CreditRiskData

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/DerivativeOrConvertible/UnderlyingInstrument/CreditRiskData

Diagram

Documentation

Corresponds to "Issuer data" block of Tripartite template

A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).

Properties

Type: CreditRiskDataType_V5
Cardinality: 0..1
Namespace: xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level: 9
Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../InstrumentIssuer	SIIIssuerType_V5	Identification of instrument issuer (or counterpart for OTC instruments). Name and codification of an Issuer
/RegulatoryReportings/.../IssuerGroup	SIIIssuerType_V5	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 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.	aa
/RegulatoryReportings/.../EconomicArea	EconomicArea2Type	Economic area code of Country: 1 EEA 2 OECD non EEA 3 non OECD. SII Economic area of a country	2
/RegulatoryReportings/.../StateGuarantee	YesNoL1Type	The instrument is guaranteed by the state of issuer ('Y') or not ('N') Flag Y or N	N
/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.	9

Element Definition

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="CreditRiskData"
            type="CreditRiskDataType_V5">
   <xs:annotation>
      <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).</xs:documentation>
   </xs:annotation>
</xs:element>

Referenced Type Definition (CreditRiskDataType_V5)

<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
                xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
                xmlns:xs="http://www.w3.org/2001/XMLSchema"
                name="CreditRiskDataType_V5">
   <xs:annotation>
      <xs:documentation>Corresponds to "Issuer data" block of Tripartite template</xs:documentation>
   </xs:annotation>
   <xs:sequence>
      <xs:element name="InstrumentIssuer" type="SIIIssuerType_V5">
         <xs:annotation>
            <xs:documentation xml:lang="en">Identification of instrument issuer (or counterpart for OTC instruments).</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="IssuerGroup" type="SIIIssuerType_V5">
         <xs:annotation>
            <xs:documentation xml:lang="en">Characteristics of final financial group the InstrumentIssuer belongs to (highest parent company).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="IssuerCountry" type="ISOCountryCodeType">
         <xs:annotation>
            <xs:documentation xml:lang="en">Country of instrument issuer:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational issuers 
or "EU" for European Union institutions</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="EconomicArea" type="EconomicArea2Type">
         <xs:annotation>
            <xs:documentation xml:lang="en">Economic area code of Country: 
1 EEA
2 OECD non EEA
3 non OECD.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="StateGuarantee" type="YesNoL1Type">
         <xs:annotation>
            <xs:documentation xml:lang="en">The instrument is guaranteed by the state of issuer ('Y') or not ('N')</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="CreditQualityStep" type="CQSType">
         <xs:annotation>
            <xs:documentation xml:lang="en">CQS: Synthetic issue or issuer rating.
Integer from 0=AAA to 6=CCC. plus 9=unrated</xs:documentation>
         </xs:annotation>
      </xs:element>
   </xs:sequence>
</xs:complexType>