

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

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

aa
EconomicArea2Type

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

Economic area Code von Land:
1 EEA
2 OECD non EEA
3 non OECD.

Economic area code de Pays:
1 EEA
2 OECD non EEA
3 non OECD.

Economic area code van Land:
1 EEA
2 OECD non EEA
3 non OECD.

Economic area codigo de Pais:
1 EEA
2 OECD non EEA
3 non OECD.

Codice area economica del Paese:
1 SEE
2 OCSE non SEE
3 non OCSE.

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

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

2
YesNoL1Type

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

Das Instrument ist durch den Staat des Emittenten garantiert ('Y') oder nicht ('N')

L'instrument est garanti par l'État de l'émetteur ('Y') ou non ('N')

Het instrument wordt gegarandeerd door de staat van de emittent ('Y') of niet ('N')

El instrumento está garantizado por el Estado del emisor ('Y') o no ('N')

Lo strumento è garantito dallo Stato dell'emittente ('Y') o meno ('N')

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

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

N
CQSType

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

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

CQS: Synthetic issue ou émetteur rating.
Integer de 0=AAA à 6=CCC. plus 9=unrated

CQS: Synthetic issue van emittent rating.
Integer van 0=AAA naar 6=CCC. plus 9=unrated

CQS: Synthetic issue de emisor rating.
Integer de 0=AAA a 6=CCC. plus 9=unrated

CQS: Emissione sintetica o rating dell'emittente.
Numero intero compreso tra 0=AAA e 6=CCC. più 9=senza punteggio

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

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

2
NACECodeType

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

A54 - Economic sector of Instrument Emittent.
NACE code mandatory.
Optional for Derivatives or Underlying Instruments.

A54 - Economic secteur de instrument émetteur.
NACE code obligatoire.
Optionnel pour Derivatives ou Sous-jacent instruments.

A54 - Economic sector van instrument emittent.
NACE code verplicht.
Optioneel voor Derivatives van Onderliggende waarde instruments.

A54 - Economic sector de instrumento emisor.
NACE codigo obligatorio.
Opcional para Derivatives de Onderliggende valor instrumentos.

A54 - Settore economico dell'emittente strumenti.
Codice NACE obbligatorio.
Facoltativo per Derivati ​​o Strumenti Sottostanti.

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

A54 - Economic sector of instrument issuer.
NACE Kod mandatory.
Optional for Derivativak or Underlying instruments.

Z.
xs:string

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

A55 - Das Instrument ist gedeckt ("C") oder nicht ('NC')

A55 - L'instrument est couvert ("C") ou non ('NC')

A55 - Het instrument is gedekt ("C") of niet ('NC')

A55 - El instrumento está cubierto ("C") o no ('NC')

A55 - Lo strumento è coperto ("C") o no ("NC")

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

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

NC

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:documentation xml:lang="de">A46 bis A54 + A57 + A59 - Nicht relevant für Barpositionen.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation>
      <xs:documentation xml:lang="fr">A46 à A54 + A57 + A59 - Useless pour cash positions.
Obligatoire otherwise.
Refers à Contrepartie pour OTC Derivatives.
Corresponds à TPT block "Émetteur données" (A46 à A59)</xs:documentation>
      <xs:documentation xml:lang="nl">A46 naar A54 + A57 + A59 - Useless voor cash positions.
Verplicht otherwise.
Refers naar Tegenpartij voor OTC Derivatives.
Corresponds naar TPT block "Emittent gegevens" (A46 naar A59)</xs:documentation>
      <xs:documentation xml:lang="es">A46 a A54 + A57 + A59 - Useless para cash positions.
Obligatorio otherwise.
Refers a Contraparte para OTC Derivatives.
Corresponds a TPT block "Emisor datos" (A46 a A59)</xs:documentation>
      <xs:documentation xml:lang="it">Da A46 a A54 + A57 + A59 - Inutile per posizioni in contanti.
Obbligatorio altrimenti.
Si riferisce alla Controparte per i derivati ​​OTC.
Corrisponde al blocco TPT "Dati emittente" (da A46 a A59)</xs:documentation>
      <xs:documentation xml:lang="cs">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:documentation xml:lang="hu">A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Partner for OTC Derivativak.
Corresponds to TPT block "Issuer Adat" (A46 to A59)</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:complexContent>
         <xs:extension base="CreditRiskDataType">
            <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:documentation xml:lang="de">A54 - Economic sector of Instrument Emittent.
NACE code mandatory.
Optional for Derivatives or Underlying Instruments.</xs:documentation>
                     <xs:documentation xml:lang="fr">A54 - Economic secteur de instrument émetteur.
NACE code obligatoire.
Optionnel pour Derivatives ou Sous-jacent instruments.</xs:documentation>
                     <xs:documentation xml:lang="nl">A54 - Economic sector van instrument emittent.
NACE code verplicht.
Optioneel voor Derivatives van Onderliggende waarde instruments.</xs:documentation>
                     <xs:documentation xml:lang="es">A54 - Economic sector de instrumento emisor.
NACE codigo obligatorio.
Opcional para Derivatives de Onderliggende valor instrumentos.</xs:documentation>
                     <xs:documentation xml:lang="it">A54 - Settore economico dell'emittente strumenti.
Codice NACE obbligatorio.
Facoltativo per Derivati ​​o Strumenti Sottostanti.</xs:documentation>
                     <xs:documentation xml:lang="cs">A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.</xs:documentation>
                     <xs:documentation xml:lang="hu">A54 - Economic sector of instrument issuer.
NACE Kod mandatory.
Optional for Derivativak 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:documentation xml:lang="de">A55 - Das Instrument ist gedeckt ("C") oder nicht ('NC')</xs:documentation>
                     <xs:documentation xml:lang="fr">A55 - L'instrument est couvert ("C") ou non ('NC')</xs:documentation>
                     <xs:documentation xml:lang="nl">A55 - Het instrument is gedekt ("C") of niet ('NC')</xs:documentation>
                     <xs:documentation xml:lang="es">A55 - El instrumento está cubierto ("C") o no ('NC')</xs:documentation>
                     <xs:documentation xml:lang="it">A55 - Lo strumento è coperto ("C") o no ("NC")</xs:documentation>
                     <xs:documentation xml:lang="cs">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
                     <xs:documentation xml:lang="hu">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>