MARKET_COUNTERPARTY table. More...
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MARKET_COUNTERPARTY table.
PK | Variable | Type | Required? | Relationships | Label | Description |
---|---|---|---|---|---|---|
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | SAS Date value | |
![]() | COUNTERPARTYID | VARCHAR(32) | N | market_counterparty.sas | Counterparty Id | Unique Identifier for the Counterparty |
COUNTERPARTYTYPE | VARCHAR(100) | N | Counterparty Type | Counterparty Type | ||
COUNTERPARTY_TYPE_ENTITY | VARCHAR(4) | N | Counterparty Type Entity | |||
CPTY_RATING | VARCHAR(3) | N | CPTY Rating | |||
CPTY_RATING_AGENCY | VARCHAR(3) | N | CPTY Rating Agency | |||
CPTY_NAME | VARCHAR(34) | N | CPTY Name | |||
CPTY_PD_METHOD | VARCHAR(10) | N | CPTY PD Method | |||
CPTY_LGD_PCT | NUMERIC(8) | N | CPTY LGD PCT | |||
REF_CPTY_PD_CURVE | VARCHAR(6) | N | Ref CPTY PD Curve | |||
REF_CPTY_MAT_CURVE | VARCHAR(9) | N | Ref CPTY MAT Curve | |||
CSD_CURVE_MAP | VARCHAR(5) | N | CSD Curve Map | |||
SPREAD_CURVE_MAP | VARCHAR(8) | N | Spread Curve Map | |||
HAZARD_CURVE_MAP | VARCHAR(8) | N | Hazard Curve Map | |||
CURRENT_RATING_NO | NUMERIC(8) | N | Current Rating Number | |||
NO_OF_STATES | NUMERIC(8) | N | Number Of States | |||
REF_CPTY_DSC_CURVE | VARCHAR(12) | N | REF CPTY DSC Curve | |||
CPTY_CDS_PREM_FREQ | VARCHAR(5) | N | CPTY CDS PREM Frequency | |||
CPTY_CDS_DEF_FREQ | VARCHAR(5) | N | CPTY CDS DEF Frequency | |||
CPTY_CDS_DAYCOUNT | VARCHAR(7) | N | CPTY CDS Day Count | |||
CPTY_CDS_INTP_METHOD | VARCHAR(6) | N | CPTY CDS INTP Method | |||
CPTY_CDS_ACCRUAL_FLG | NUMERIC(8) | N | CPTY CDS Accural Flag | |||
CPTY_CVA_DSC | VARCHAR(12) | N | CPTY CVA DSC |
Definition in file market_counterparty.sas.