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