layouttitle
schemaloan

Loan Schema


Data schema defining the characteristics of a loan product.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the record within the firm.
string-
date
The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
acc_fv_change_before_taxes
Accumulated change in fair value before taxes.
integer-
acc_fv_change_credit_risk
Accumulated changes in fair value due to credit risk.
integer-
accounting_treatment
Data schema defining the characteristics of a loan product.
string
amortised_costavailable_for_salecb_or_demandfv_mandatorilyfv_ocifv_thru_pnlheld_for_hedgeheld_for_tradingheld_to_maturityloans_and_recs
accrued_interest_balance
The accrued interest due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
administration
How the loan was administered by the lender.
string
otherprincipal
arrears_arrangement
The arrangement the lender has made with the borrower regarding the amount referenced in the arrears_balance.
string
formalmodified_tncnonepossessedrefinancingtemporary
arrears_balance
The balance of the loan or capital amount that is considered to be in arrears. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_liability
Data schema defining the characteristics of a loan product.
string
assetequityliabilitypnl
balance
The balance of the loan or capital still to be repaid. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
base_rate
The base rate represents the basis of the repayment rate on the borrowed funds at the given date as agreed in the terms of the loan.
string
FDTRUKBRBASEZERO
behavioral_curve_id
The unique identifier for the behavioral curve used by the financial institution.
string-
ccf
Data schema defining the characteristics of a loan product.
number-
cost_center_code
The organizational unit or sub-unit to which costs/profits are booked.
string-
count
Describes the number of loans aggregated into a single row.
integer-
country_code
Data schema defining the characteristics of a loan product.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
cum_recoveries
The total amount recovered since the date of default of the instrument.
integer-
currency_code
Data schema defining the characteristics of a loan product.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
customer_id
The unique identifier used by the financial institution to identify the customer.
string-
customers
The list of customers for this loan
array-
deal_id
Identifier used for linking this product as part of a larger deal. e.g. Two components of a single loan or matching a securitisation with it’s underlying loan.
string-
encumbrance_amount
The amount of the loan that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_end_date
Date encumbrance amount goes to zero. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
abscb_fundingcovered_bond
end_date
YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
facility_currency_code
Data schema defining the characteristics of a loan product.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
first_payment_date
The first payment date for interest payments.
string-
fvh_level
Fair value hierarchy category according to IFRS 13.93 (b)
integer-
guarantee_amount
The amount of the loan that is guaranteed by the guarantor. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
guarantor_id
The unique identifier for the guarantor of the loan.
string-
impairment_amount
The impairment amount for a loan is the allowance for loan impairments set aside by the firm that accounts for the event that the loan becomes impaired in the future.
integer-
impairment_status
Data schema defining the characteristics of a loan product.
string
doubtfullossnon_performingnormalperformingstage_1stage_1_doubtfulstage_1_lossstage_1_normalstage_1_substandardstage_1_watchstage_2stage_2_doubtfulstage_2_lossstage_2_normalstage_2_substandardstage_2_watchstage_3stage_3_doubtfulstage_3_lossstage_3_normalstage_3_substandardstage_3_watchsubstandardwatch
impairment_type
The loss event resulting in the impairment of the loan.
string
collectiveindividualwrite_off
interest_repayment_frequency
Repayment frequency of the loan interest, if different from principal.
string
dailyweeklybi_weeklymonthlybi_monthlyquarterlysemi_annuallyannuallyat_maturitybienniallysesquiennially
issuer_id
The unique identifier for the issuer of the loan.
string-
last_payment_date
The final payment date for interest payments, often coincides with end_date.
string-
ledger_code
The internal ledger code or line item name.
string-
limit_amount
The total credit limit on the loan. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
lnrf_amount
The total amount of non-recourse funding linked to the loan. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
minimum_balance_eur
Indicates the minimum balance, in Euros, of each loan within the aggregate.
integer-
movement
The movement parameter describes how the loan arrived to the firm.
string
acquiredacquired_impairedothersecuritisedsoldsyndicatedsyndicated_lead
next_payment_date
The next date at which interest will be paid or accrued_interest balance returned to zero.
string-
next_repricing_date
The date on which the interest rate of the loan will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
notional_amount
The original notional amount of the loan. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
on_balance_sheet
Is the loan reported on the balance sheet of the financial institution?
boolean-
originator_id
The unique identifier used by the financial institution to identify the originator of the loan product.
string-
originator_type
The type of financial institution that acted as the originator of the loan product.
string
mortgage_lenderotherspv
prev_payment_date
The most recent previous date at which interest was paid or accrued_interest balance returned to zero.
string-
product_name
The name of the product as given by the financial institution to be used for display and reference purposes.
string-
provision_amount
The amount of reserves that is provisioned by the financial institution to cover the potential loss on the loan. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
provision_type
The provision type parameter details the provisions the issuing firm has allocated to cover potential losses from issuing a loan.
string
noneother
purpose
The underlying reason the borrower has requested the loan.
string
agriculturebridging_loanbuy_to_letbuy_to_let_further_advancebuy_to_let_house_purchasebuy_to_let_otherbuy_to_let_remortgageconstructionconsumer_buy_to_letfirst_time_buyerfurther_advancehouse_purchaseipslifetime_mortgageoperationalotherproject_financepromotionalremortgageremortgage_otherspeculative_property
rate
The full interest rate applied to the loan balance. Note that for tracker rates this includes the benchmark (ie. not the credit spread). Percentages represented as a decimal/float, so 1.5 implies 1.5%.
number-
rate_type
Describes the type of interest rate applied to the loan.
string
combinedfixedtrackervariable
ref_income_amount
The reference income used for the customer(s) for this loan. Monetary type represented as an integer number of cents/pence.
integer-
regulated
Is this loan regulated or unregulated?
boolean-
regulatory_book
Data schema defining the characteristics of a loan product.
string
banking_booktrading_book
repayment_frequency
Repayment frequency of the loan.
string
dailyweeklybi_weeklymonthlybi_monthlyquarterlysemi_annuallyannuallyat_maturitybienniallysesquiennially
repayment_type
Repayment type of the loan refers to whether the customer will be repaying capital + interest, just interest or a combination of the two.
string
combinedinterest_onlyotherrepayment
reporting_entity_name
The name of the reporting legal entity for display purposes.
string-
reporting_id
The internal ID for the legal entity under which the account is being reported.
string-
reversion_date
The timestamp that indicates the end of an initial period where the ‘rate’ is applied to a loan. After this the interest is calculated using the ‘reversion_rate’. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
reversion_rate
The rate to which the loan will revert after the reversion date. Percentages represented as a decimal/float, so 1.5 implies 1.5%.
number-
risk_country_code
Data schema defining the characteristics of a loan product.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
risk_weight_irb
The internal risk weight represented as a decimal/float such that 1.5% is 0.015.
number-
risk_weight_std
The standardised approach risk weight represented as a decimal/float such that 1.5% is 0.015.
number-
secured
Is this loan secured or unsecured?
boolean-
source
The source(s) where this data originated. If more than one source needs to be stored for data lineage, it should be separated by a dash. eg. Source1-Source2
string-
start_date
The timestamp that the trade or financial product commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
status
Describes if the loan is active or been cancelled.
string
actualcancelledcommitteddefaulted
trade_date
The timestamp that the trade or financial product terms are agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
type
The form of the loan product administered by the financial institution, with regards to common regulatory classifications.
string
autocommercialcommercial_propertycredit_cardcredit_facilityfinancial_leaseliquidity_facilitymortgagemulticcy_facilitynostrootherpersonaltrade_finance
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
vol_adj
The volatility adjustment appropriate to the exposure.
number-