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
The accounting treatment in accordance with IAS/IFRS9 accounting principles.
string
amortised_cost, available_for_sale, cb_or_demand, fv_mandatorily, fv_oci, fv_thru_pnl, held_for_hedge, held_for_trading, held_to_maturity, loans_and_recs, ntnd_cost_based, ntnd_fv_equity, ntnd_fv_pl, other_gaap, trading_gaap, 
accrued_interest_12m
The cumulative accrued interest over the past 12 months. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
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
other, principal, 
arrears_arrangement
The arrangement the lender has made with the borrower regarding the amount referenced in the arrears_balance.
string
formal, interest_grace_period, modified_tnc, none, possessed, refinancing, temporary, 
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
Is the data an asset, a liability, or equity on the firm’s balance sheet?
string
asset, equity, liability, pnl, 
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
FDTR, UKBRBASE, ZERO, 
behavioral_curve_id
The unique identifier for the behavioral curve used by the financial institution.
string-
beneficiary_id
The unique identifier for the beneficiary of the loan cashflows.
string-
cb_haircut
The haircut as determined by the firm’s central bank
number-
ccf
The credit conversion factor that indicates the proportion of the undrawn amount that would be drawn down on default.
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
Two-letter country code as defined according to ISO 3166-1 plus ISO allowed, user-assignable codes (AA, QM to QZ, XA to XZ, and ZZ).
string
AA, AD, AE, AE-AJ, AE-AZ, AE-DU, AE-FU, AE-RK, AE-SH, AE-UQ, AF, AG, AI, AL, AM, AO, AQ, AR, AS, AT, AU, AW, AX, AZ, BA, BB, BD, BE, BF, BG, BH, BI, BJ, BL, BM, BN, BO, BQ, BR, BS, BT, BV, BW, BY, BZ, CA, CA-AB, CA-BC, CA-MB, CA-NB, CA-NL, CA-NS, CA-NT, CA-NU, CA-ON, CA-PE, CA-QC, CA-SK, CA-YT, CC, CD, CF, CG, CH, CI, CK, CL, CM, CN, CO, CR, CU, CV, CW, CX, CY, CZ, DE, DJ, DK, DM, DO, DZ, EC, EE, EG, EH, ER, ES, ET, FI, FJ, FK, FM, FO, FR, GA, GB, GD, GE, GF, GG, GH, GI, GL, GM, GN, GP, GQ, GR, GS, GT, GU, GW, GY, HK, HM, HN, HR, HT, HU, ID, IE, IL, IM, IN, IO, IQ, IR, IS, IT, JE, JM, JO, JP, KE, KG, KH, KI, KM, KN, KP, KR, KW, KY, KZ, LA, LB, LC, LI, LK, LR, LS, LT, LU, LV, LY, MA, MC, MD, ME, MF, MG, MH, MK, ML, MM, MN, MO, MP, MQ, MR, MS, MT, MU, MV, MW, MX, MY, MZ, NA, NC, NE, NF, NG, NI, NL, NO, NP, NR, NU, NZ, OM, PA, PE, PF, PG, PH, PK, PL, PM, PN, PR, PS, PT, PW, PY, QA, QM, QN, QO, QP, QQ, QR, QS, QT, QU, QV, QW, QX, QY, QZ, RE, RO, RS, RU, RW, SA, SB, SC, SD, SE, SG, SH, SI, SJ, SK, SL, SM, SN, SO, SR, SS, ST, SV, SX, SY, SZ, TC, TD, TF, TG, TH, TJ, TK, TL, TM, TN, TO, TR, TT, TV, TW, TZ, UA, UG, UM, US, UY, UZ, VA, VC, VE, VG, VI, VN, VU, WF, WS, XA, XB, XC, XD, XE, XF, XG, XH, XI, XJ, XK, XL, XM, XN, XO, XP, XQ, XR, XS, XT, XU, XV, XW, XX, XY, XZ, YE, YT, ZA, ZM, ZW, ZZ, 
cr_approach
Specifies the approved credit risk rwa calculation approach to be applied to the exposure.
string
airb, eif_fb, eif_lt, eif_mba, firb, sec_erba, sec_sa, sec_sa_lt, std, 
cum_recoveries
The total amount recovered since the date of default of the instrument.
integer-
currency_code
Currency in accordance with ISO 4217 standards plus CNH for practical considerations.
string
AED, AFN, ALL, AMD, ANG, AOA, ARS, AUD, AWG, AZN, BAM, BBD, BDT, BGN, BHD, BIF, BMD, BND, BOB, BOV, BRL, BSD, BTN, BWP, BYN, BZD, CAD, CDF, CHE, CHF, CHW, CLF, CLP, CNH, CNY, COP, COU, CRC, CUC, CUP, CVE, CZK, DJF, DKK, DOP, DZD, EGP, ERN, ETB, EUR, FJD, FKP, GBP, GEL, GHS, GIP, GMD, GNF, GTQ, GYD, HKD, HNL, HRK, HTG, HUF, IDR, ILS, INR, IQD, IRR, ISK, JMD, JOD, JPY, KES, KGS, KHR, KMF, KPW, KRW, KWD, KYD, KZT, LAK, LBP, LKR, LRD, LSL, LYD, MAD, MDL, MGA, MKD, MMK, MNT, MOP, MRU, MUR, MVR, MWK, MXN, MXV, MYR, MZN, NAD, NGN, NIO, NOK, NPR, NZD, OMR, PAB, PEN, PGK, PHP, PKR, PLN, PYG, QAR, RON, RSD, RUB, RWF, SAR, SBD, SCR, SDG, SEK, SGD, SHP, SLL, SOS, SRD, SSP, STN, SYP, SZL, THB, TJS, TMT, TND, TOP, TRY, TTD, TWD, TZS, UAH, UGX, USD, USN, USS, UYI, UYU, UYW, UZS, VES, VND, VUV, WST, XAF, XAG, XAU, XBA, XBB, XBC, XBD, XCD, XDR, XOF, XPD, XPF, XPT, XSU, XTS, XUA, XXX, YER, ZAR, ZMW, 
customer_id
The unique identifier used by the financial institution to identify the customer.
string-
customers
The list of customers for this loan
array-
day_count_convention
The methodology for calculating the number of days between two dates. It is used to calculate the amount of accrued interest or the present value.
string
act_360, act_365, act_act, std_30_360, std_30_365, 
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-
el_irb
The best estimate of expected loss when in default.
number-
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
abs, cb_funding, covered_bond, 
end_date
YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
facility_currency_code
Currency in accordance with ISO 4217 standards plus CNH for practical considerations.
string
AED, AFN, ALL, AMD, ANG, AOA, ARS, AUD, AWG, AZN, BAM, BBD, BDT, BGN, BHD, BIF, BMD, BND, BOB, BOV, BRL, BSD, BTN, BWP, BYN, BZD, CAD, CDF, CHE, CHF, CHW, CLF, CLP, CNH, CNY, COP, COU, CRC, CUC, CUP, CVE, CZK, DJF, DKK, DOP, DZD, EGP, ERN, ETB, EUR, FJD, FKP, GBP, GEL, GHS, GIP, GMD, GNF, GTQ, GYD, HKD, HNL, HRK, HTG, HUF, IDR, ILS, INR, IQD, IRR, ISK, JMD, JOD, JPY, KES, KGS, KHR, KMF, KPW, KRW, KWD, KYD, KZT, LAK, LBP, LKR, LRD, LSL, LYD, MAD, MDL, MGA, MKD, MMK, MNT, MOP, MRU, MUR, MVR, MWK, MXN, MXV, MYR, MZN, NAD, NGN, NIO, NOK, NPR, NZD, OMR, PAB, PEN, PGK, PHP, PKR, PLN, PYG, QAR, RON, RSD, RUB, RWF, SAR, SBD, SCR, SDG, SEK, SGD, SHP, SLL, SOS, SRD, SSP, STN, SYP, SZL, THB, TJS, TMT, TND, TOP, TRY, TTD, TWD, TZS, UAH, UGX, USD, USN, USS, UYI, UYU, UYW, UZS, VES, VND, VUV, WST, XAF, XAG, XAU, XBA, XBB, XBC, XBD, XCD, XDR, XOF, XPD, XPF, XPT, XSU, XTS, XUA, XXX, YER, ZAR, ZMW, 
fees
The fees associated with the loan.
integer-
first_arrears_date
The first date on which this loan was in arrears.
string-
first_payment_date
The first payment date for interest payments.
string-
forbearance_date
The date on which the first forbearance measure was granted to this product. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
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_date
The date upon which the product became considered impaired. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
impairment_status
The recognition stage for the impairment/expected credit loss of the product.
string
doubtful, in_litigation, loss, non_performing, normal, performing, pre_litigation, stage_1, stage_1_doubtful, stage_1_loss, stage_1_normal, stage_1_substandard, stage_1_watch, stage_2, stage_2_doubtful, stage_2_loss, stage_2_normal, stage_2_substandard, stage_2_watch, stage_3, stage_3_doubtful, stage_3_loss, stage_3_normal, stage_3_substandard, stage_3_watch, substandard, watch, 
impairment_type
The loss event resulting in the impairment of the loan.
string
collective, individual, write_off, 
income_assessment
Was the loan assessed against a single or joint incomes?
string
joint, single, 
interest_repayment_frequency
Repayment frequency of the loan interest, if different from principal.
string
daily, weekly, bi_weekly, monthly, bi_monthly, quarterly, semi_annually, annually, at_maturity, biennially, sesquiennially, 
issuer_id
The unique identifier for the issuer of the loan.
string-
last_arrears_date
The last date on which this loan was in arrears.
string-
last_drawdown_date
The last date on which a drawdown was made on this 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-
lgd_downturn
The loss given default in the event of an economic downturn. Percentage between 0 an 1.
number-
lgd_floored
The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations
number-
lgd_irb
The loss given default as determined by internal rating-based methods.
number-
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
acquired, acquired_impaired, other, securitised, sold, syndicated, syndicated_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_lender, other, spv, 
pd_irb
The probability of default as determined by internal rating-based methods. Percentage between 0 an 1.
number-
pd_retail_irb
The retail probability of default as determined by internal rating-based methods. Percentage between 0 an 1.
number-
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
none, other, 
purpose
The underlying reason the borrower has requested the loan.
string
agriculture, bridging_loan, buy_to_let, buy_to_let_construct, buy_to_let_further_advance, buy_to_let_house_purchase, buy_to_let_other, buy_to_let_remortgage, commodities_finance, construction, consumer_buy_to_let, first_time_buyer, further_advance, house_purchase, ips, lifetime_mortgage, non_b20, object_finance, operational, other, project_finance, project_hq_phase, project_pre_op, promotional, reference, remortgage, remortgage_other, speculative_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
combined, fixed, tracker, variable, 
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
The type of portfolio in which the instrument is held.
string
banking_book, trading_book, 
repayment_frequency
Repayment frequency of the loan.
string
daily, weekly, bi_weekly, monthly, bi_monthly, quarterly, semi_annually, annually, at_maturity, biennially, sesquiennially, 
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
combined, interest_only, other, repayment, 
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
Two-letter country code as defined according to ISO 3166-1 plus ISO allowed, user-assignable codes (AA, QM to QZ, XA to XZ, and ZZ).
string
AA, AD, AE, AE-AJ, AE-AZ, AE-DU, AE-FU, AE-RK, AE-SH, AE-UQ, AF, AG, AI, AL, AM, AO, AQ, AR, AS, AT, AU, AW, AX, AZ, BA, BB, BD, BE, BF, BG, BH, BI, BJ, BL, BM, BN, BO, BQ, BR, BS, BT, BV, BW, BY, BZ, CA, CA-AB, CA-BC, CA-MB, CA-NB, CA-NL, CA-NS, CA-NT, CA-NU, CA-ON, CA-PE, CA-QC, CA-SK, CA-YT, CC, CD, CF, CG, CH, CI, CK, CL, CM, CN, CO, CR, CU, CV, CW, CX, CY, CZ, DE, DJ, DK, DM, DO, DZ, EC, EE, EG, EH, ER, ES, ET, FI, FJ, FK, FM, FO, FR, GA, GB, GD, GE, GF, GG, GH, GI, GL, GM, GN, GP, GQ, GR, GS, GT, GU, GW, GY, HK, HM, HN, HR, HT, HU, ID, IE, IL, IM, IN, IO, IQ, IR, IS, IT, JE, JM, JO, JP, KE, KG, KH, KI, KM, KN, KP, KR, KW, KY, KZ, LA, LB, LC, LI, LK, LR, LS, LT, LU, LV, LY, MA, MC, MD, ME, MF, MG, MH, MK, ML, MM, MN, MO, MP, MQ, MR, MS, MT, MU, MV, MW, MX, MY, MZ, NA, NC, NE, NF, NG, NI, NL, NO, NP, NR, NU, NZ, OM, PA, PE, PF, PG, PH, PK, PL, PM, PN, PR, PS, PT, PW, PY, QA, QM, QN, QO, QP, QQ, QR, QS, QT, QU, QV, QW, QX, QY, QZ, RE, RO, RS, RU, RW, SA, SB, SC, SD, SE, SG, SH, SI, SJ, SK, SL, SM, SN, SO, SR, SS, ST, SV, SX, SY, SZ, TC, TD, TF, TG, TH, TJ, TK, TL, TM, TN, TO, TR, TT, TV, TW, TZ, UA, UG, UM, US, UY, UZ, VA, VC, VE, VG, VI, VN, VU, WF, WS, XA, XB, XC, XD, XE, XF, XG, XH, XI, XJ, XK, XL, XM, XN, XO, XP, XQ, XR, XS, XT, XU, XV, XW, XX, XY, XZ, YE, YT, ZA, ZM, ZW, ZZ, 
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
actual, cancellable, cancelled, committed, defaulted, 
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
auto, commercial, commercial_property, credit_card, credit_facility, financial_lease, heloc, liquidity_facility, mortgage, mortgage_charter, multiccy_facility, nostro, other, personal, q_reverse_mortgage, reverse_mortgage, trade_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-