Credit risk mitigation table.
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Credit risk mitigation table.
PK | Variable | Type | Required? | Relationships | Label | Description | Required by model |
---|---|---|---|---|---|---|---|
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | SAS Date value | ||
EXPOSUREID | VARCHAR(64) | Y | credit_portfolio.sas | Exposure Identifier | Unique identifier for exposure | ||
MITIGANTID | VARCHAR(64) | Y | collateral.sas | Collateral Identifier | Unique identifier for collateral | ||
MITIGATIONTYPE | VARCHAR(32) | Y | Mitigation Type | It defines the method to be used for mitigation | |||
LEGAL_PROTECTION_AMT | NUMERIC(8) | N | Legal Protection Amount | Maximum protection amount for the EXPOSUREID | |||
EXPOSURE_RANK | NUMERIC(8) | N | Exposure Rank | ||||
MITIGATION_RANK | NUMERIC(8) | N | Mitigation Rank | ||||
MITIGATION_HAIRCUT_FACTOR | NUMERIC(8) | N | Haircut Mitigation Factor |
Definition in file mitigation.sas.