Counterparty table. More...
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Counterparty table.
PK | Variable | Type | Required? | Relationships | Label | Description |
---|---|---|---|---|---|---|
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | SAS Date value | |
![]() | COUNTERPARTYID | VARCHAR(32) | N | counterparty.sas | Counterparty Id | Unique Identifier for the Counterparty |
COUNTERPARTYTYPE | VARCHAR(100) | N | Counterparty Type | Counterparty Type | ||
SECTOR_DESC | VARCHAR(100) | N | Sector Description | Description of the Economic Sector of Activity of the counterparty of the contract (reporting dimension) | ||
DEBT_TO_INCOME_RT | VARCHAR(100) | N | Debt-To-Income Ratio | Debt-To-Income Ratio | ||
DELINQUENCY_FLG | VARCHAR(3) | N | Delinquency Flag | Indicates delinquency (Y) or not (N) | ||
EVER_DELINQUENT_FLG | VARCHAR(32) | N | Ever Delinquent Flag | Flag indicating whether there has ever been a delinquency | ||
MOST_RECENT_DELINQUENCY_DT | NUMERIC(8) | N | Delinquency Date | Date of most recent delinquency | ||
FINANCIAL_DIFFICULTIES_FLG | VARCHAR(3) | N | Financial Difficulties Flag | Identify counterparties that are experiencing financial difficulties (ASU 2016-13 326-20-50-20) | ||
RATING_AGENCY | VARCHAR(32) | N | Rating Agency | Credit Rating Agency (i.e. FICO, EQUIFAX, S&P) | ||
RATING_GRADE | VARCHAR(32) | N | Rating Grade/Score | Credit Rating Grade/Score. Example: 750 (FICO), AAA (S&P), etc. | ||
STD_RATING_GRADE | VARCHAR(32) | N | Standardised Rading Grade | A standardized rating scale level is assigned to each loan (either retail or commercial) so that consistent reporting can be done across the entire portfolio. Mapping is required in order to assign a rating scale level to a given credit score (in case of retail) or rating grade (in case of commercial). Closed List Values: - 1 - Largely Risk Free - 2 - Minimal Risk - 3 - Modest Risk - 4 - Bankable - 5 - Additional Review - 6 - Special Mention - 7 - Sub-Standard - 8 - Doubtful - 9 - Loss | ||
TTC_PD | NUMERIC(8) | N | TTC PD | Through-The-Cycle Probablilty of Default | ||
PIT_PD | NUMERIC(8) | N | PIT PD | Point-In-Time Probablilty of Default | ||
CORPORATE_Mf_MODEL_ID | VARCHAR(32) | N | ||||
CORPORATE_RES_MODEL_ID | VARCHAR(32) | N | ||||
NO_OF_STATES | NUMERIC(8) | N | ||||
MOD_PARMS_ADJ | NUMERIC(8) | N | ||||
POOL_FLG | VARCHAR(5) | N | ||||
RANDOMSEED | NUMERIC(8) | N |
Definition in file counterparty.sas.