CreditRiskData
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V5/Portfolio/Positions/Position/CreditRiskData
Diagram
Documentation
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"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 7
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| SIIIssuerType_V5 | Identification of instrument issuer (or counterpart for OTC instruments). Name and codification of an Issuer |
||
| SIIIssuerType_V5 | Characteristics of final financial group the InstrumentIssuer belongs to (highest parent company). Name and codification of an Issuer |
||
| ISOCountryCodeType | Country of instrument issuer: 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 | |
| EconomicArea2Type | Economic area code of Country: SII Economic area of a country |
2 | |
| YesNoL1Type | The instrument is guaranteed by the state of issuer ('Y') or not ('N') Flag Y or N |
N | |
| CQSType | CQS: Synthetic issue or issuer rating. Credit Quality Step (Synthetic rating) 0 to 6 or 9 if no rating known. |
4 | |
| NACECodeType | A54 - Economic sector of instrument issuer. NACE European code (7 positions) to identify a kind of economic activity |
K | |
|
/RegulatoryReportings/.../Covered
sequence
|
xs:string | A55 - The instrument is covered ("C") or not ('NC') |
NC |
Element Definition
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">
<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_V5">
<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>