1.
INTRODUCTION
❱
1.1.
Introduction
1.2.
General
1.3.
FAQs
1.4.
Contributing
1.5.
Guiding principles
1.6.
Examples
2.
SCHEMAS
❱
2.1.
account
2.2.
adjustment
2.3.
agreement
2.4.
collateral
2.5.
curve
2.6.
customer
2.7.
derivative
2.8.
derivative_cash_flow
2.9.
example
2.10.
exchange_rate
2.11.
guarantor
2.12.
issuer
2.13.
loan
2.14.
loan_cash_flow
2.15.
loan_transaction
2.16.
risk_rating
2.17.
security
3.
EXTENSIONS
❱
3.1.
account
3.2.
adjustment
3.3.
agreement
3.4.
collateral
3.5.
curve
3.6.
customer
3.7.
derivative
3.8.
derivative_cash_flow
3.9.
exchange_rate
3.10.
guarantor
3.11.
issuer
3.12.
loan
3.13.
loan_cash_flow
3.14.
loan_transaction
3.15.
risk_rating
3.16.
security
4.
PROPERTIES
❱
4.1.
acc_fv_change_before_taxes
4.2.
acc_fv_change_credit_risk
4.3.
accounting_treatment
4.4.
accounts_payable
4.5.
accounts_payable_prev
4.6.
accounts_receivable
4.7.
accounts_receivable_prev
4.8.
accrual_status
4.9.
accrued_interest
4.10.
accrued_interest_12m
4.11.
accrued_interest_after_mod
4.12.
accrued_interest_balance
4.13.
address_city
4.14.
address_county
4.15.
address_street
4.16.
administration
4.17.
amortised_cost
4.18.
amount
4.19.
anchor_tenant
4.20.
annual_debit_turnover
4.21.
arrears_arrange_comp
4.22.
arrears_arrange_date
4.23.
arrears_arrangement
4.24.
arrears_balance
4.25.
asset_class
4.26.
asset_liability
4.27.
attachment_point
4.28.
audit_date
4.29.
balance
4.30.
balance_after_mod
4.31.
bankruptcy_date
4.32.
bankruptcy_type
4.33.
base_currency_code
4.34.
base_rate
4.35.
behavioral_curve_id
4.36.
behavioral_end_date
4.37.
beneficiary_id
4.38.
birr_curve_id
4.39.
birr_id
4.40.
boe_industry_code
4.41.
boe_sector_code
4.42.
book_yield
4.43.
break_dates
4.44.
business_line_desc
4.45.
business_line_name
4.46.
call_dates
4.47.
call_type
4.48.
capital_exp
4.49.
capital_tier
4.50.
cash_securities
4.51.
ccf
4.52.
ccr_approach
4.53.
census_tract
4.54.
charge
4.55.
city
4.56.
claims
4.57.
clearing_threshold
4.58.
comments
4.59.
contribution_amount
4.60.
contribution_text
4.61.
cost_center_code
4.62.
count
4.63.
country_code
4.64.
cover_pool_balance
4.65.
cqs_irb
4.66.
cqs_standardised
4.67.
cr_approach
4.68.
credit_class
4.69.
credit_enhance_amt
4.70.
credit_impaired
4.71.
credit_process
4.72.
credit_score
4.73.
credit_score_date
4.74.
credit_score_vendor
4.75.
credit_score_version
4.76.
credit_support_type
4.77.
csa_id
4.78.
cum_recoveries
4.79.
cum_write_offs
4.80.
curr_assets
4.81.
curr_assets_prev
4.82.
curr_liabilities
4.83.
curr_liabilities_prev
4.84.
curr_long_term_debt
4.85.
currency_code
4.86.
cusip
4.87.
custodian_country_code
4.88.
customer_id
4.89.
customers
4.90.
date
4.91.
day_count_convention
4.92.
dbrs_lt
4.93.
dbrs_st
4.94.
deal_id
4.95.
default_date
4.96.
deferred_fees
4.97.
delinquent_amount_cap
4.98.
depr_amort
4.99.
description
4.100.
detachment_point
4.101.
df_ccp
4.102.
df_cm
4.103.
disposition_date
4.104.
disposition_schedule_shift
4.105.
disposition_type
4.106.
distribution_type
4.107.
ead
4.108.
ead_irb_ec
4.109.
economic_loss
4.110.
el_irb
4.111.
encumbrance_amount
4.112.
encumbrance_end_date
4.113.
encumbrance_type
4.114.
end_date
4.115.
escrow_amount
4.116.
excess_spread_type
4.117.
facility_currency_code
4.118.
facility_id
4.119.
fees
4.120.
final_draw_date
4.121.
financials_date
4.122.
first_arrears_date
4.123.
first_payment_date
4.124.
first_principal_date
4.125.
first_write_off_date
4.126.
fitch_lt
4.127.
fitch_st
4.128.
fixed_assets
4.129.
forbearance_date
4.130.
foreclosure_ref_date
4.131.
foreclosure_sale_date
4.132.
foreclosure_status
4.133.
fraud_loss
4.134.
frr_id
4.135.
fvh_level
4.136.
guarantee_amount
4.137.
guarantee_scheme
4.138.
guarantee_start_date
4.139.
guarantor_id
4.140.
headcount
4.141.
hedge_designation
4.142.
hedge_id
4.143.
hedge_sidedness
4.144.
hedge_type
4.145.
hedged_cf_type
4.146.
hedged_percentage
4.147.
hedged_risk
4.148.
hqla_class
4.149.
id
4.150.
impairment_amount
4.151.
impairment_date
4.152.
impairment_status
4.153.
impairment_type
4.154.
implied_vol
4.155.
income_assessment
4.156.
income_docs
4.157.
incurred_cva
4.158.
index_composition
4.159.
initial_margin
4.160.
int_reset_freq
4.161.
int_tax_status
4.162.
interest_expense
4.163.
interest_repayment_frequency
4.164.
interest_reserve
4.165.
internal_rating
4.166.
intra_group
4.167.
inv_term_amount
4.168.
inventory
4.169.
inventory_prev
4.170.
isin_code
4.171.
issuance_type
4.172.
issue_date
4.173.
issue_size
4.174.
issuer_id
4.175.
k_ccp
4.176.
kbra_lt
4.177.
kbra_st
4.178.
last_arrears_date
4.179.
last_drawdown_date
4.180.
last_exercise_date
4.181.
last_payment_date
4.182.
last_recovery_date
4.183.
last_write_off_date
4.184.
ledger_code
4.185.
leg
4.186.
leg_type
4.187.
legal_entity_name
4.188.
lei_code
4.189.
leveraged_loan
4.190.
lgd_downturn
4.191.
lgd_floored
4.192.
lgd_irb
4.193.
lgd_irb_ec
4.194.
lgd_max
4.195.
lgd_min
4.196.
lifetime_rate_cap
4.197.
lifetime_rate_floor
4.198.
limit_amount
4.199.
liq_method
4.200.
lnrf_amount
4.201.
locked_amt_amort
4.202.
locked_amt_io
4.203.
long_term_debt
4.204.
loss_mitig_amt
4.205.
loss_mitig_status
4.206.
mailing_address
4.207.
mailing_city
4.208.
mailing_postal_code
4.209.
mailing_state
4.210.
margin_frequency
4.211.
margin_period_of_risk
4.212.
maturity_date
4.213.
mic_code
4.214.
minimum_balance
4.215.
minimum_balance_eur
4.216.
minimum_transfer_amount
4.217.
minority_interest
4.218.
mna_id
4.219.
mod_contribution
4.220.
mod_date
4.221.
mod_house_debt_payments
4.222.
mod_monthly_payments
4.223.
mod_ref_income_amt
4.224.
month_payment
4.225.
moodys_lt
4.226.
moodys_st
4.227.
movement
4.228.
mtd_deposits
4.229.
mtd_interest_paid
4.230.
mtd_withdrawals
4.231.
mtm_clean
4.232.
mtm_dirty
4.233.
nace_code
4.234.
naics_code
4.235.
name
4.236.
national_reporting_code
4.237.
neg_amort_limit
4.238.
net_income
4.239.
net_income_prev
4.240.
net_loss
4.241.
net_sales
4.242.
net_sales_prev
4.243.
netting_restriction
4.244.
next_exercise_date
4.245.
next_payment_date
4.246.
next_repricing_date
4.247.
next_withdrawal_date
4.248.
noi
4.249.
noi_date
4.250.
non_accrual_date
4.251.
noncredit_amt
4.252.
notional_amount
4.253.
number_of_disputes
4.254.
occupancy
4.255.
occupancy_date
4.256.
on_balance_sheet
4.257.
operating_income
4.258.
orig_base_rate
4.259.
orig_charge
4.260.
orig_credit_score
4.261.
orig_credit_score_vendor
4.262.
orig_credit_score_version
4.263.
orig_cusip
4.264.
orig_customer_id
4.265.
orig_end_date
4.266.
orig_facility_id
4.267.
orig_house_debt_payments
4.268.
orig_id
4.269.
orig_imp_status
4.270.
orig_income
4.271.
orig_int_reset_freq
4.272.
orig_limit_amount
4.273.
orig_monthly_payments
4.274.
orig_noi
4.275.
orig_notional
4.276.
orig_notional_amount
4.277.
orig_payment
4.278.
orig_penalty_date
4.279.
orig_rate
4.280.
orig_rate_type
4.281.
orig_ref_income
4.282.
orig_repayment_type
4.283.
orig_reversion_date
4.284.
orig_source
4.285.
orig_spread
4.286.
orig_type
4.287.
orig_valuation_type
4.288.
orig_value
4.289.
originator_id
4.290.
originator_type
4.291.
outstanding_principal
4.292.
parent_facility_id
4.293.
parent_id
4.294.
participation_int
4.295.
participation_type
4.296.
pay_type_end_draw
4.297.
pd_calc_method
4.298.
pd_irb
4.299.
pd_irb_ec
4.300.
pd_max
4.301.
pd_min
4.302.
pd_retail_irb
4.303.
penalty_date
4.304.
period_pnl
4.305.
periodic_pay_cap
4.306.
periodic_pay_floor
4.307.
periodic_rate_cap
4.308.
periodic_rate_floor
4.309.
position
4.310.
postal_code
4.311.
prev_arr_date
4.312.
prev_payment_date
4.313.
price
4.314.
product_count
4.315.
product_name
4.316.
property_size
4.317.
provision_amount
4.318.
provision_type
4.319.
purpose
4.320.
quote
4.321.
quote_currency_code
4.322.
rate
4.323.
rate_after_mod
4.324.
rate_before_mod
4.325.
rate_mod_end_date
4.326.
rate_mod_start_date
4.327.
rate_mod_step
4.328.
rate_type
4.329.
rating
4.330.
recourse
4.331.
ref_income_amount
4.332.
regulated
4.333.
regulator
4.334.
regulatory_book
4.335.
rehypothecation
4.336.
relationship
4.337.
renewal_date
4.338.
rep_arrears_arrangement
4.339.
repayment_frequency
4.340.
repayment_type
4.341.
reporting_entity_name
4.342.
reporting_id
4.343.
reporting_relationship
4.344.
repurchase_req_date
4.345.
repurchase_status
4.346.
resolution_date
4.347.
retained_earnings
4.348.
retention_pct
4.349.
retention_type
4.350.
reversion_base_rate
4.351.
reversion_date
4.352.
reversion_rate
4.353.
reversion_spread
4.354.
review_date
4.355.
risk_country_code
4.356.
risk_group_id
4.357.
risk_group_id_2
4.358.
risk_profile
4.359.
risk_rating_system_id
4.360.
risk_weight_irb
4.361.
risk_weight_std
4.362.
rollover_date
4.363.
rssd_id
4.364.
sale_price
4.365.
scra
4.366.
secured
4.367.
securitisation_type
4.368.
sedol
4.369.
seniority
4.370.
servicer_id
4.371.
servicing
4.372.
servicing_currency_code
4.373.
settlement_amount
4.374.
settlement_type
4.375.
sft_type
4.376.
short_term_debt
4.377.
sic_code
4.378.
snc_id
4.379.
snp_lt
4.380.
snp_st
4.381.
source
4.382.
spread
4.383.
ssic_code
4.384.
start_date
4.385.
status
4.386.
stay_protocol
4.387.
stock_symbol
4.388.
street_address
4.389.
stress_change
4.390.
strike
4.391.
supervisory_price
4.392.
tangible_assets
4.393.
tdr_date
4.394.
termination_value
4.395.
threshold
4.396.
tin
4.397.
total_assets
4.398.
total_assets_prev
4.399.
total_liabilities
4.400.
trade_date
4.401.
transferable
4.402.
turnover
4.403.
type
4.404.
uk_funding_type
4.405.
underlying_currency_code
4.406.
underlying_index
4.407.
underlying_index_tenor
4.408.
underlying_price
4.409.
underlying_quantity
4.410.
valuation_type
4.411.
value
4.412.
value_after_mod
4.413.
value_date
4.414.
version_id
4.415.
vol_adj
4.416.
withdrawal_penalty
4.417.
acc_fv_change_before_taxes
4.418.
acc_fv_change_credit_risk
4.419.
accounting_treatment
4.420.
accounts_payable
4.421.
accounts_payable_prev
4.422.
accounts_receivable
4.423.
accounts_receivable_prev
4.424.
accrual_status
4.425.
accrued_interest
4.426.
accrued_interest_12m
4.427.
accrued_interest_after_mod
4.428.
accrued_interest_balance
4.429.
address_city
4.430.
address_county
4.431.
address_street
4.432.
administration
4.433.
amortised_cost
4.434.
amount
4.435.
anchor_tenant
4.436.
annual_debit_turnover
4.437.
arrears_arrange_comp
4.438.
arrears_arrange_date
4.439.
arrears_arrangement
4.440.
arrears_balance
4.441.
asset_class
4.442.
asset_liability
4.443.
attachment_point
4.444.
audit_date
4.445.
balance
4.446.
balance_after_mod
4.447.
bankruptcy_date
4.448.
bankruptcy_type
4.449.
base_currency_code
4.450.
base_rate
4.451.
behavioral_curve_id
4.452.
behavioral_end_date
4.453.
beneficiary_id
4.454.
birr_curve_id
4.455.
birr_id
4.456.
boe_industry_code
4.457.
boe_sector_code
4.458.
book_yield
4.459.
break_dates
4.460.
business_line_desc
4.461.
business_line_name
4.462.
call_dates
4.463.
call_type
4.464.
capital_exp
4.465.
capital_tier
4.466.
cash_securities
4.467.
ccf
4.468.
ccr_approach
4.469.
census_tract
4.470.
charge
4.471.
city
4.472.
claims
4.473.
clearing_threshold
4.474.
comments
4.475.
contribution_amount
4.476.
contribution_text
4.477.
cost_center_code
4.478.
count
4.479.
country_code
4.480.
cover_pool_balance
4.481.
cqs_irb
4.482.
cqs_standardised
4.483.
cr_approach
4.484.
credit_class
4.485.
credit_enhance_amt
4.486.
credit_impaired
4.487.
credit_process
4.488.
credit_score
4.489.
credit_score_date
4.490.
credit_score_vendor
4.491.
credit_score_version
4.492.
credit_support_type
4.493.
csa_id
4.494.
cum_recoveries
4.495.
cum_write_offs
4.496.
curr_assets
4.497.
curr_assets_prev
4.498.
curr_liabilities
4.499.
curr_liabilities_prev
4.500.
curr_long_term_debt
4.501.
currency_code
4.502.
cusip
4.503.
custodian_country_code
4.504.
customer_id
4.505.
customers
4.506.
date
4.507.
day_count_convention
4.508.
dbrs_lt
4.509.
dbrs_st
4.510.
deal_id
4.511.
default_date
4.512.
deferred_fees
4.513.
delinquent_amount_cap
4.514.
depr_amort
4.515.
description
4.516.
detachment_point
4.517.
df_ccp
4.518.
df_cm
4.519.
disposition_date
4.520.
disposition_schedule_shift
4.521.
disposition_type
4.522.
distribution_type
4.523.
ead
4.524.
ead_irb_ec
4.525.
economic_loss
4.526.
el_irb
4.527.
encumbrance_amount
4.528.
encumbrance_end_date
4.529.
encumbrance_type
4.530.
end_date
4.531.
escrow_amount
4.532.
excess_spread_type
4.533.
facility_currency_code
4.534.
facility_id
4.535.
fees
4.536.
final_draw_date
4.537.
financials_date
4.538.
first_arrears_date
4.539.
first_payment_date
4.540.
first_principal_date
4.541.
first_write_off_date
4.542.
fitch_lt
4.543.
fitch_st
4.544.
fixed_assets
4.545.
forbearance_date
4.546.
foreclosure_ref_date
4.547.
foreclosure_sale_date
4.548.
foreclosure_status
4.549.
fraud_loss
4.550.
frr_id
4.551.
fvh_level
4.552.
guarantee_amount
4.553.
guarantee_scheme
4.554.
guarantee_start_date
4.555.
guarantor_id
4.556.
headcount
4.557.
hedge_designation
4.558.
hedge_id
4.559.
hedge_sidedness
4.560.
hedge_type
4.561.
hedged_cf_type
4.562.
hedged_percentage
4.563.
hedged_risk
4.564.
hqla_class
4.565.
id
4.566.
impairment_amount
4.567.
impairment_date
4.568.
impairment_status
4.569.
impairment_type
4.570.
implied_vol
4.571.
income_assessment
4.572.
income_docs
4.573.
incurred_cva
4.574.
index_composition
4.575.
initial_margin
4.576.
int_reset_freq
4.577.
int_tax_status
4.578.
interest_expense
4.579.
interest_repayment_frequency
4.580.
interest_reserve
4.581.
internal_rating
4.582.
intra_group
4.583.
inv_term_amount
4.584.
inventory
4.585.
inventory_prev
4.586.
isin_code
4.587.
issuance_type
4.588.
issue_date
4.589.
issue_size
4.590.
issuer_id
4.591.
k_ccp
4.592.
kbra_lt
4.593.
kbra_st
4.594.
last_arrears_date
4.595.
last_drawdown_date
4.596.
last_exercise_date
4.597.
last_payment_date
4.598.
last_recovery_date
4.599.
last_write_off_date
4.600.
ledger_code
4.601.
leg
4.602.
leg_type
4.603.
legal_entity_name
4.604.
lei_code
4.605.
leveraged_loan
4.606.
lgd_downturn
4.607.
lgd_floored
4.608.
lgd_irb
4.609.
lgd_irb_ec
4.610.
lgd_max
4.611.
lgd_min
4.612.
lifetime_rate_cap
4.613.
lifetime_rate_floor
4.614.
limit_amount
4.615.
liq_method
4.616.
lnrf_amount
4.617.
locked_amt_amort
4.618.
locked_amt_io
4.619.
long_term_debt
4.620.
loss_mitig_amt
4.621.
loss_mitig_status
4.622.
mailing_address
4.623.
mailing_city
4.624.
mailing_postal_code
4.625.
mailing_state
4.626.
margin_frequency
4.627.
margin_period_of_risk
4.628.
maturity_date
4.629.
mic_code
4.630.
minimum_balance
4.631.
minimum_balance_eur
4.632.
minimum_transfer_amount
4.633.
minority_interest
4.634.
mna_id
4.635.
mod_contribution
4.636.
mod_date
4.637.
mod_house_debt_payments
4.638.
mod_monthly_payments
4.639.
mod_ref_income_amt
4.640.
month_payment
4.641.
moodys_lt
4.642.
moodys_st
4.643.
movement
4.644.
mtd_deposits
4.645.
mtd_interest_paid
4.646.
mtd_withdrawals
4.647.
mtm_clean
4.648.
mtm_dirty
4.649.
nace_code
4.650.
naics_code
4.651.
name
4.652.
national_reporting_code
4.653.
neg_amort_limit
4.654.
net_income
4.655.
net_income_prev
4.656.
net_loss
4.657.
net_sales
4.658.
net_sales_prev
4.659.
netting_restriction
4.660.
next_exercise_date
4.661.
next_payment_date
4.662.
next_repricing_date
4.663.
next_withdrawal_date
4.664.
noi
4.665.
noi_date
4.666.
non_accrual_date
4.667.
noncredit_amt
4.668.
notional_amount
4.669.
number_of_disputes
4.670.
occupancy
4.671.
occupancy_date
4.672.
on_balance_sheet
4.673.
operating_income
4.674.
orig_base_rate
4.675.
orig_charge
4.676.
orig_credit_score
4.677.
orig_credit_score_vendor
4.678.
orig_credit_score_version
4.679.
orig_cusip
4.680.
orig_customer_id
4.681.
orig_end_date
4.682.
orig_facility_id
4.683.
orig_house_debt_payments
4.684.
orig_id
4.685.
orig_imp_status
4.686.
orig_income
4.687.
orig_int_reset_freq
4.688.
orig_limit_amount
4.689.
orig_monthly_payments
4.690.
orig_noi
4.691.
orig_notional
4.692.
orig_notional_amount
4.693.
orig_payment
4.694.
orig_penalty_date
4.695.
orig_rate
4.696.
orig_rate_type
4.697.
orig_ref_income
4.698.
orig_repayment_type
4.699.
orig_reversion_date
4.700.
orig_source
4.701.
orig_spread
4.702.
orig_type
4.703.
orig_valuation_type
4.704.
orig_value
4.705.
originator_id
4.706.
originator_type
4.707.
outstanding_principal
4.708.
parent_facility_id
4.709.
parent_id
4.710.
participation_int
4.711.
participation_type
4.712.
pay_type_end_draw
4.713.
pd_calc_method
4.714.
pd_irb
4.715.
pd_irb_ec
4.716.
pd_max
4.717.
pd_min
4.718.
pd_retail_irb
4.719.
penalty_date
4.720.
period_pnl
4.721.
periodic_pay_cap
4.722.
periodic_pay_floor
4.723.
periodic_rate_cap
4.724.
periodic_rate_floor
4.725.
position
4.726.
postal_code
4.727.
prev_arr_date
4.728.
prev_payment_date
4.729.
price
4.730.
product_count
4.731.
product_name
4.732.
property_size
4.733.
provision_amount
4.734.
provision_type
4.735.
purpose
4.736.
quote
4.737.
quote_currency_code
4.738.
rate
4.739.
rate_after_mod
4.740.
rate_before_mod
4.741.
rate_mod_end_date
4.742.
rate_mod_start_date
4.743.
rate_mod_step
4.744.
rate_type
4.745.
rating
4.746.
recourse
4.747.
ref_income_amount
4.748.
regulated
4.749.
regulator
4.750.
regulatory_book
4.751.
rehypothecation
4.752.
relationship
4.753.
renewal_date
4.754.
rep_arrears_arrangement
4.755.
repayment_frequency
4.756.
repayment_type
4.757.
reporting_entity_name
4.758.
reporting_id
4.759.
reporting_relationship
4.760.
repurchase_req_date
4.761.
repurchase_status
4.762.
resolution_date
4.763.
retained_earnings
4.764.
retention_pct
4.765.
retention_type
4.766.
reversion_base_rate
4.767.
reversion_date
4.768.
reversion_rate
4.769.
reversion_spread
4.770.
review_date
4.771.
risk_country_code
4.772.
risk_group_id
4.773.
risk_group_id_2
4.774.
risk_profile
4.775.
risk_rating_system_id
4.776.
risk_weight_irb
4.777.
risk_weight_std
4.778.
rollover_date
4.779.
rssd_id
4.780.
sale_price
4.781.
scra
4.782.
secured
4.783.
securitisation_type
4.784.
sedol
4.785.
seniority
4.786.
servicer_id
4.787.
servicing
4.788.
servicing_currency_code
4.789.
settlement_amount
4.790.
settlement_type
4.791.
sft_type
4.792.
short_term_debt
4.793.
sic_code
4.794.
snc_id
4.795.
snp_lt
4.796.
snp_st
4.797.
source
4.798.
spread
4.799.
ssic_code
4.800.
start_date
4.801.
status
4.802.
stay_protocol
4.803.
stock_symbol
4.804.
street_address
4.805.
stress_change
4.806.
strike
4.807.
supervisory_price
4.808.
tangible_assets
4.809.
tdr_date
4.810.
termination_value
4.811.
threshold
4.812.
tin
4.813.
total_assets
4.814.
total_assets_prev
4.815.
total_liabilities
4.816.
trade_date
4.817.
transferable
4.818.
turnover
4.819.
type
4.820.
uk_funding_type
4.821.
underlying_currency_code
4.822.
underlying_index
4.823.
underlying_index_tenor
4.824.
underlying_price
4.825.
underlying_quantity
4.826.
valuation_type
4.827.
value
4.828.
value_after_mod
4.829.
value_date
4.830.
version_id
4.831.
vol_adj
4.832.
withdrawal_penalty
Light (default)
Rust
Coal
Navy
Ayu
SUADE Documentation
layout
title
schemas
property
orig_end_date
loan
orig_end_date
The end_date at origination.