layouttitle
readmeHome

Financial Regulatory (FIRE) Data Standard


Build Status Project Website Apache 2.0 License Join the chat at https://gitter.im/SuadeLabs/fire Contributor Guidelines

What is the FIRE data standard?

The Financial Regulatory data standard defines a common specification for the transmission of granular data between regulatory systems in finance. Regulatory data refers to the data that underlies regulatory submissions, requirements, calculations and is used for policy, monitoring and supervision purposes.

The FIRE data schemas and code samples are licensed under the Apache 2.0 License which has been chosen for being open, permissive and already widely accepted within the financial sector (think Hadoop, Cassandra, ActiveMQ).

The FIRE data standard is supported by the European Commission, the Open Data Institute and the Open Data Incubator for Europe via the Horizon 2020 funding programme.


Please see the contributing guidelines and guiding principles if you would like to contribute to this project.

Random FIRE Data Generator

Included is a random data generator which will generate data in line with the FIRE schema, but not necessarily realistic. (eg. You might get a loan with a balance of 10 but accrued interest of 1 million)

Testing

You can run tests locally with via ./run_tests.sh or view the CI test results here


layouttitle
readmeHome

Financial Regulatory (FIRE) Data Standard


Build Status Project Website Apache 2.0 License Join the chat at https://gitter.im/SuadeLabs/fire Contributor Guidelines

What is the FIRE data standard?

The Financial Regulatory data standard defines a common specification for the transmission of granular data between regulatory systems in finance. Regulatory data refers to the data that underlies regulatory submissions, requirements, calculations and is used for policy, monitoring and supervision purposes.

The FIRE data schemas and code samples are licensed under the Apache 2.0 License which has been chosen for being open, permissive and already widely accepted within the financial sector (think Hadoop, Cassandra, ActiveMQ).

The FIRE data standard is supported by the European Commission, the Open Data Institute and the Open Data Incubator for Europe via the Horizon 2020 funding programme.


Please see the contributing guidelines and guiding principles if you would like to contribute to this project.

Random FIRE Data Generator

Included is a random data generator which will generate data in line with the FIRE schema, but not necessarily realistic. (eg. You might get a loan with a balance of 10 but accrued interest of 1 million)

Testing

You can run tests locally with via ./run_tests.sh or view the CI test results here


layouttitle
readmeIntroduction

General Information

This is an introduction for people new to JSON and Markdown, if you are already familiar with JSON schemas already, move along now, nothing to see here.

Headers

Please make sure all property markdown files in documentation/properties/ folder start with the following header:


--- 
layout:			property
title:			"name of the data item as it appears in the schemas (ie. lowercase)"
schemas:		[a list of schemas where this data_item is used]
---

JSON

JSON is short for “Javascript Object Notation” and defines the format for an “object”. An object in programming terms can be a variable, data structure or a function (basically anything). More commonly, in Object-Oriented programming an object typically refers to an Instance of a Class. That is to say, a specific description of something more general. Like a Goat being an instance of the Class “Animal”.

For our purposes, we can just consider JSON to be the data and a JSON-schema to just define the format for that data, ie. what it needs to look like so the computer can understand where things are when it receives it.

Properties, names and values

A property in JSON notation is a name-value pair and list of properties is what makes up the data in our schemas. What you would normally call a “field” (like interest_rate) is the name of the property and what we might call an attribute is the value of the property.

One property

{"name": value}

List of properties

{"name1": "value1", "name3": "value3", "name2": "value2"}

JSON is just text, so the formatting is purely visual, even the order (see above) does not matter. As things get more complicated however, it is considered best practice to format your JSON to look more human-friendly:

{
  "name1": "value1",
  "name3": "value3",
  "name2": "value2"
}

You can visit: http://jsonprettyprint.com/ to help with this formatting.

JSON-Schema

While any data sent/received in JSON format will always look like the above, we need a way to make sure it is what we are expecting. For this we define a JSON-Schema which basically describes what the JSON formatted data should look like.

Description

What if we want to add a little more information to describe our property? This is where the “description” parameter comes in. We add some curly brackets where the “value” is supposed to be and add a description as so:

{"name": {"description": "A little blurb about this property"} }

or

{
  "name": {
   "description": "A little blurb about this property"
  }
}

Types

Now that we have described our property value, let’s go a step further and narrow it down to a specific type. Is it a number, a word, a list? The “type” parameter allows us to specify exactly this. So now our schema would look something like this:

{
  "name": {
   "description": "A little blurb about this property",
   "type": "number"
  }
}

JSON has 7 standard types that we can use:

A null value means the value is unknown. Note that this is different from an empty or zero field. If the field is empty, undefined or does not exist, then it can simply be omitted (unless it is indicated as being “required” in which case you should provide a suitable default value).

An integer is a number without a fraction or exponent part.

ex 1. 4
ex 2. 26908289076124561671021

A number is a number with or without a fraction or exponent part.

ex 1. 26908289076124561671021
ex 2. 269082.89076124561671021

A string is a list of characters (except “ or \ ) inside “quotes”. You can think of a string as a word. Note that the “word” can also contain numbers (like your national insurance number). But also note that numbers represented as strings need to be converted back to numbers if you want to add or multiply them.

ex 1. “sheep”
ex 2. “AS546NB8”

A boolean is simple true or false flag. Note that the true/false flag is lowercase and not inside “quotes”.

ex 1. true
ex 2. false

If you were wondering, the word boolean comes from a founding father of modern logic, the English mathematician George Boole.

An array is a list of the other types, separated by commas and inside square brackets [ ].

ex 1. [2, 235, 34634, 34]
ex 2. [“sheep”, “sheep_dog”, “fox”]

An object is a JSON object, or in other words, the thing we are defining. So this allows for nesting of objects within objects. This is valid JSON, but adds time and complexity in the decoding/parsing process so generally should be avoided.

{
  "farm_id": "E2G2K3LSJENJ4J3K10H",
  "animals": {
    "goat": 2,
    "sheep": 7,
    "sheep_dog": 1
  },
  "farm_owner": "peter"
}

Restrictions

Once we have given a description, a type and maybe a format for our property value we can implement some sanity checks by applying further restrictions.

Restrictions can come in the form of visual presentation like formats or enums, or they can come in the form of simple quantitative sanity-checks. Both are extremely useful to narrow down the possibilities of what might be considered as “valid data” according to the schema. These restrictions not only ensure that bad data is caught at the most granular level, but it also ensures that common semantics are used to define the same thing. It is the first step towards a harmonised standard. In other words, if a loan currency is US Dollar, let’s agree to call it “USD” instead of “US_Dollar”, “dollar-USA”, “011” or “$US.”

Restrictions can be difficult to implement as you need to consider all potential edge cases. Account balances are generally positive but sometimes can be negative, too. Leveraging widely used ISO or IFRS standards are therefore a great way to ensure you have considered the full spectrum of possible values. It also means that, more often than not, firms will already be familiar with and recording data in line with these standards.

Formats

How would you represent a date value like 31 August 2014?

  • We could make use of a string type: “31 August 2014” but then “Aug 31 2014” would also be valid and we would have trouble ordering our data by date.
  • We could accept an integer type: 31082014 but then 1235 would also be a valid integer. And even if we restricted it to 8-digits, we would have to remember to make sure single digit months have a leading zeros and still this doesn’t tell us if it is 31 August 2014 or 14 February 8013.

You get the idea, sometimes we need more information. This is where the format parameter comes in.

The following is the list of the formats specified in the JSON Schema specification:

The one we use most commonly from this is the “date-time” format and it basically means your dates and timestamps need to be a valid string but also look like this: YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.

So for our example, if this is your schema:

{"animal_birthday": {
  "description": "The recorded birthday for the animal.",
  "type": "string",
  "format": "date-time"
  }
}

then this would be a valid input:

{"animal_birthday": "1995-06-07T13:00:00Z"}

and this would be an invalid input:

{"animal_birthday": "1995-6-7T13:00:00Z"}

Enums

enum is short for enumeration which is short for “a complete, ordered listing of all the items in a collection.” All that means is a list (an array) of possible values our value can have. Enums are typically used with string types to limit the range of possible strings that are considered valid for a property value.

Again, it is important to consider edge cases and hence where relevant, it is advisable to leave an “other” or “none” value so that and edge case can be temporarily mapped to a generic parameter. Particularly, in the case of an open source project, you can envisage enum lists getting longer as the schemas evolve through contributions.

So for example, if this is your schema:

{"animal_type": {
  "description": "The type of animal on the farm.",
  "type": "string",
  "enum": ["sheep", "goat", "cow", "other"]
  }
}

then this would be a valid input:

{"animal_type": "goat"}

and this would be an invalid input:

{"animal_type": "horse"}

More information

The JSON spec can be found here and JSON-schema spec cane be found here.


layouttitle
readmeFAQs

FAQs


Is FIRE a data model for my database?

No. The FIRE Data Format is designed to define the format and definition for the transmission of data rather than the storage of that data. Financial data as a whole does lend itself naturally to a relational data model, but depending on the use-case, FIRE data might be better stored in a non-relational, graph or denormalised form.

Given that FIRE is not a data model recipe, why do you have multiple schemas and relational ids that suggests an underlying relational table design?

There are a few reasons for separating data into “normalised” components:

  • To reduce redundant information and the amount of data going down the wire. If you are transmitting information on customers and products, doing so in multiple schemas will be less data than having customer information repeated as additional fields in every product schema.
  • To remove possibility for errors and inconsistencies in data. Again, if we had customer information fields in our loan schema you could get two loans with the same customer_id but different credit_impaired statuses.
  • By segregating schemas, it also allows entities (like customers or collateral) to be added independently (without a loan, for example). It also allows for transmitting of product data without customer data which can be particularly useful where data protection and security concerns might exist for different confidentiality levels of data.
layouttitle
readmeContributing

Contributing


  1. Create a (free) Github account: https://github.com/join
  2. Start a discussion in the Issue Tracker: https://github.com/SuadeLabs/fire/issues
  3. Make a pull request: https://help.github.com/articles/using-pull-requests/

Contribution Requirements

  1. When adding an attribute to a schema the attribute should be well defined in terms of data type (i.e. integer, string, enum etc.) and the attribute should respect the guiding principles.

  2. For every new attribute there should be a corresponding documentation file.

  3. There should always be a justification and description in the pull request. This should indicate why the attribute should be in the project and/or why this contribution is important.

  4. All files must be valid, i.e. schema files are valid JSON and documentation is in Markdown format.

Keep in mind

Ensure you respect the project’s guiding principles Ensure that you follow the community guidelines: https://suade.org/fire/guidelines.html


layouttitle
readmeGuiding Principles

Guiding principles

The guiding principles are composed of:

Project principles

The FIRE project should be:

Easy to understand

FIRE should be easy to read, understand and explain for non-technical users. The reason for this is that (like any data specification for a complex, regulated industry) FIRE contains a great deal of embedded subject matter expertise needs to be evaluated and updated by specialists in finance, regulatory policy, accounting and law. Similarly, as FIRE will be implemented and used by developers, who may not necessarily have the same level of subject matter expertise, it should not require a great deal of financial or regulatory knowledge to understand the general concepts for use.

Easy to use

FIRE should be easy to implement and should require drastic and fundamental changes to how financial institutions identify, conceptualize, create, store and manage their data. This is why the schemas attributes will look familiar to those associated with traditional relational tables and financial data models. Despite a relational look and feel, as JSON objects, FIRE data can be easily used with NoSQL or Graph databases.

Free, open and collaborative

This should be a given but is unfortunately not very common in the financial industry as enterprise software vendors are keen to create lock-in to their systems and platforms with closed and proprietary data models and formats. As such, FIRE carries an open-source Apache 2.0 License and is publicly accessible on Github for easy integration with other IT systems.

Schema design principles

The FIRE Data schema specifications should respect the following 3 schema design principles. Note that the terms data attributes and schema properties are interchangeably used.

1. Data attributes should always be true

Schema properties (data attributes) should be self-evident truths and not depend on the application for which they will be used. In the same way that your date of birth doesn’t change depending on who’s asking, properties should follow the same philosophy. Practically, this means data should not be dependent on the intended computation, visualisation, report or application. Data should simply represent a labelling of a contract or entity based on purely legal definitions. As such, every pull request requires a corresponding, documented, legal reference, preferably to a currently in-force financial regulation.

2. Data attributes should be atomic

Schema properties should uniquely describe the data. Properties should be fundamental, atomic units of measurement. One property should not be derivable from other properties. Similar to the “flags” problem, schema properties should not have embedded logic. This was often done with legacy systems for performance reasons when databases were fast, CPUs slow and memory expensive, but today, most applications are I/O bound. You may still choose to store secondary or derived data, but this is the concern of the application and its specific goals rather than the underlying fundamental data.

eg. It would be unwise to have a loan balance in original currency and USD. This inevitably leads to data of the form:

balanceoriginal ccyin USD
100EUR120
100USD90
100EUR130

Can you spot the problem?

Better is to just have an original currency and an exchange rate.

3. Data attributes should be consistent

Schema properties should try to avoid logical inconsistencies. In other words, one schema property should not contradict another. This is a common occurrence in legacy systems where schemas were updated without a big picture consideration. This typically manifests itself in the form of flags

eg. There should not be a security type titled “government_bond” and a “issuer-type-is-government” flag.

This might seem ok:

security typeissuer-type-is-govt
government_bondY

This has the potential to create contradictory data of the nature:

security typeissuer-type-is-govt
government_bondN

Better would be:

security typeissuer-type-is-govt
bondY

Even better would be:

security typeissuer type
bondgovernment

Why? Because flags are limiting and can still lead to inconsistencies:

security typeissuer-type-is-govtissuer-type-is-retail
bondYY

layouttitle
readmeFIRE data examples

The following are a few examples of common financial trades.

Individual element examples

Account examples

Current account

{
	"id": "current_account",
	"date": "2017-06-30T14:03:12Z",
	"trade_date": "2012-02-06T09:30:00Z",
	"start_date": "2012-02-07T00:00:00Z",
	"currency_code": "GBP",
	"balance": 30000,
	"accrued_interest": 2500,
	"type": "current",
	"status": "active",
	"on_balance_sheet": true,
	"asset_liability": "liability",
	"customer_id": "C123456"
}

Current account with guarantee

{
	"id": "current_account_with_guarantee",
	"date": "2017-06-30T14:03:12Z",
	"trade_date": "2012-02-06T09:30:00Z",
	"start_date": "2012-02-07T00:00:00Z",
	"currency_code": "GBP",
	"balance": 30000,
	"accrued_interest": 2500,
	"guarantee_scheme": "gb_fscs",
	"guarantee_amount": 8500,
	"type": "current",
	"status": "active",
	"on_balance_sheet": true,
	"asset_liability": "liability",
	"customer_id": "C123456"
}

Savings account

{
	"id": "savings_account",
	"date": "2017-06-30T14:03:12Z",
	"trade_date": "2012-02-06T09:30:00Z",
	"start_date": "2012-02-07T00:00:00Z",
	"currency_code": "GBP",
	"balance": 30000,
	"accrued_interest": 2500,
	"type": "savings",
	"status": "active",
	"on_balance_sheet": true,
	"asset_liability": "liability",
	"customer_id": "C123456"
}

Savings account with notice

{
	"id": "savings_account_with_30days_notice",
	"date": "2017-06-30T14:03:12Z",
	"trade_date": "2012-02-06T09:30:00Z",
	"start_date": "2012-02-07T00:00:00Z",
	"next_withdrawal_date": "2017-07-30T00:00:00Z",
	"currency_code": "GBP",
	"balance": 30000,
	"accrued_interest": 2500,
	"type": "savings",
	"status": "active",
	"on_balance_sheet": true,
	"asset_liability": "liability",
	"customer_id": "C123456"
}

1-year time deposit

{
	"id": "time_deposit_1year",
	"date": "2017-06-30T14:03:12Z",
	"trade_date": "2012-02-06T09:30:00Z",
	"start_date": "2012-02-07T00:00:00Z",
	"end_date": "2018-06-30T00:00:00Z",
	"currency_code": "GBP",
	"balance": 30000,
	"accrued_interest": 2500,
	"type": "time_deposit",
	"status": "active",
	"on_balance_sheet": true,
	"asset_liability": "liability",
	"customer_id": "C123456"
}

1-year time deposit with 6-month withdrawal option

{
	"id": "time_deposit_1year_with_6_month_withdrawal_option",
	"date": "2017-06-30T14:03:12Z",
	"trade_date": "2012-02-06T09:30:00Z",
	"start_date": "2012-02-07T00:00:00Z",
	"next_withdrawal_date": "2017-12-31T00:00:00Z",
	"end_date": "2018-06-30T00:00:00Z",
	"currency_code": "GBP",
	"balance": 30000,
	"accrued_interest": 2500,
	"type": "time_deposit",
	"status": "active",
	"on_balance_sheet": true,
	"asset_liability": "liability",
	"customer_id": "C123456"
}

PNL interest income

{
	"id": "interest_income",
	"date": "2017-06-30T14:03:12Z",
	"currency_code": "GBP",
	"balance": 30000,
	"type": "income",
	"asset_liability": "pnl",
	"purpose": "interest",
	"customer_id": "C123456"
}

PNL salary expenses

{
	"id": "salary_expenses",
	"date": "2017-06-30T14:03:12Z",
	"currency_code": "GBP",
	"balance": 30000,
	"type": "expense",
	"asset_liability": "pnl",
	"purpose": "regular_wages"
}

Loan examples

BBL/CBIL

These loans can be represented as a combination of two independent loans.

The first loan is a 25K GBP payable quarterly during 1 year (From Aug 1st, 2020 to Aug 1st, 2021).

{
    "id": "BBL1",
    "date": "2020-08-08T00:00:00+00:00",
    "balance": 2500000,
    "currency_code": "GBP",
    "end_date": "2021-08-01T00:00:00+00:00",
    "interest_repayment_frequency": "quarterly",
    "repayment_frequency": "at_maturity",
    "repayment_type": "interest_only",
    "start_date": "2020-08-01T00:00:00+00:00",
    "trade_date": "2020-05-11T00:00:00+00:00"
}

The second loan is a 25K GBP payable monthly during 5 years (From Aug 1st, 2021 to Aug 1st, 2026).

{
    "id": "BBL2",
    "date": "2020-08-08T00:00:00+00:00",
    "balance": 2500000,
    "currency_code": "GBP",
    "end_date": "2026-08-01T00:00:00+00:00",
    "repayment_frequency": "monthly",
    "repayment_type": "repayment",
    "start_date": "2021-08-01T00:00:00+00:00",
    "trade_date": "2020-05-11T00:00:00+00:00"
}

BBL_1 will create an inflow of 25K GBP, and BBL_2 will create an outflow of 25K GBP on Aug 1st, 2021.

If you are working with reports that separates inflows from outflows, you will get an excess on the inflow and an excess of the outflow.

To eliminate this excess, we can introduce a third loan.

{
    "id": "BBL_netting",
    "date": "2020-08-08T00:00:00+00:00",
    "balance": -2500000,
    "currency_code": "GBP",
    "end_date": "2021-08-01T00:00:00+00:00",
    "repayment_frequency": "at_maturity",
    "repayment_type": "repayment",
    "start_date": "2021-08-01T00:00:00+00:00"
}

Please download the complete examples

Nostro account

Nostro account, of 1000 GBP, held at another credit institution

{
	"id": "nostro account at another credit institution",
	"date": "2017-06-30T14:03:12Z",
	"currency_code": "GBP",
	"balance": 100000,
	"type": "nostro",
	"asset_liability": "asset",
	"customer_id": "bank_123_id",
	"end_date": null,
	"on_balance_sheet":true
}

Loan with two customers

A loan example showing what the json looks like for loans with two customers

{{#include_loan_with_2_customers.json:5:}}

Derivative examples

Bermudan swaption

Short USD 1y into 10y receiver swaption exercisable annually with physical settlement

{
	"date": "2019-01-01T00:00:00",
	"id": "usd_bermudan_swaption",
	"asset_class": "ir",
	"type": "swaption",
	"leg_type": "put",
	"position": "short",
	"currency_code": "USD",
	"notional_amount": 10000,
	"strike": 0.02,
	"underlying_index": "USD_LIBOR",
	"underlying_index_tenor": "6m",
	"start_date": "2019-01-01T00:00:00",
	"end_date": "2020-01-01T00:00:00",
	"last_payment_date": "2030-01-01T00:00:00",
	"next_exercise_date": "2020-01-01T00:00:00",
	"underlying_price": 0.02,
	"settlement_type": "physical",
	"mtm_dirty": -5
}

Bond future

June IMM Bund future (underlying index is the expected CTD on the reporting date)

{
	"id": "Bund June IMM future",
	"date": "2019-04-30T00:00:00",
	"asset_class": "ir",
	"type": "future",
	"leg_type": "indexed",
	"currency_code": "EUR",
	"notional_amount": 10000,
	"rate": 125.5,
	"underlying_index": "BUND0829",
	"trade_date": "2019-04-01T00:00:00",
	"start_date": "2019-04-01T00:00:00",
	"end_date": "2019-06-15T00:00:00",
	"last_payment_date": "2029-08-15T00:00:00",
	"settlement_type": "physical",
	"mtm_dirty": -25
}

Futures on 20-year treasury bond that matures in 2 years

{
	"id": "T-Bond Mar21 future",
	"date": "2019-04-30T00:00:00",
	"asset_class": "ir",
	"type": "future",
	"leg_type": "indexed",
	"currency_code": "USD",
	"notional_amount": 100,
	"trade_date": "2019-04-01T00:00:00",
	"start_date": "2019-04-01T00:00:00",
	"end_date": "2021-03-15T00:00:00",
	"last_payment_date": "2041-03-15T00:00:00",
	"underlying_index": "T-bondMar41",
	"settlement_type": "physical"
}

Cross-currency swap

Long 10-year forward_starting AUD/EUR cross-currency swap

{
    "derivative": [
        {
            "date": "2020_03_31T00:00:00",
            "id": "AUDUSD_xccy:AUD",
            "deal_id": "AUDUSD_xccy",
            "asset_class": "fx",
            "type": "xccy",
            "leg_type": "fixed",
            "position": "long",
            "currency_code": "AUD",
            "notional_amount": 14000,
            "rate": 0.01,
            "trade_date": "2019-02-25T00:00:00",
            "start_date": "2020-02-27T00:00:00",
            "end_date": "2030-02-27T00:00:00",
            "mtm_dirty": 1140
        },
        {
            "date": "2020_03_31T00:00:00",
            "id": "AUDUSD_xccy:USD",
            "deal_id": "AUDUSD_xccy",
            "asset_class": "fx",
            "type": "xccy",
            "position": "short",
            "leg_type": "floating",
            "currency_code": "USD",
            "notional_amount": 10000,
            "underlying_index": "USD_LIBOR_BBA",
            "underlying_index_tenor": "3m",
            "trade_date": "2019-02-25T00:00:00",
            "start_date": "2020-02-27T00:00:00",
            "end_date": "2030-02-27T00:00:00"
        }
    ],
    "derivative_cash_flow": [
        {
            "date": "2020_03_31T00:00:00",
            "bank_id": "AUDUSD_xccy:AUD_initial_exchange",
            "derivative_id": "AUDUSD_xccy:AUD",
            "currency_code": "AUD",
            "notional_amount": 14000,
            "reset_date": "2019-02-27T00:00:00",
            "payment_date": "2019-02-27T00:00:00",
            "balance": -14000,
            "purpose": "principal"
        },
        {
            "date": "2020_03_31T00:00:00",
            "bank_id": "AUDUSD_xccy:AUD_final_exchange",
            "derivative_id": "AUDUSD_xccy:AUD",
            "currency_code": "AUD",
            "notional_amount": 14000,
            "reset_date": "2029-02-27T00:00:00",
            "payment_date": "2029-02-27T00:00:00",
            "balance": 14000,
            "purpose": "principal"
        },
        {
            "date": "2020_03_31T00:00:00",
            "deal_id": "AUDUSD_xccy:USD_initial_exchange",
            "derivative_id": "AUDUSD_xccy:USD",
            "currency_code": "USD",
            "notional_amount": 10000,
            "reset_date": "2019-02-27T00:00:00",
            "payment_date": "2019-02-27T00:00:00",
            "balance": 10000,
            "purpose": "principal"
        },
        {
            "date": "2020_03_31T00:00:00",
            "deal_id": "AUDUSD_xccy:USD_final_exchange",
            "derivative_id": "AUDUSD_xccy:USD",
            "currency_code": "USD",
            "notional_amount": 10000,
            "reset_date": "2029-02-27T00:00:00",
            "payment_date": "2029-02-27T00:00:00",
            "balance": -10000,
            "purpose": "principal"
        },
        {
            "date": "2020_03_31T00:00:00",
            "bank_id": "AUDUSD_xccy:AUD_1",
            "derivative_id": "AUDUSD_xccy:AUD",
            "currency_code": "USD",
            "reset_date": "2020-02-27T00:00:00",
            "payment_date": "2021-02-27T00:00:00",
            "notional_amount": 14000,
            "balance": 140,
            "purpose": "interest"
        },
        {
            "date": "2020_03_31T00:00:00",
            "bank_id": "AUDUSD_xccy:AUD_8",
            "derivative_id": "AUDUSD_xccy:AUD",
            "currency_code": "USD",
            "reset_date": "2028-02-27T00:00:00",
            "payment_date": "2029-02-27T00:00:00",
            "notional_amount": 14000,
            "balance": 140,
            "purpose": "interest"
        },
        {
            "date": "2020_03_31T00:00:00",
            "bank_id": "AUDUSD_xccy:USD_1",
            "derivative_id": "AUDUSD_xccy:USD",
            "currency_code": "USD",
            "reset_date": "2020-02-27T00:00:00",
            "payment_date": "2020-05-27T00:00:00",
            "notional_amount": 10000,
            "forward_rate": 0.01,
            "balance": -24.66,
            "purpose": "interest"
        },
        {
            "date": "2020_03_31T00:00:00",
            "bank_id": "AUDUSD_xccy:USD_32",
            "derivative_id": "AUDUSD_xccy:USD",
            "currency_code": "USD",
            "reset_date": "2028-11-27T00:00:00",
            "payment_date": "2029-02-27T00:00:00",
            "notional_amount": 10000,
            "forward_rate": 0.02,
            "balance": -50.42,
            "purpose": "interest"
        }
    ]
}

Commodity option

Long 100 June21 at-the-money copper put

{
	"date": "2020-03-31T00:00:00",
	"id": "1",
	"asset_class": "metals",
	"type": "option",
	"leg_type": "put",
	"position": "long",
	"currency_code": "USD",
	"underlying_quantity": 100,
	"strike": 9829,
	"underlying_index": "copper",
	"underlying_price": 9829,
	"trade_date": "2020-02-25T00:00:00",
	"start_date": "2020-02-27T00:00:00",
	"end_date": "2021-06-02T00:00:00",
	"last_exercise_date": "2020-12-05T00:00:00",
	"settlement_type": "physical",
	"mtm_dirty": 193
}

Credit default swap - Index

Index CDS; CDS on the cdx_na_ig index

{
	"derivative": [
		{
			"id": "corp_cds_5y",
			"date": "2019-01-01T00:00:00",
			"asset_class": "cr_index",
			"type": "cds",
			"underlying_security_id": "cdx_na_ig",
			"leg_type": "indexed",
			"position": "short",
			"currency_code": "USD",
			"notional_amount": 100,
			"trade_date": "2018-07-01T00:00:00",
			"start_date": "2018-07-03T00:00:00",
			"end_date": "2023-07-03T00:00:00",
			"rate": 0.005,
			"settlement_type": "cash"
		}
	],
	"security": [
		{
			"id": "cdx_na_ig",
			"date": "2019-01-01T00:00:00",
			"type": "index",
			"currency_code": "USD",
			"cqs_standardised": 3
		}
	]
}

Credit default swap - Single name

Single name CDS; reference obligation US corporate bond with July 2028 maturity

{
	"derivative": [
		{
			"id": "corp_cds_5y",
			"date": "2019-01-01T00:00:00",
			"asset_class": "cr_single",
			"type": "cds",
			"underlying_security_id": "Corp_Jul28",
			"leg_type": "indexed",
			"position": "short",
			"currency_code": "USD",
			"notional_amount": 100,
			"trade_date": "2018-07-01T00:00:00",
			"start_date": "2018-07-03T00:00:00",
			"end_date": "2023-07-03T00:00:00",
			"rate": 0.005,
			"settlement_type": "cash"
		}
	],
	"security": [
		{
			"id": "Corp_Jul28",
			"date": "2019-01-01T00:00:00",
			"type": "bond",
			"underlying_issuer_id": "us_corp",
			"isin_code": "XS1234567890",
			"currency_code": "USD",
			"issue_date": "2018-07-01 00:00:00",
			"maturity_date": "2028-07-01 00:00:00",
			"cqs_standardised": 3
		}
	],
	"issuer": [
		{
			"id": "us_corp",
			"date": "2019-01-01T00:00:00",
			"type": "corporate",
			"country_code": "US",
			"snp_lt": "a_plus",
			"moodys_lt": "a1"
		}
	]
}

Equity option

Long 100 1-year 40 call on EquityABC.

{
	"derivative": [
		{
	        "date": "2020-03-31T00:00:00",
			"id": "1",
			"asset_class": "equity_single",
			"type": "option",
			"leg_type": "call",
			"position": "long",
			"currency_code": "USD",
			"underlying_quantity": 100,
			"strike": 40,
			"underlying_security_id": "EquityABC",
			"underlying_price": 25,
	        "trade_date": "2020-02-25T00:00:00",
	        "start_date": "2020-02-27T00:00:00",
	        "end_date": "2021-02-27T00:00:00",
			"last_exercise_date": "2020-12-05T00:00:00",
			"settlement_type": "cash",
			"mtm_dirty": 10
		}
	],
	"security": [
		{
			"date": "2020-03-31T00:00:00",
			"id": "EquityABC",
			"type": "equity",
			"currency_code": "USD",
			"start_date": "2017-01-01T00:00:00",
			"purpose": "reference"
		}
	]
}

Equity total return swap

Short 5y EUR total return swap on EquityABC

{
    "derivative": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "eur_equity_trs:equity_leg",
            "deal_id": "eur_equity_trs",
            "asset_class": "ir",
            "type": "vanilla_swap",
            "leg_type": "indexed",
            "position": "short",
            "currency_code": "EUR",
            "notional_amount": 10000,
    		"underlying_security_id": "EquityABC",
            "trade_date": "2019-02-25T00:00:00",
            "start_date": "2019-02-27T00:00:00",
            "end_date": "2024-02-27T00:00:00",
            "mtm_dirty": 140
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "eur_equity_trs:floating_leg",
            "deal_id": "long_eur_equity_trs",
            "asset_class": "ir",
            "type": "vanilla_swap",
            "leg_type": "floating",
            "position": "long",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "rate": 0.0225,
            "underlying_index": "EURIBOR",
            "underlying_index_tenor": "3m",
            "trade_date": "2019-02-25T00:00:00",
            "start_date": "2019-02-27T00:00:00",
            "end_date": "2024-02-27T00:00:00"
        }
    ],
	"security": [
		{
            "date": "2020-03-31T00:00:00",
			"id": "EquityABC",
			"type": "equity",
			"currency_code": "USD",
			"start_date": "2020-03-31T00:00:00",
			"issue_date": "2017-03-01T00:00:00",
			"purpose": "reference"
		}
	]
}

Forward rate agreement

Short 6x12 USD FRA

{
	"date": "2020-03-31T00:00:00",
	"id": "6x12-fra",
	"asset_class": "ir",
	"type": "fra",
	"leg_type": "indexed",
	"position": "short",
	"currency_code": "USD",
	"notional_amount": 10000,
	"underlying_index": "USD_LIBOR",
	"underlying_index_tenor": "6m",
	"trade_date": "2019-11-25T00:00:00",
	"start_date": "2020-05-27T00:00:00",
	"end_date": "2020-11-27T00:00:00",
	"settlement_type": "cash",
	"rate": 0.005,
	"mtm_dirty": -25	
}

FX future

Long June EURCAD future

{
    "date": "2019-04-01T00:00:00",
    "id": "eur_cad_future",
    "asset_class": "fx",
    "type": "future",
    "leg_type": "indexed",
    "position": "long",
    "currency_code": "EUR",
    "notional_amount": 100,
    "underlying_currency_code": "CAD",
    "trade_date": "2019-04-01T00:00:00",
    "start_date": "2019-06-15T00:00:00",
    "end_date": "2019-09-15T00:00:00",
    "rate": 1.4,
    "underlying_price": 1.38,
    "settlement_type": "physical",
    "mtm_dirty": -2
}

FX option

Short USD call YEN put FX option, exercise on Match 2020

{
	"date": "2019-12-31T00:00:00",
	"id": "USDJPY call 130",
	"asset_class": "fx",
	"type": "option",
	"leg_type": "call",
	"position": "short",
	"currency_code": "USD",
	"notional_amount": 100,
	"underlying_currency_code": "JPY",
	"strike": 130,
	"trade_date": "2019-12-01T00:00:00",
	"start_date": "2019-12-05T00:00:00",
	"end_date": "2020-03-05T00:00:00",
	"last_exercise_date": "2020-03-03T00:00:00",
	"underlying_price": 130,
	"mtm_dirty": -2
}

FX spot

Long EURCAD spot (100 EUR for 140 CAD spot trade)

[
    {
        "date": "2019-04-30T00:00:00",
        "id": "eurcad_spot:eur",
        "deal_id": "eurcad_spot",
        "asset_class": "fx",
        "type": "spot",
        "leg_type": "fixed",
        "position": "long",
        "currency_code": "EUR",
        "notional_amount": 10000,
        "trade_date": "2019-04-30T00:00:00",
        "start_date": "2019-05-02T00:00:00",
        "end_date": "2019-05-02T00:00:00",
        "mtm_dirty": -2
    },
    {
        "date": "2019-04-30T00:00:00",
        "id": "eurcad_spot:cad",
        "deal_id": "eurcad_spot",
        "asset_class": "fx",
        "type": "spot",
        "leg_type": "fixed",
        "position": "short",
        "currency_code": "CAD",
        "notional_amount": 14000,
        "trade_date": "2019-04-30T00:00:00",
        "start_date": "2019-05-02T00:00:00",
        "end_date": "2019-05-02T00:00:00"
    }
]

FX swap

Short 1-year AUDUSD fx swap. The notional amounts are used to calculate the spot rate (occuring on the start date).

[
    {
        "date": "2019-04-30T00:00:00",
        "id": "audusd_swap:aud",
        "deal_id": "audusd_swap",
        "asset_class": "fx",
        "type": "vanilla_swap",
        "leg_type": "fixed",
        "position": "short",
        "currency_code": "AUD",
        "notional_amount": 10000,
        "trade_date": "2019-02-25T00:00:00",
        "start_date": "2019-02-27T00:00:00",
        "end_date": "2020-02-27T00:00:00",
        "mtm_dirty": -2
    },
    {
        "date": "2019-04-30T00:00:00",
        "id": "audusd_swap:aud",
        "deal_id": "audusd_swap",
        "asset_class": "fx",
        "type": "vanilla_swap",
        "leg_type": "fixed",
        "position": "long",
        "currency_code": "USD",
        "notional_amount": 10275,
        "trade_date": "2019-02-25T00:00:00",
        "start_date": "2019-02-27T00:00:00",
        "end_date": "2020-02-27T00:00:00"
    }
]

Interest rate cap floor

Short 1y collar vs Euribor 3M

{
	"derivative": [
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:short_cap",
			"deal_id": "short_eur_1y_collar",
			"asset_class": "ir",
			"type": "cap_floor",
			"leg_type": "call",
			"position": "short",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"underlying_index": "EURIBOR",
			"underlying_index_tenor": "3m",
			"trade_date": "2019-02-25T00:00:00",
			"start_date": "2019-02-27T00:00:00",
			"end_date": "2020-02-27T00:00:00",
			"next_exercise_date": "2019-05-25T00:00:00",
			"strike": 0.015,
			"underlying_price": 0.01,
			"mtm_dirty": -40
		},
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:long_floor",
			"deal_id": "short_eur_1y_collar",
			"asset_class": "ir",
			"type": "cap_floor",
			"leg_type": "put",
			"position": "long",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"underlying_index": "EURIBOR",
			"underlying_index_tenor": "3m",
			"trade_date": "2019-02-25T00:00:00",
			"start_date": "2019-02-27T00:00:00",
			"end_date": "2020-02-27T00:00:00",
			"next_exercise_date": "2019-05-25T00:00:00",
			"strike": 0.005,
			"underlying_price": 0.01,
			"mtm_dirty": 110
		}
	],
	"derivative_cash_flows": [
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:short_cap 2",
			"derivative_id": "short_eur_1y_collar:short_cap",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"leg": "pay",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"balance": 0,
			"reset_date": "2019-05-27T00:00:00",
			"payment_date": "2019-08-27T00:00:00",
			"forward_rate": 0.005
		},
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:short_cap 3",
			"derivative_id": "short_eur_1y_collar:short_cap",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"leg": "pay",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"balance": 0,
			"reset_date": "2019-08-27T00:00:00",
			"payment_date": "2019-11-27T00:00:00",
			"forward_rate": 0.01
		},
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:short_cap 4",
			"derivative_id": "short_eur_1y_collar:short_cap",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"leg": "pay",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"balance": 0,
			"reset_date": "2019-11-27T00:00:00",
			"payment_date": "2020-02-27T00:00:00",
			"forward_rate": 0.015
		},
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:long_floor 2",
			"derivative_id": "short_eur_1y_collar:long_floor",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"leg": "receive",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"balance": 0,
			"reset_date": "2019-05-27T00:00:00",
			"payment_date": "2019-08-27T00:00:00",
			"forward_rate": 0.005
		},
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:long_floor 3",
			"derivative_id": "short_eur_1y_collar:long_floor",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"leg": "receive",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"balance": 0,
			"reset_date": "2019-08-27T00:00:00",
			"payment_date": "2019-11-27T00:00:00",
			"forward_rate": 0.01
		},
		{
			"date": "2020-03-31T00:00:00",
			"id": "short_eur_1y_collar:long_floor 4",
			"derivative_id": "short_eur_1y_collar:long_floor",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"leg": "receive",
			"currency_code": "EUR",
			"notional_amount": 10000,
			"balance": 0,
			"reset_date": "2019-11-27T00:00:00",
			"payment_date": "2020-02-27T00:00:00",
			"forward_rate": 0.015
		}
	]
}

Interest rate digital floor

Long EUR 1y 0% digital floor vs Euribor 3M

{
	"derivative": [
		{
			"date": "2020_03_31T00:00:00",
			"id": "1y digital floor:long floor",
			"deal_id": "1y digital floor",
			"asset_class": "ir",
			"type": "cap_floor",
			"leg_type": "put",
			"position": "long",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"underlying_index": "EURIBOR",
			"underlying_index_tenor": "3m",
			"trade_date": "2019-02-25T00:00:00",
			"start_date": "2019-02-27T00:00:00",
			"end_date": "2020-02-27T00:00:00",
			"last_exercise_date": "2019-05-25T00:00:00",
			"strike": 0.0005,
			"mtm_dirty": -40
		},
		{
			"date": "2020_03_31T00:00:00",
			"id": "1y digital floor:short floor",
			"deal_id": "1y digital floor",
			"asset_class": "ir",
			"type": "cap_floor",
			"leg_type": "put",
			"position": "short",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"underlying_index": "EURIBOR",
			"underlying_index_tenor": "3m",
			"trade_date": "2019-02-25T00:00:00",
			"start_date": "2019-02-27T00:00:00",
			"end_date": "2020-02-27T00:00:00",
			"last_exercise_date": "2019-05-25T00:00:00",
			"strike": -0.0005
		}
	],
	"derivative_cash_flows": [
		{
			"id": "1y digital floor:long floor_1",
			"derivative_id": "1y digital floor:long floor",
			"date": "2020_03_31T00:00:00",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"reset_date": "2019-05-27T00:00:00",
			"payment_date": "2019-08-27T00:00:00",
			"forward_rate": 0.0025
		},
		{
			"id": "1y digital floor:long floor_2",
			"derivative_id": "1y digital floor:long floor",
			"date": "2020_03_31T00:00:00",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"reset_date": "2019-08-27T00:00:00",
			"payment_date": "2019-11-27T00:00:00",
			"forward_rate": 0.005
		},
		{
			"id": "1y digital floor:long floor_3",
			"derivative_id": "1y digital floor:long floor",
			"date": "2020_03_31T00:00:00",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"reset_date": "2019-11-27T00:00:00",
			"payment_date": "2020-02-27T00:00:00",
			"forward_rate": 0.0075
		},
		{
			"id": "1y digital floor:short floor_1",
			"derivative_id": "1y digital floor:short floor",
			"date": "2020_03_31T00:00:00",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"reset_date": "2019-05-27T00:00:00",
			"payment_date": "2019-08-27T00:00:00",
			"forward_rate": 0.0025
		},
		{
			"id": "1y digital floor:short floor_2",
			"derivative_id": "1y digital floor:short floor",
			"date": "2020_03_31T00:00:00",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"reset_date": "2019-08-27T00:00:00",
			"payment_date": "2019-11-27T00:00:00",
			"forward_rate": 0.005
		},
		{
			"id": "1y digital floor:short floor_3",
			"derivative_id": "1y digital floor:short floor",
			"date": "2020_03_31T00:00:00",
			"trade_date": "2019-02-25T00:00:00",
			"asset_class": "ir",
			"currency_code": "EUR",
			"notional_amount": 100000,
			"reset_date": "2019-11-27T00:00:00",
			"payment_date": "2020-02-27T00:00:00",
			"forward_rate": 0.0075
		}
	]
}

Interest rate future

June three-month cash-settled interest rate future.

{
	"date": "2019-04-30T00:00:00",
	"id": "june_eurodollar_future",
	"asset_class": "ir",
	"type": "future",
	"leg_type": "indexed",
	"position": "long",
	"currency_code": "EUR",
	"notional_amount": 100,
	"underlying_currency_code": "USD",
	"trade_date": "2018-04-01T00:00:00",
	"start_date": "2018-04-01T00:00:00",
	"end_date": "2019-06-01T00:00:00",
	"last_payment_date": "2019-09-01T00:00:00",
	"mtm_dirty": -2,
	"settlement_type": "cash"
}

Interest rate swap

Long 10y EUR irs vs Euribor 3M, bullet

[
    {
        "date": "2020-03-31T00:00:00",
        "id": "eur_10y_irs_fixed",
        "deal_id": "eur_10y_irs",
        "asset_class": "ir",
        "type": "vanilla_swap",
        "currency_code": "EUR",
        "leg_type": "fixed",
        "position": "long",
        "notional_amount": 10000,
        "trade_date": "2019-02-25T00:00:00",
        "start_date": "2019-02-27T00:00:00",
        "end_date": "2029-02-27T00:00:00",
        "rate": 0.01,
        "mtm_dirty": 70
    },
    {
        "date": "2020-03-31T00:00:00",
        "id": "eur_10y_irs_floating",
        "deal_id": "long_eur_10y_irs",
        "asset_class": "ir",
        "type": "vanilla_swap",
        "leg_type": "floating",
        "position": "short",
        "currency_code": "EUR",
        "notional_amount": 10000,
        "rate": 0.0025,
        "underlying_index": "EURIBOR",
        "underlying_index_tenor": "3m",
        "trade_date": "2019-02-25T00:00:00",
        "start_date": "2019-02-27T00:00:00",
        "end_date": "2029-02-27T00:00:00"
    }
]

Interest rate swap amortising

Long 2y EUR irs vs Euribor 6M, amortising annually

{
    "derivative": [
        {
            "id": "eur_10y_irs_fixed",
            "deal_id": "eur_10y_irs",
            "date": "2020-03-31T00:00:00",
            "asset_class": "ir",
            "type": "vanilla_swap",
            "leg_type": "fixed",
            "position": "long",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "trade_date": "2020-01-29T00:00:00",
            "start_date": "2020-01-31T00:00:00",
            "end_date": "2022-01-31T00:00:00",
            "rate": 0.01,
            "mtm_dirty": 70
        },
        {
            "id": "eur_10y_irs_floating",
            "deal_id": "long_eur_10y_irs",
            "date": "2020-03-31T00:00:00",
            "asset_class": "ir",
            "type": "vanilla_swap",
            "leg_type": "floating",
            "position": "short",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "trade_date": "2020-01-29T00:00:00",
            "start_date": "2020-01-31T00:00:00",
            "end_date": "2022-01-31T00:00:00",
            "underlying_index": "EURIBOR",
            "underlying_index_tenor": "6m",
            "rate": 0.0025
        }
    ],
    "derivative_cash_flow": [
        {
            "id": "eur_10y_irs_fixed_1",
            "derivative_id": "eur_10y_irs_fixed",
            "date": "2020-03-31T00:00:00",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "trade_date": "2020-01-29T00:00:00",
            "reset_date": "2020-01-31T00:00:00",
            "payment_date": "2021-01-31T00:00:00",
            "balance": 100
        },
        {
            "id": "eur_10y_irs_fixed_2",
            "derivative_id": "eur_10y_irs_fixed",
            "date": "2020-03-31T00:00:00",
            "currency_code": "EUR",
            "notional_amount": 5000,
            "trade_date": "2020-01-29T00:00:00",
            "reset_date": "2021-01-31T00:00:00",
            "payment_date": "2022-01-31T00:00:00",
            "balance": 50
        },
        {
            "id": "eur_10y_irs_floating_1",
            "derivative_id": "eur_10y_irs_floating",
            "date": "2020-03-31T00:00:00",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "trade_date": "2020-01-29T00:00:00",
            "reset_date": "2021-01-31T00:00:00",
            "payment_date": "2021_07_31T00:00:00",
            "forward_rate": 0.0075,
            "balance": -49.589
        },
        {
            "id": "eur_10y_irs_floating_2",
            "derivative_id": "eur_10y_irs_floating",
            "date": "2020-03-31T00:00:00",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "trade_date": "2020-01-29T00:00:00",
            "reset_date": "2021-07-31T00:00:00",
            "payment_date": "2022-01-31T00:00:00",
            "forward_rate": 0.0125,
            "balance": -75.6164
        },
        {
            "id": "eur_10y_irs_floating_3",
            "derivative_id": "eur_10y_irs_floating",
            "date": "2020-03-31T00:00:00",
            "currency_code": "EUR",
            "notional_amount": 5000,
            "trade_date": "2020-01-29T00:00:00",
            "reset_date": "2022-01-31T00:00:00",
            "payment_date": "2022-07-31T00:00:00",
            "forward_rate": 0.0175,
            "balance": -49.589
        },
        {
            "id": "eur_10y_irs_floating_4",
            "derivative_id": "eur_10y_irs_floating",
            "date": "2020-03-31T00:00:00",
            "currency_code": "EUR",
            "notional_amount": 5000,
            "trade_date": "2020-01-29T00:00:00",
            "reset_date": "2022-07-31T00:00:00",
            "payment_date": "2023-01-31T00:00:00",
            "forward_rate": 0.0225,
            "balance": -63.0137
        }
    ]
}

Interest rate swap collateralised

Long 10y EUR irs vs Euribor 3M, collateralised

{
    "derivative": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "eur_10y_irs_fixed",
            "deal_id": "eur_10y_irs",
            "customer_id": "ccp_1",
            "mna_id": "isda_master_agreement",
            "csa_id": "csa_daily_margined",
            "asset_class": "ir",
            "type": "vanilla_swap",
            "leg_type": "fixed",
            "position": "long",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "trade_date": "2019-02-25T00:00:00",
            "start_date": "2020-02-27T00:00:00",
            "end_date": "2029-02-27T00:00:00",
            "rate": 0.01,
            "mtm_dirty": 70
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "eur_10y_irs_floating",
            "deal_id": "long_eur_10y_irs",
            "customer_id": "counterparty_1",
            "mna_id": "isda_master_agreement",
            "csa_id": "csa_daily_margined",
            "asset_class": "ir",
            "type": "vanilla_swap",
            "leg_type": "floating",
            "position": "short",
            "currency_code": "EUR",
            "notional_amount": 10000,
            "rate": 0.0025,
            "underlying_index": "EURIBOR",
            "underlying_index_tenor": "3m",
            "trade_date": "2019-02-25T00:00:00",
            "start_date": "2020-02-27T00:00:00",
            "end_date": "2029-02-27T00:00:00"
        }
    ],
    "customer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "ccp_1",
            "type": "ccp",
            "currency_code": "GBP",
            "country_code": "GB"
        }
    ],
    "agreement": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "isda_master_agreement",
            "type": "isda",
            "base_currency_code": "GBP",
            "netting_restriction": null,
            "incurred_cva": 0,
            "country_code": "GB"
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "csa_daily_margined",
            "type": "isda",
            "base_currency_code": "EUR",
            "credit_support_type": "scsa_isda_2013",
            "margin_frequency": "daily",
            "threshold": 10,
            "minimum_transfer_amount": 5,
            "country_code": "GB"
        }
    ],
    "security": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "vm_eur_received",
            "customer_id": "ccp_1",
            "mna_id": "isda_master_agreement",
            "csa_id": "csa_daily_margined",
            "type": "cash",
            "purpose": "derivative_collateral",
            "asset_liability": "laibility",
            "currency_code": "EUR",
            "notional_amount": 55,
            "balance": 55,
            "trade_date": "2020-03-31T00:00:00",
            "start_date": "2020-03-31T00:00:00"
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "im_bond_posted",
            "customer_id": "ccp_1",
            "mna_id": "isda_master_agreement",
            "csa_id": "csa_daily_margined",
            "type": "bond",
            "issuer_id": "French Republic",
            "isin_code": "XS1234567890",
            "issue_date": "2018-07-01 00:00:00",
            "maturity_date": "2028-07-01 00:00:00",
            "purpose": "independent_collateral_amount",
            "asset_liability": "asset",
            "currency_code": "EUR",
            "notional_amount": 8,
            "mtm_dirty": -10,
            "trade_date": "2020-03-31T00:00:00",
            "start_date": "2020-03-31T00:00:00",
            "cqs_standardised": 1
        }
    ],
    "issuer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "French Republic",
            "lei_code": "9695006J0AWHMYNZAL19",
            "type": "central_govt",
            "country_code": "FR",
            "snp_lt": "aa_plus",
            "moodys_lt": "aa1"
        }
    ]
}

Swaption

Short USD 1y into 10y payer swaptionwith physical settlement

{
	"date": "2019-01-01T00:00:00",
	"id": "usd_payer_swaption",
	"asset_class": "ir",
	"type": "swaption",
	"leg_type": "call",
	"position": "short",
	"currency_code": "USD",
	"notional_amount": 10000,
	"strike": 0.02,
	"underlying_index": "USD_LIBOR",
	"underlying_index_tenor": "6m",
	"start_date": "2019-01-01T00:00:00",
	"end_date": "2020-01-01T00:00:00",
	"last_payment_date": "2030-01-01T00:00:00",
	"last_exercise_date": "2020-01-01T00:00:00",
	"underlying_price": 0.02,
	"settlement_type": "physical",
	"mtm_dirty": -5
}

Security examples

Bank guarantee issued

Guarantee of 1000 GBP issued by the bank for a customer

{
    "id": "bank guarantee",
    "date": "2019-01-01T00:00:00",
    "balance": 100000,
    "currency_code": "GBP",
    "asset_liability": "liability",
    "on_balance_sheet": false,
    "security_type": "financial_guarantee",
	"customer_id": "corp_123_id"
}

Core equity tier-1 capital

Core equity tier 1 capital of 1000 GBP

{
    "id": "Core Equity Tier one capital",
    "date": "2019-01-01T00:00:00",
    "balance": 100000,
    "currency_code": "GBP",
    "asset_liability": "equity",
    "security_type": "share",
    "capital_tier": "ce_tier_1",
    "purpose": "share_capital",
    "status":"paid_up"
}

Cash on-hand

Cash balance representing 1000 GBP.

{
    "id": "cash_on_hand",
    "date": "2019-01-01T00:00:00",
    "balance": 100000,
    "currency_code": "GBP",
    "asset_liability": "asset",
    "security_type": "cash"
}

Cash receivable

Cash receivable representing a 1000 GBP claim expiring on August 1st 2020 on a security with isin ‘DUMMYISIN123’.

{
    "id": "cash_receivable",
    "date": "2020-07-30T00:00:00",
    "balance": -100000,
    "currency_code": "GBP",
    "asset_liability": "asset",
    "security_type": "cash",
    "end_date": "2020-08-01T00:00:00+00:00",
    "isin_code": "DUMMYISIN123"
}

Cash payable

Cash payable representing a 1000 GBP claim expiring on August 1st 2020 on a security with isin ‘DUMMYISIN123’.

{
    "id": "cash_payable",
    "date": "2020-07-30T00:00:00",
    "balance": 100000,
    "currency_code": "GBP",
    "asset_liability": "liability",
    "security_type": "cash",
    "end_date": "2020-08-01T00:00:00+00:00",
    "isin_code": "DUMMYISIN123"
}

Collateral posted to ccp on non-derivatives

Non-derivatives IM posted to a CCP (e.g. RepoClear)

Security has “purpose” = “collateral” which signals it is not linked to derivative transactions.

{
	"agreement": [
		{
			"id": "MNA1",
			"date": "2018-12-31 00:00:00",
			"start_date": "2017-01-31 00:00:00",
			"country_code": "GB",
			"type": "isda"
		}
	],
	"customer": [
		{
			"id": "customer_ccp",
			"date": "2018-12-31 00:00:00",
			"type": "ccp",
			"country_code": "GB"
		}
	],
	"security": [
		{
			"id": "collat_cash_posted_50",
			"date": "2018-12-31 00:00:00",
			"trade_date": "2018-12-31 00:00:00",
			"start_date": "2018-12-31 00:00:00",
			"asset_liability": "asset",
			"currency_code": "GBP",
			"balance": 5000,
			"mtm_dirty": 5000,
			"type": "bond",
			"purpose": "collateral",
			"mna_id": "MNA1",
			"customer_id": "customer_ccp"
		}
	]
}

Initial margin posted

Bond collateral used as initial margin posted

{
    "security": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "im_posted_bond",
            "customer_id": "credit_insitution",
            "mna_id": "isda_master_agreement",
            "csa_id": "csa_agreement",
            "type": "bond",
            "issuer_id": "French Republic",
            "isin_code": "FR0000571218",
            "issue_date": "1998-03-12T00:00:00",
            "maturity_date": "2025-04-29T00:00:00",
            "purpose": "independent_collateral_amount",
            "asset_liability": "asset",
            "currency_code": "EUR",
            "notional_amount": 100,
            "mtm_dirty": -145,
            "trade_date": "2020-03-31T00:00:00",
            "start_date": "2020-03-31T00:00:00",
            "cqs_standardised": 1
        }
    ],
    "issuer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "French Republic",
            "lei_code": "9695006J0AWHMYNZAL19",
            "type": "central_govt",
            "country_code": "FR",
            "snp_lt": "aa_plus",
            "moodys_lt": "aa1"
        }
    ],
    "customer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "credit_insitution",
            "type": "credit_insitution",
            "currency_code": "GBP",
            "country_code": "GB"
        }
    ],
    "agreement": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "isda_master_agreement",
            "type": "isda",
            "base_currency_code": "GBP",
            "country_code": "GB"
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "csa_agreement",
            "type": "isda",
            "base_currency_code": "EUR",
            "credit_support_type": "scsa_isda_2013",
            "margin_frequency": "daily",
            "threshold": 10,
            "minimum_transfer_amount": 5,
            "country_code": "GB"
        }
    ]
}

Independent amount received

Bond collateral used as independent amount received

{
    "security": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "independent_amount",
            "customer_id": "corporate",
            "mna_id": "master_agreement",
            "csa_id": null,
            "type": "bond",
            "issuer_id": "Asian Development Bank",
            "isin_code": "NZADBDT007C4",
            "issue_date": "2017-05-30T00:00:00",
            "maturity_date": "2024-05-30T00:00:00",
            "purpose": "independent_collateral_amount",
            "asset_liability": "liability",
            "currency_code": "NZD",
            "notional_amount": 100,
            "mtm_dirty": 16.7,
            "trade_date": "2020-03-31T00:00:00",
            "start_date": "2020-03-31T00:00:00",
            "cqs_standardised": 1
        }
    ],
    "issuer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "Asian Development Bank",
            "lei_code": "549300X0MVH42CY8Q105",
            "type": "mdb",
            "country_code": "PH",
            "snp_lt": "aaa",
            "moodys_lt": "aaa"
        }
    ],
    "customer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "corporate",
            "type": "corporate",
            "currency_code": "SGD",
            "country_code": "SG"
        }
    ],
    "agreement": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "master_agreement",
            "type": "isda",
            "base_currency_code": "SGD",
            "netting_restriction": "restrictive_covenant",
            "incurred_cva": 10,
            "country_code": "SG"
        }
    ]
}

Reverse repo

Reverse repo transaction with a cash leg of 150 GBP, and a security leg of 140 GBP, starting on June 1st, 2021 and ending on July 1st, 2021. The maturity date on the security leg refers to the maturity of the bond received as collateral.

[
    {
        "id": "rev_repo_cash_leg",
        "date": "2021-06-15T00:00:00",
        "currency_code": "GBP",
        "end_date": "2021-07-01T00:00:00Z",
        "balance": -15000,
        "movement": "cash",
        "sft_type": "rev_repo",
        "start_date": "2021-06-01T00:00:00Z",
        "type": "cash",
        "trade_date": "2021-06-01T00:00:00Z",
        "asset_liability": "asset"
    },
    {
        "id": "rev_repo_asset_leg",
        "date": "2021-06-15T00:00:00",
        "currency_code": "GBP",
        "end_date": "2021-07-01T00:00:00Z",
        "mtm_dirty": 14000,
        "movement": "asset",
        "sft_type": "rev_repo",
        "start_date": "2021-06-01T00:00:00Z",
        "type": "bond",
        "trade_date": "2021-06-01T00:00:00Z",
        "asset_liability": "liability",
        "issuer_id": "uk_central_government_id",
        "maturity_date": "2030-01-01T00:00:00Z"
    }
]

Repo

Repo transaction with a cash leg of 150 GBP, and a security leg of 140 GBP, starting on June 1st, 2021 and ending on July 1st, 2021. The maturity date on the security leg refers to the maturity of the bond posted as collateral.

[
    {
        "id": "repo_cash_leg",
        "date": "2021-06-15T00:00:00",
        "currency_code": "GBP",
        "end_date": "2021-07-01T00:00:00Z",
        "balance": 15000,
        "movement": "cash",
        "sft_type": "repo",
        "start_date": "2021-06-01T00:00:00Z",
        "type": "cash",
        "trade_date": "2021-06-01T00:00:00Z",
        "asset_liability": "liability"
    },
    {
        "id": "repo_asset_leg",
        "date": "2021-06-15T00:00:00",
        "currency_code": "GBP",
        "end_date": "2021-07-01T00:00:00Z",
        "mtm_dirty": -14000,
        "movement": "asset",
        "sft_type": "repo",
        "start_date": "2021-06-01T00:00:00Z",
        "type": "bond",
        "trade_date": "2021-06-01T00:00:00Z",
        "asset_liability": "asset",
        "issuer_id": "uk_central_government_id",
        "maturity_date": "2030-01-01T00:00:00Z"
    }
]

Variation margin cash posted

Cash collateral used as variation margin posted

{
    "security": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "vm_cash_posted",
            "customer_id": "qccp",
            "mna_id": "ccp_master_agreement",
            "csa_id": "ccp_margin_agreement",
            "type": "cash",
            "purpose": "derivative_collateral",
            "asset_liability": "asset",
            "currency_code": "USD",
            "notional_amount": 25,
            "balance": -25,
            "trade_date": "2020-03-31T00:00:00",
            "start_date": "2020-03-31T00:00:00"
        }
    ],
    "customer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "qccp",
            "type": "qccp",
            "currency_code": "GBP",
            "country_code": "GB"
        }
    ],
    "agreement": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "ccp_master_agreement",
            "type": "isda",
            "base_currency_code": "GBP",
            "netting_restriction": null,
            "incurred_cva": 0,
            "country_code": "GB"
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "ccp_margin_agreement",
            "type": "isda",
            "base_currency_code": "GBP",
            "credit_support_type": "other",
            "margin_frequency": "daily_settled",
            "country_code": "GB"
        }
    ]
}

Variation margin cash received

Cash collateral used as variation margin received

{
    "security": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "vm_cash_received",
            "customer_id": "qccp",
            "mna_id": "ccp_master_agreement",
            "csa_id": "ccp_margin_agreement",
            "type": "cash",
            "purpose": "derivative_collateral",
            "asset_liability": "liability",
            "currency_code": "EUR",
            "notional_amount": 100,
            "balance": 100,
            "trade_date": "2020-03-31T00:00:00",
            "start_date": "2020-03-31T00:00:00"
        }
    ],
    "customer": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "qccp",
            "type": "qccp",
            "currency_code": "GBP",
            "country_code": "GB"
        }
    ],
    "agreement": [
        {
            "date": "2020-03-31T00:00:00",
            "id": "ccp_master_agreement",
            "type": "isda",
            "base_currency_code": "GBP",
            "netting_restriction": null,
            "incurred_cva": 0,
            "country_code": "GB"
        },
        {
            "date": "2020-03-31T00:00:00",
            "id": "ccp_margin_agreement",
            "type": "isda",
            "base_currency_code": "GBP",
            "credit_support_type": "other",
            "margin_frequency": "daily_settled",
            "country_code": "GB"
        }
    ]
}

layouttitle
schemaaccount

Account Schema


An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.

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-
accounting_treatment
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
amortised_costavailable_for_salecb_or_demandfv_mandatorilyfv_ocifv_thru_pnlheld_for_hedgeheld_for_tradingheld_to_maturityloans_and_recs
accrued_interest
The accrued interest since the last payment date and due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
arrears_balance
The balance of the capital amount that is considered to be in arrears (for overdrafts/credit cards). Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_liability
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
assetequityliabilitypnl
balance
The contractual balance on the date and in the currency given. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
base_rate
The base rate represents the basis of the rate on the balance at the given date as agreed in the terms of the account.
string
FDTRUKBRBASEZERO
behavioral_curve_id
The unique identifier for the behavioral curve used by the financial institution.
string-
break_dates
Dates where this contract can be broken (by either party). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
call_dates
Dates where this contract can be called (by the customer). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
ccf
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
number-
cost_center_code
The organizational unit or sub-unit to which costs/profits are booked.
string-
count
Describes the number of accounts aggregated into a single row.
integer-
country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
currency_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
customer_id
The unique identifier used by the financial institution to identify the customer that owns the account.
string-
encumbrance_amount
The amount of the account that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
covered_bondderivativenoneotherrepo
end_date
The end or maturity date of the account. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
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 account that is guaranteed under a Government Deposit Guarantee Scheme. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
guarantee_scheme
The Government Deposit Scheme scheme under which the guarantee_amount is guaranteed.
string
be_pfbg_difcy_dpscz_difde_edbde_edode_edwdk_gdfiee_dgses_fgdfi_dgffr_fdggb_fscsgr_dgshr_dihu_ndifie_dgsit_fitdlt_vilu_fgdllv_dgfmt_dcsnl_dgspl_bfgpt_fgdro_fgdbse_ndosi_dgssk_dpfus_fdic
impairment_amount
The impairment amount is the allowance set aside by the firm that accounts for the event that the asset becomes impaired in the future.
integer-
impairment_status
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
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
insolvency_rank
The insolvency ranking as per the national legal framework of the reporting institution.
integer-
interest_repayment_frequency
Repayment frequency of the interest.
string
dailyweeklybi_weeklymonthlybi_monthlyquarterlysemi_annuallyannuallyat_maturitybienniallysesquiennially
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 minimum balance the customer can go overdrawn in their account.
integer-
minimum_balance_eur
Indicates the minimum balance, in Euros, of each account within the aggregate. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
mtd_deposits
Month to date amount deposited within the account as a naturally positive integer number of cents/pence.
integer-
mtd_interest_paid
Month to date interest added to account as a naturally positive integer number of cents/pence.
integer-
mtd_withdrawals
Month to date amount withdrawn from the account as a naturally positive integer number of cents/pence.
integer-
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 account will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
next_withdrawal_date
The next date at which customer is allowed to withdraw money from this account.
string-
on_balance_sheet
Is the account or deposit reported on the balance sheet of the financial institution?
boolean-
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-
purpose
The purpose for which the account was created or is being used.
string
adminannual_bonus_accrualsbenefit_in_kindcapital_gain_taxcash_managementcf_hedgeci_serviceclearingcollateralcommitmentscomputer_and_it_costcorporation_taxcredit_card_feecritical_servicecurrent_account_feecustodydealing_rev_derivdealing_rev_deriv_nsedealing_rev_fxdealing_rev_fx_nsedealing_rev_secdealing_rev_sec_nsedealing_revenuedepositderivative_feedgs_contributiondiv_from_cisdiv_from_money_mktdividenddonationemployeeemployee_stock_optionescrowfeesfinefirm_operating_expensesfirm_operationsfxgoodwillinsurance_feeint_on_bond_and_frnint_on_bridging_loanint_on_credit_cardint_on_depositint_on_deriv_hedgeint_on_derivativeint_on_ecgd_lendingint_on_loan_and_advint_on_money_mktint_on_mortgageint_on_sftinterestintra_group_feeinv_in_subsidiaryinvestment_banking_feeinvestment_propertyipsloan_and_advance_feemanufactured_dividendmortgage_feeni_contributionnon_life_ins_premiumoccupancy_costoperationaloperational_escrowoperational_excessotherother_expenditureother_fs_feeother_non_fs_feeother_social_contribother_staff_costother_staff_removerdraft_feeown_propertypensionppeprime_brokeragepropertyrecoveryredundancy_pymtreferencereg_lossregular_wagesreleaserentres_fund_contributionrestructuringretained_earningsrevaluationrevenue_reserveshare_planshare_premiumstaffsystemtaxunsecured_loan_feewrite_off
rate
The full interest rate applied to the account balance in percentage terms. Note that this therefore includes the base_rate (ie. not the spread).
number-
rate_type
Describes the type of interest rate applied to the account.
string
combinedfixedpreferentialtrackervariable
regulatory_book
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
banking_booktrading_book
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-
risk_country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
risk_weight_std
The standardised approach risk weight represented as a decimal/float such that 1.5% is 0.015.
number-
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 Account is active or been cancelled.
string
activecancelledcancelled_payout_agreedothertransactional
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
This is the type of the account with regards to common regulatory classifications.
string
amortisationbondscallcdcredit_cardcurrentdeferreddepreciationexpenseincomeintangibleinternet_onlyiraisamoney_marketnon_deferrednon_productotherprepaid_cardprovisionreserveretail_bondssavingssuspensetangibletime_depositvostro
uk_funding_type
Funding type calculated according to BIPRU 12.5/12.6
string
ab
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
withdrawal_penalty
This is the penalty incurred by the customer for an early withdrawal on this account. An early withdrawal is defined as a withdrawal prior to the next_withdrawal_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
layouttitle
schemaaccount

Account Schema


An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.

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-
accounting_treatment
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
amortised_costavailable_for_salecb_or_demandfv_mandatorilyfv_ocifv_thru_pnlheld_for_hedgeheld_for_tradingheld_to_maturityloans_and_recs
accrued_interest
The accrued interest since the last payment date and due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
arrears_balance
The balance of the capital amount that is considered to be in arrears (for overdrafts/credit cards). Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_liability
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
assetequityliabilitypnl
balance
The contractual balance on the date and in the currency given. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
base_rate
The base rate represents the basis of the rate on the balance at the given date as agreed in the terms of the account.
string
FDTRUKBRBASEZERO
behavioral_curve_id
The unique identifier for the behavioral curve used by the financial institution.
string-
break_dates
Dates where this contract can be broken (by either party). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
call_dates
Dates where this contract can be called (by the customer). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
ccf
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
number-
cost_center_code
The organizational unit or sub-unit to which costs/profits are booked.
string-
count
Describes the number of accounts aggregated into a single row.
integer-
country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
currency_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
customer_id
The unique identifier used by the financial institution to identify the customer that owns the account.
string-
encumbrance_amount
The amount of the account that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
covered_bondderivativenoneotherrepo
end_date
The end or maturity date of the account. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
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 account that is guaranteed under a Government Deposit Guarantee Scheme. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
guarantee_scheme
The Government Deposit Scheme scheme under which the guarantee_amount is guaranteed.
string
be_pfbg_difcy_dpscz_difde_edbde_edode_edwdk_gdfiee_dgses_fgdfi_dgffr_fdggb_fscsgr_dgshr_dihu_ndifie_dgsit_fitdlt_vilu_fgdllv_dgfmt_dcsnl_dgspl_bfgpt_fgdro_fgdbse_ndosi_dgssk_dpfus_fdic
impairment_amount
The impairment amount is the allowance set aside by the firm that accounts for the event that the asset becomes impaired in the future.
integer-
impairment_status
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
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
insolvency_rank
The insolvency ranking as per the national legal framework of the reporting institution.
integer-
interest_repayment_frequency
Repayment frequency of the interest.
string
dailyweeklybi_weeklymonthlybi_monthlyquarterlysemi_annuallyannuallyat_maturitybienniallysesquiennially
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 minimum balance the customer can go overdrawn in their account.
integer-
minimum_balance_eur
Indicates the minimum balance, in Euros, of each account within the aggregate. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
mtd_deposits
Month to date amount deposited within the account as a naturally positive integer number of cents/pence.
integer-
mtd_interest_paid
Month to date interest added to account as a naturally positive integer number of cents/pence.
integer-
mtd_withdrawals
Month to date amount withdrawn from the account as a naturally positive integer number of cents/pence.
integer-
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 account will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
next_withdrawal_date
The next date at which customer is allowed to withdraw money from this account.
string-
on_balance_sheet
Is the account or deposit reported on the balance sheet of the financial institution?
boolean-
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-
purpose
The purpose for which the account was created or is being used.
string
adminannual_bonus_accrualsbenefit_in_kindcapital_gain_taxcash_managementcf_hedgeci_serviceclearingcollateralcommitmentscomputer_and_it_costcorporation_taxcredit_card_feecritical_servicecurrent_account_feecustodydealing_rev_derivdealing_rev_deriv_nsedealing_rev_fxdealing_rev_fx_nsedealing_rev_secdealing_rev_sec_nsedealing_revenuedepositderivative_feedgs_contributiondiv_from_cisdiv_from_money_mktdividenddonationemployeeemployee_stock_optionescrowfeesfinefirm_operating_expensesfirm_operationsfxgoodwillinsurance_feeint_on_bond_and_frnint_on_bridging_loanint_on_credit_cardint_on_depositint_on_deriv_hedgeint_on_derivativeint_on_ecgd_lendingint_on_loan_and_advint_on_money_mktint_on_mortgageint_on_sftinterestintra_group_feeinv_in_subsidiaryinvestment_banking_feeinvestment_propertyipsloan_and_advance_feemanufactured_dividendmortgage_feeni_contributionnon_life_ins_premiumoccupancy_costoperationaloperational_escrowoperational_excessotherother_expenditureother_fs_feeother_non_fs_feeother_social_contribother_staff_costother_staff_removerdraft_feeown_propertypensionppeprime_brokeragepropertyrecoveryredundancy_pymtreferencereg_lossregular_wagesreleaserentres_fund_contributionrestructuringretained_earningsrevaluationrevenue_reserveshare_planshare_premiumstaffsystemtaxunsecured_loan_feewrite_off
rate
The full interest rate applied to the account balance in percentage terms. Note that this therefore includes the base_rate (ie. not the spread).
number-
rate_type
Describes the type of interest rate applied to the account.
string
combinedfixedpreferentialtrackervariable
regulatory_book
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
banking_booktrading_book
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-
risk_country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
risk_weight_std
The standardised approach risk weight represented as a decimal/float such that 1.5% is 0.015.
number-
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 Account is active or been cancelled.
string
activecancelledcancelled_payout_agreedothertransactional
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
This is the type of the account with regards to common regulatory classifications.
string
amortisationbondscallcdcredit_cardcurrentdeferreddepreciationexpenseincomeintangibleinternet_onlyiraisamoney_marketnon_deferrednon_productotherprepaid_cardprovisionreserveretail_bondssavingssuspensetangibletime_depositvostro
uk_funding_type
Funding type calculated according to BIPRU 12.5/12.6
string
ab
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
withdrawal_penalty
This is the penalty incurred by the customer for an early withdrawal on this account. An early withdrawal is defined as a withdrawal prior to the next_withdrawal_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
layouttitle
schemaadjustment

Adjustment Schema


An adjustment represents a modification to a report.

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-
col
The column of the report that this adjustment relates to.
string-
comment
The description or commentary around the adjustment.
string-
contribution_amount
The contribution amount this adjustment should make to the specified report cell. A positive/negative number in minor units (cents/pence).
integer-
contribution_text
The text to use for the adjustment where the reported cell is not a monetary value.
string-
currency_code
An adjustment represents a modification to a report.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
page
The page of the report that this adjustment relates to.
string-
report_type
The report that this adjustment relates to.
string-
reporting_entity_name
The name of the reporting legal entity for display purposes.
string-
row
The row of the report that this adjustment relates to.
string-
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-
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
layouttitle
schemaagreement

Agreement Schema


An agreement represents the standard terms agreed between two parties.

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-
base_currency_code
An agreement represents the standard terms agreed between two parties.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
country_code
An agreement represents the standard terms agreed between two parties.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
credit_support_type
The type of credit support document
string
csa_isda_1994csa_isda_1995csd_isda_1995scsa_isda_2013
customer_id
The unique identifier used by the financial institution to identify the counterparty to this agreement.
string-
guarantor_id
The unique identifier used by the financial institution to identify the guarantor of the transactions covered by this agreement.
string-
margin_frequency
Indicates the periodic timescale at which variation margin is exchanged. Cleared derivatives which are daily settled can be flagged as daily_settled.
string
dailydaily_settledweeklybi_weeklymonthly
margin_period_of_risk
Margin period of risk estimated for the transactions covered by the [CSA] agreement
integer-
minimum_transfer_amount
Smallest amount of collateral that can be transferred. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
netting_restriction
populated only if any netting restriction applies, in relation to the nature of the agreement or the enforceability of netting in the jurisdiction of the counterparty, preventing the recognition of the agreement as risk-reducing, pursuant to CRR Articles 295 to 298
string
national_supervisionrestrictive_covenant
number_of_disputes
Indicates the number of disputes threshold to be used in the margin period of risk
integer-
source
The source where this data originated.
string-
start_date
The timestamp that the agreement commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
stay_protocol
Indicates whether a stay protocol has been signed by one or both parties to the agreement.
string
bothcustomerself_signed
threshold
Amount below which collateral is not required. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
type
The type of the master agreement.
string
gmraicma_1992icma_1995icma_2000icma_2011isdaisda_1985isda_1986isda_1987isda_1992isda_2002otherother_gmraother_isda
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
layouttitle
schemacollateral

Collateral Schema


Data schema to define collateral (currently can reference loans or accounts).

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-
account_ids
The unique identifier/s for the account/s within the financial institution.
array-
charge
Lender charge on collateral, 1 indicates first charge, 2 second and so on. 0 indicates a combination of charge levels.
integer-
currency_code
Data schema to define collateral (currently can reference loans or accounts).
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
encumbrance_amount
The amount of the collateral that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
covered_bondderivativenoneotherreal_estaterepo
end_date
The end date for recognition of the collateral
string-
loan_ids
The unique identifiers for the loans within the financial institution.
array-
regulatory_book
Data schema to define collateral (currently can reference loans or accounts).
string
banking_booktrading_book
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 start date for recognition of the collateral
string-
type
The collateral type defines the form of the collateral provided
string
cashcommercial_propertydebenturefarmguaranteeimmovable_propertylife_policymultifamilyotherresidential_property
value
The valuation as used by the bank for the collateral on the value_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
value_date
The timestamp that the collateral was valued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
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 collateral.
number-
vol_adj_fx
The volatility adjustment appropriate to currency mismatch.
number-
layouttitle
schemacurve

Curve Schema


A Curve represents a series of points on a plot. Typically, interest rates, volatility or forward prices.

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-
currency_code
A Curve represents a series of points on a plot. Typically, interest rates, volatility or forward prices.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
name
The internal name of the curve.
string-
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-
type
The curve type.
string
behavioralratevolatility
values
The list of values for this curve.
array-
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
layouttitle
schemacustomer

Customer Schema


Data schema to define a customer or legal entity related to a financial product or transaction.

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-
address_city
City, town or village.
string-
boe_industry_code
Bank of England industry code.
string-
boe_sector_code
Bank of England sector code.
string-
count
Describes the number of entities represented by this record. eg. joint customers should have a count > 1.
integer-
country_code
Data schema to define a customer or legal entity related to a financial product or transaction.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
cqs_irb
The credit quality step for internal ratings based approach.
integer-
cqs_standardised
The credit quality step for standardised approach.
integer-
credit_impaired
Flag to determine if the entity credit quality is impaired.
boolean-
fitch_lt
Fitch long term credit ratings
string
aaaaa_plusaaaa_minusa_plusaa_minusbbb_plusbbbbbb_minusbb_plusbbbb_minusb_plusbb_minusccc_pluscccccc_minuscccrdd
fitch_st
Fitch short term credit ratings
string
f1_plusf1f2f3bcrdd
intra_group
Flag to indicate that this should be considered an intra-group entity.
boolean-
legal_entity_name
The official legal name of the entity.
string-
lei_code
The LEI code for the legal entity (for corporates).
string-
moodys_lt
Moody’s long term credit ratings
string
aaaaa1aa2aa3a1a2a3baa1baa2baa3ba1ba2ba3b1b2b3caa1caa2caa3cac
moodys_st
Moodys short term credit ratings
string
p1p2p3np
nace_code
The EU NACE economic activity classification.
string
A.01.10A.01.11A.01.12A.01.13A.01.14A.01.15A.01.16A.01.19A.01.20A.01.21A.01.22A.01.23A.01.24A.01.25A.01.26A.01.27A.01.28A.01.29A.01.30A.01.40A.01.41A.01.42A.01.43A.01.44A.01.45A.01.46A.01.47A.01.49A.01.50A.01.60A.01.61A.01.62A.01.63A.01.64A.01.70A.02.10A.02.20A.02.30A.02.40A.03.10A.03.11A.03.12A.03.20A.03.21A.03.22B.05.10B.05.20B.06.10B.06.20B.07.10B.07.20B.07.21B.07.29B.08.10B.08.11B.08.12B.08.90B.08.91B.08.92B.08.93B.08.99B.09.10B.09.90C.10.10C.10.11C.10.12C.10.13C.10.20C.10.30C.10.31C.10.32C.10.39C.10.40C.10.41C.10.42C.10.50C.10.51C.10.52C.10.60C.10.61C.10.62C.10.70C.10.71C.10.72C.10.73C.10.80C.10.81C.10.82C.10.83C.10.84C.10.85C.10.86C.10.89C.10.90C.10.91C.10.92C.11.00C.11.01C.11.02C.11.03C.11.04C.11.05C.11.06C.11.07C.12.00C.13.10C.13.20C.13.30C.13.90C.13.91C.13.92C.13.93C.13.94C.13.95C.13.96C.13.99C.14.10C.14.11C.14.12C.14.13C.14.14C.14.19C.14.20C.14.30C.14.31C.14.39C.15.10C.15.11C.15.12C.15.20C.16.10C.16.20C.16.21C.16.22C.16.23C.16.24C.16.29C.17.10C.17.11C.17.12C.17.20C.17.21C.17.22C.17.24C.17.29C.17.30C.18.10C.18.11C.18.12C.18.13C.18.14C.18.20C.19.10C.19.20C.20.10C.20.11C.20.12C.20.13C.20.14C.20.15C.20.16C.20.17C.20.20C.20.30C.20.40C.20.41C.20.42C.20.50C.20.51C.20.52C.20.53C.20.59C.20.60C.21.10C.21.20C.22.10C.22.11C.22.19C.22.20C.22.21C.22.22C.22.23C.22.29C.23.10C.23.11C.23.12C.23.13C.23.14C.23.19C.23.20C.23.30C.23.31C.23.32C.23.40C.23.41C.23.42C.23.43C.23.44C.23.49C.23.50C.23.51C.23.52C.23.60C.23.61C.23.62C.23.63C.23.64C.23.65C.23.69C.23.70C.23.90C.23.91C.23.99C.24.10C.24.20C.24.30C.24.31C.24.32C.24.33C.24.34C.24.40C.24.41C.24.42C.24.43C.24.44C.24.45C.24.46C.24.50C.24.51C.24.52C.24.53C.24.54C.25.10C.25.11C.25.12C.25.20C.25.21C.25.29C.25.30C.25.40C.25.50C.25.60C.25.61C.25.62C.25.70C.25.71C.25.72C.25.73C.25.90C.25.91C.25.92C.25.93C.25.94C.25.99C.26.10C.26.11C.26.12C.26.20C.26.30C.26.40C.26.50C.26.51C.26.52C.26.60C.26.70C.26.80C.27.10C.27.11C.27.12C.27.20C.27.30C.27.31C.27.32C.27.33C.27.40C.27.50C.27.51C.27.52C.27.90C.28.10C.28.11C.28.12C.28.13C.28.14C.28.15C.28.20C.28.21C.28.22C.28.23C.28.24C.28.25C.28.29C.28.30C.28.40C.28.41C.28.49C.28.90C.28.91C.28.92C.28.93C.28.94C.28.95C.28.96C.28.99C.29.10C.29.20C.29.30C.29.31C.29.32C.30.10C.30.11C.30.12C.30.20C.30.30C.30.40C.30.90C.30.91C.30.92C.30.99C.31.00C.31.01C.31.02C.31.03C.31.09C.32.10C.32.11C.32.12C.32.13C.32.20C.32.30C.32.40C.32.50C.32.90C.32.91C.32.99C.33.10C.33.11C.33.12C.33.13C.33.14C.33.15C.33.16C.33.17C.33.19C.33.20D.35.10D.35.11D.35.12D.35.13D.35.14D.35.20D.35.21D.35.22D.35.23D.35.30E.36.00E.37.00E.38.10E.38.11E.38.12E.38.20E.38.21E.38.22E.38.30E.38.31E.38.32E.39.00F.41.10F.41.20F.42.10F.42.11F.42.12F.42.13F.42.20F.42.21F.42.22F.42.90F.42.91F.42.99F.43.10F.43.11F.43.12F.43.13F.43.20F.43.21F.43.22F.43.29F.43.30F.43.31F.43.32F.43.33F.43.34F.43.39F.43.90F.43.91F.43.99G.45.10G.45.11G.45.19G.45.20G.45.30G.45.31G.45.32G.45.40G.46.10G.46.11G.46.12G.46.13G.46.14G.46.15G.46.16G.46.17G.46.18G.46.19G.46.20G.46.21G.46.22G.46.23G.46.24G.46.30G.46.31G.46.32G.46.33G.46.34G.46.35G.46.36G.46.37G.46.38G.46.39G.46.40G.46.41G.46.42G.46.43G.46.44G.46.45G.46.46G.46.47G.46.48G.46.49G.46.50G.46.51G.46.52G.46.60G.46.61G.46.62G.46.63G.46.64G.46.65G.46.66G.46.69G.46.70G.46.71G.46.72G.46.73G.46.74G.46.75G.46.76G.46.77G.46.90G.47.10G.47.11G.47.19G.47.20G.47.21G.47.22G.47.23G.47.24G.47.25G.47.26G.47.29G.47.30G.47.40G.47.41G.47.42G.47.43G.47.50G.47.51G.47.52G.47.53G.47.54G.47.59G.47.60G.47.61G.47.62G.47.63G.47.64G.47.65G.47.70G.47.71G.47.72G.47.73G.47.74G.47.75G.47.76G.47.77G.47.78G.47.79G.47.80G.47.81G.47.82G.47.89G.47.90G.47.91G.47.99H.49.10H.49.20H.49.30H.49.31H.49.32H.49.39H.49.40H.49.41H.49.42H.49.50H.50.10H.50.20H.50.30H.50.40H.51.10H.51.20H.51.21H.51.22H.52.10H.52.20H.52.21