153CREATE TABLE &LIBREF..CREDIT_SYNTH_PORTFOLIO (
154 REPORTING_DT DATE label =
'Reporting Date' FORMAT = &DTFMT.,
155 INSTID VARCHAR(64) label =
'Instrument Identifier',
156 TEMPLATE_CF_ID VARCHAR(64) label =
'Template Instrument Identifier',
157 ENTITY_ID VARCHAR(32) label =
'Entity ID',
158 WORKGROUP VARCHAR(32) label =
'Workgroup',
159 INSTTYPE VARCHAR(32) label =
'Instrument Type',
160 PORTFOLIO_SEGMENT VARCHAR(50) label =
'Portfolio Segment',
161 ACCOUNTING_METHOD VARCHAR(14) label =
'Accounting Method',
162 ASSET_TYPE_DESC VARCHAR(200) label =
'Asset Type',
163 PRODUCT_CD VARCHAR(100) label =
'Product Code',
164 LOB_ID VARCHAR(100) label =
'Line of Business Id',
165 CURRENCY VARCHAR(3) label =
'Currency',
166 COUNTERPARTYID VARCHAR(32) label =
'Counterparty Id',
167 COUNTERPARTYTYPE VARCHAR(100) label =
'Counterparty Type',
168 SECTOR_DESC VARCHAR(100) label =
'Sector Description',
169 ORIG_RATING_AGENCY VARCHAR(32) label =
'Rating Agency at Origination',
170 ORIG_RATING_GRADE VARCHAR(32) label =
'Rating Grade at Origination',
171 ORIG_STD_RATING_GRADE VARCHAR(32) label =
'Standardised Rating Grade at Origination',
172 RATING_AGENCY VARCHAR(32) label =
'Rating Agency',
173 RATING_GRADE VARCHAR(32) label =
'Rating Grade',
174 STD_RATING_GRADE VARCHAR(32) label =
'Standardised Rating Grade',
175 ORIG_PIT_PD NUMERIC(8) label =
'PIT PD at Origination',
176 TTC_PD NUMERIC(8) label =
'TTC PD',
177 PIT_PD NUMERIC(8) label =
'PIT PD',
178 ORIG_LTV_RT NUMERIC(8) label =
'LTV at Origination',
179 LTV_RT NUMERIC(8) label =
'LTV',
180 LGD NUMERIC(8) label =
'LGD',
181 DOWNTURN_LGD NUMERIC(8) label =
'Downturn LGD',
182 START_DT DATE label =
'Start Date' FORMAT = &DTFMT.,
183 SCHEDULE_START_DT DATE label =
'Schedule Start Date' FORMAT = &DTFMT.,
184 MATURITY_DT DATE label =
'Maturity Date' FORMAT = &DTFMT.,
185 PRINCIPAL_PAYMENT_DT DATE label =
'Principal Payment Date' FORMAT = &DTFMT.,
186 INTEREST_PAYMENT_DT DATE label =
'Interest Payment Date' FORMAT = &DTFMT.,
187 NEXT_RESET_DT DATE label =
'Next Reset Date' FORMAT = &DTFMT.,
188 UNPAID_BALANCE_AMT NUMERIC(8) label =
'Unpaid Balance Amount',
189 ORIG_UNPAID_BALANCE_AMT NUMERIC(8) label =
'Original Unpaid Balance Amount',
190 CURRENT_RT NUMERIC(8) label =
'Current Contractual Interest Rate',
191 EFFECTIVE_INTEREST_RT NUMERIC(8) label =
'Effective Interest Rate',
192 MARGIN_RT NUMERIC(8) label =
'Interest Rate Margin',
193 PAYMENT_AMT NUMERIC(8) label =
'Payment Amount',
194 DAYS_PAST_DUE_CNT NUMERIC(8) label =
'Days Past Due',
195 MODIFICATION_DT DATE label =
'Modification Date' FORMAT = &DTFMT.,
196 ASSESSMENT_TYPE_DESC VARCHAR(100) label =
'Type of Loan Management',
197 COLLATERAL_DESC VARCHAR(200) label =
'Collateral Description',
198 WRITE_OFF_AMT NUMERIC(8) label =
'Write-off Amount',
199 PENDING_OFFER_FLG VARCHAR(3) label =
'Pending Offer Flag',
200 DRAWDOWN_PERIOD_FLG VARCHAR(3) label =
'Drawdown Period Flag',
201 ISSUED_GUARANTEE_FLG VARCHAR(3) label =
'Issued Guarantee Flag',
202 REVOLVING_FLG VARCHAR(3) label =
'Revolving Flag',
203 OFF_BALANCE_AMT NUMERIC(8) label =
'Off-Balance Amount',
204 CREDIT_LIMIT_AMT NUMERIC(8) label =
'Credit Limit Amount',
205 DELINQUENCY_FLG VARCHAR(3) label =
'Delinquency Flag',
206 MOST_RECENT_DELINQUENCY_DT DATE label =
'Most Recent Delinquency Date' FORMAT = &DTFMT.,
207 EVER_DELINQUENT_FLG VARCHAR(3) label =
'Ever Delinquent Flag',
208 LOAN_STATUS_DESC VARCHAR(32) label =
'Loan Status',
209 GEOGRAPHY_CD VARCHAR(32) label =
'Geography Code',
210 CCF NUMERIC(8) label =
'Credit Conversion Factor',
211 INTEREST_RATE_TYPE VARCHAR(8) label =
'Interest Rate Type',
212 INDEX_REFERENCE VARCHAR(16) label =
'Interest Rate Reference Curve',
213 INTEREST_PAYMENT_PERIOD_CD VARCHAR(16) label =
'Interest Payment Period Code',
214 INTEREST_RESET_PERIOD_CD VARCHAR(16) label =
'Interest Reset Period Code',
215 CAPITAL_PAYMENT_PERIOD_CD VARCHAR(16) label =
'Capital Payment Period Code',
216 PAYMENT_TYPE_CD VARCHAR(16) label =
'Type of Repayment Schedule',
217 DAY_BASIS_CD VARCHAR(16) label =
'Day Basis',
218 PCD_FLG VARCHAR(3) label =
'Purchased Credit Deteriorated Flag',
219 TDR_FLG VARCHAR(3) label =
'Troubled Debt Restructuring Flag',
220 FORECLOSURE_FLG VARCHAR(3) label =
'Foreclosure Flag',
221 RELATED_PARTY_FLG VARCHAR(3) label =
'Related Party Flag',
222 COLLATERAL_SUPPORT_FLG VARCHAR(3) label =
'Collateral Support Flag',
223 FINANCIAL_DIFFICULTIES_FLG VARCHAR(3) label =
'Financial Difficulties Flag',
224 UNCONDITIONALLY_CANCELABLE_FLG VARCHAR(3) label =
'Unconditionally Cancelable Flag',
225 ACCRUED_INTEREST_AMT NUMERIC(8) label =
'Accrued Interest',
226 FEE_AMT NUMERIC(8) label =
'Amount of Fees',
227 AMORTIZED_COST_AMT NUMERIC(8) label =
'Amortized Cost Basis Amount',
228 CUM_RECOVERY_AMT NUMERIC(8) label =
'Cumulative Recovery Amount',
229 NONACCRUAL_STATUS_FLG VARCHAR(3) label =
'Nonaccrual Status Flag',
230 INTEREST_INCOME_ON_NON_ACC_AMT NUMERIC(8) label =
'Interest Income on Non Accrual Amount',
231 COLLATERAL_VALUE_AMT NUMERIC(8) label =
'Collateral Value Amount',
232 PCD_PURCHASE_AMT NUMERIC(8) label =
'PCD Purchase Amount',
233 PCD_PAR_AMT NUMERIC(8) label =
'PCD Par Value Amount',
234 PCD_INIT_ALLOW_AMT NUMERIC(8) label =
'Initial PCD Allowance Amount',
235 PCD_PURCHASE_DT DATE label =
'PCD Purchase Date' FORMAT = &DTFMT.,
236 CUM_OTHER_ALLOWANCE_AMT NUMERIC(8) label =
'Cumulative Other Allowance Amount',
237 WEIGHT_EXPOSURE_SPECIFIC NUMERIC(8) label =
'Idiosyncratic Weight Exposure',
238 WEIGHT_EXPOSURE_SECTOR_1 NUMERIC(8) label =
'Sector 1 Weight Exposure',
239 WEIGHT_EXPOSURE_SECTOR_2 NUMERIC(8) label =
'Sector 2 Weight Exposure',
240 WEIGHT_EXPOSURE_SECTOR_3 NUMERIC(8) label =
'Sector 3 Weight Exposure',
241 PD_SD_SPECIFIC NUMERIC(8) label =
'Idiosyncratic PD Volatility',
242 PD_SD_SECTOR_1 NUMERIC(8) label =
'Sector 1 PD Volatility',
243 PD_SD_SECTOR_2 NUMERIC(8) label =
'Sector 2 PD Volatility',
244 PD_SD_SECTOR_3 NUMERIC(8) label =
'Sector 3 PD Volatility',
245 PD_SD NUMERIC(8) label =
'PD Volatility',
246 POOL_FLG VARCHAR(5) label =
'Data Pool Flag',
247 EXPOSURE_KEY_SPREADTYPE VARCHAR(16) label =
'Exposure Spread Type',
248 EXPOSURE_KEY_DISCOUNTTYPE VARCHAR(16) label =
'Exposure Discounting Method',
249 EXPOSURE_SENIORITY_CLASS NUMERIC(8) label =
'Exposure Seniority Class',
250 GUARANTEE_VALUE NUMERIC(8) label =
'Guarantee Value',
251 PHYSICAL_ASSET_VALUE NUMERIC(8) label =
'Physical Asset Value',
252 MITIGANT NUMERIC(8) label =
'Mitigant Flag',
253 RANDOMSEED NUMERIC(8) label =
'Random Seed Number',
254 CONSTRAINT PRIM_KEY PRIMARY KEY (REPORTING_DT, INSTID, ENTITY_ID)