CreditRiskData

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/CreditRiskData

Diagram

CreditRiskData InstrumentIssuer SIIIssuerType_V7 [1] IssuerGroup SIIIssuerType_V7 [1] IssuerCountry ISOCountryCodeType [1] EconomicArea EconomicArea2Type [0..1] StateGuarantee YesNoL1Type [0..1] CreditQualityStep CQSType [0..1] EconomicSector NACECodeType [0..1] EconomicSectorNACE2.1 NACECodeType [0..1] Covered xs:string [0..1]

Documentation

EN

A46 to A54 + A57 + A59- Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)

DE

A46 to A54 + A57 + A59- Useless for cash Positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)

FR

A46 à A54 + A57 + A59- Useless pour cash positions.
Obligatoire otherwise.
Refers à Contrepartie pour OTC Derivatives.
Corresponds à TPT block "Émetteur données" (A46 à A59)

NL

A46 naar A54 + A57 + A59- Useless voor cash positions.
Verplicht otherwise.
Refers naar Tegenpartij voor OTC Derivatives.
Corresponds naar TPT block "Emittent gegevens" (A46 naar A59)

Properties

Type
(anonymous)
Cardinality
0..1
Namespace
xs = "http://www.w3.org/2001/XMLSchema"
vc = "http://www.w3.org/2007/XMLSchema-versioning"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level
7

Child Elements & Attributes

Child elements and attributes of this element
Name (XPath) Type Documentation Sample Data
SIIIssuerType_V7

Identification of instrument issuer (or counterpart for OTC instruments).

Identification of Instrument Emittent (or counterpart for OTC Instruments).

Identification de instrument émetteur (ou counterpart pour OTC instruments).

Identification van instrument emittent (van counterpart voor OTC instruments).

SIIIssuerType_V7

Characteristics of final financial group the InstrumentIssuer belongs to (highest parent company).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer

Characteristics of final financial group the InstrumentIssuer angehört (highest parent company).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer

Characteristics de final financial groupe InstrumentIssuer belongs à (highest parent company).
Duplicate InstrumentIssuer données si identical à InstrumentIssuer

Characteristics van final financial groep InstrumentIssuer belongs naar (highest parent company).
Duplicate InstrumentIssuer gegevens als identical naar InstrumentIssuer

ISOCountryCodeType

Country of instrument issuer:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational issuers
or "EU" for European Union institutions

Country of Instrument Emittent:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational Emittents
or "EU" for Europäisch Union institutions

Pays de instrument émetteur:
ISO pays code 2 (ISO 3166-1)
ou "XA" pour Supranational issuers
ou "EU" pour European Union institutions

Land van instrument emittent:
ISO land code 2 (ISO 3166-1)
van "XA" voor Supranational issuers
van "EU" voor European Union institutions

aa
EconomicArea2Type

Economic area code of Country:
1 EEA
2 OECD non EEA
3 non OECD.

Economic area Code von Land:
1 EEA
2 OECD non EEA
3 non OECD.

Economic area code de Pays:
1 EEA
2 OECD non EEA
3 non OECD.

Economic area code van Land:
1 EEA
2 OECD non EEA
3 non OECD.

2
YesNoL1Type

Y = guaranteed
N = without guarantee
Data used to identify the debt guaranteed by a country:
Yes = 100 percent, No is less than 100 percent.

Assets issued or guaranteed by Regional Governments and Local Authorities (RGLA)
listed in the Implementing Regulation (EU) 2015/2011, with CIC code 13 or 14, are considered guaranteed and have a "Y".
Other RGLA assets, not listed, should have an "N".

Y = guaranteed
N = ohne guarantee
Daten used zu identify debt guaranteed durch ein Land:
Yes = 100 percent, No ist weniger than 100 percent.

Assets issued oder guaranteed durch Regional Governments und Local Authorities (RGLA)
listed in Implementing Regulation (EU) 2015/2011, mit CIC Code 13 oder 14, sind considered guaranteed und haben ein "Y".
Sonstig RGLA assets, nicht listed, should haben ein "N".

Y = guaranteed
N = sans guarantee
Données used à identify debt guaranteed par un pays:
Yes = 100 percent, No est moins than 100 percent.

Assets issued ou guaranteed par Regional Governments et Local Authorities (RGLA)
listed dans Implementing Regulation (EU) 2015/2011, avec CIC code 13 ou 14, sont considered guaranteed et ont un "Y".
Autre RGLA assets, pas listed, should ont un "N".

Y = guaranteed
N = zonder guarantee
Gegevens used naar identify debt guaranteed door een land:
Yes = 100 percent, No is minder than 100 percent.

Assets issued van guaranteed door Regional Governments en Local Authorities (RGLA)
listed in Implementing Regulation (EU) 2015/2011, met CIC code 13 van 14, zijn considered guaranteed en hebben een "Y".
Overig RGLA assets, niet listed, should hebben een "N".

N
CQSType

CQS: Synthetic issue or issuer rating.
Integer from 0=AAA to 6=CCC. plus 9=unrated

CQS: Synthetic issue or Emittent rating.
Integer from 0=AAA to 6=CCC. plus 9=unrated

CQS: Synthetic issue ou émetteur rating.
Integer de 0=AAA à 6=CCC. plus 9=unrated

CQS: Synthetic issue van emittent rating.
Integer van 0=AAA naar 6=CCC. plus 9=unrated

4
NACECodeType

A54 - Identify the economic sector of issuer based on the 2.0 version of the Statistical classification of economic activities in the European Community (‘NACE’) code V2.0. NACE should be full version for the financial sector i.e. 5 characters without dots. In the other cases, producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
Please provide V2.1 in datapoint 148 if avalaible, otherwise provide V2.0 in this datapoint.

A54 - Identify the Wirtschaftssektor of Emittent based on the 2.0 version of the Statistical classification of economic activities in the Europäisch Community (‘NACE’) code V2.0. NACE should be full version for the financial sector i.e. 5 characters without dots. In the other cases, producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
Please provide V2.1 in datapoint 148 if avalaible, otherwise provide V2.0 in this datapoint.

A54 - Identify economic secteur de émetteur based on 2.0 version de Statistical classification de economic activities dans European Community (‘NACE’) code V2.0. NACE should be full version pour financial secteur i.e. 5 characters sans dots. In autre cases, producers de TPT shall provide maximum information disponible (letter comme un minimum plus 1, 2, 3 ou 4 digits sans dots), si meaningful.
Please provide V2.1 dans datapoint 148 si avalaible, otherwise provide V2.0 dans ce datapoint.

A54 - Identify economic sector van emittent based on 2.0 versie van Statistical classificatie van economic activities in European Community (‘NACE’) code V2.0. NACE should be full versie voor financial sector i.e. 5 characters zonder dots. In overig cases, producers van TPT shall provide maximum informatie beschikbaar (letter als een minimum plus 1, 2, 3 van 4 digits zonder dots), als meaningful.
Please provide V2.1 in datapoint 148 als avalaible, otherwise provide V2.0 in dit datapoint.

S.
NACECodeType

A148 - Identify the economic sector of issuer based on the latest version of the Statistical classification of economic activities in the European Community (‘NACE’) code (as published in an EC Regulation). Producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
if V2.1 is not available, please provide V2.0 codification in datapoint 54.

A148 - Identify the Wirtschaftssektor of Emittent based on the latest version of the Statistical classification of economic activities in the Europäisch Community (‘NACE’) code (as published in an EC Regulation). Producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
if V2.1 is not available, please provide V2.0 codification in datapoint 54.

A148 - Identify economic secteur de émetteur based on latest version de Statistical classification de economic activities dans European Community (‘NACE’) code (comme published dans un EC Regulation). Producers de TPT shall provide maximum information disponible (letter comme un minimum plus 1, 2, 3 ou 4 digits sans dots), si meaningful.
si V2.1 est pas disponible, please provide V2.0 codification dans datapoint 54.

A148 - Identify economic sector van emittent based on latest versie van Statistical classificatie van economic activities in European Community (‘NACE’) code (als published in een EC Regulation). Producers van TPT shall provide maximum informatie beschikbaar (letter als een minimum plus 1, 2, 3 van 4 digits zonder dots), als meaningful.
als V2.1 is niet beschikbaar, please provide V2.0 codification in datapoint 54.

T
xs:string

A55 - The instrument is covered ("C") or not ('NC')

A55 - The Instrument is gedeckt ("C") or not ('NC')

A55 - The instrument est covered ("C") ou pas ('NC')

A55 - The instrument is covered ("C") van niet ('NC')

NC

Element Definition

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="CreditRiskData">
   <xs:annotation>
      <xs:documentation xml:lang="en">A46 to A54 + A57 + A59- Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation>
      <xs:documentation xml:lang="de">A46 to A54 + A57 + A59- Useless for cash Positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)</xs:documentation>
      <xs:documentation xml:lang="fr">A46 à A54 + A57 + A59- Useless pour cash positions.
Obligatoire otherwise.
Refers à Contrepartie pour OTC Derivatives.
Corresponds à TPT block "Émetteur données" (A46 à A59)</xs:documentation>
      <xs:documentation xml:lang="nl">A46 naar A54 + A57 + A59- Useless voor cash positions.
Verplicht otherwise.
Refers naar Tegenpartij voor OTC Derivatives.
Corresponds naar TPT block "Emittent gegevens" (A46 naar A59)</xs:documentation>
   </xs:annotation>
   <xs:complexType>
      <xs:complexContent>
         <xs:extension base="CreditRiskDataType_V7">
            <xs:sequence>
               <xs:element minOccurs="0" name="EconomicSector" type="NACECodeType">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A54 - Identify the economic sector of issuer based on the 2.0 version of the Statistical classification of economic activities in the European Community (‘NACE’) code V2.0. NACE should be full version for the financial sector i.e. 5 characters without dots. In the other cases, producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
Please provide V2.1 in datapoint 148 if avalaible, otherwise provide V2.0 in this datapoint.
</xs:documentation>
                     <xs:documentation xml:lang="de">A54 - Identify the Wirtschaftssektor of Emittent based on the 2.0 version of the Statistical classification of economic activities in the Europäisch Community (‘NACE’) code V2.0. NACE should be full version for the financial sector i.e. 5 characters without dots. In the other cases, producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
Please provide V2.1 in datapoint 148 if avalaible, otherwise provide V2.0 in this datapoint.
</xs:documentation>
                     <xs:documentation xml:lang="fr">A54 - Identify economic secteur de émetteur based on 2.0 version de Statistical classification de economic activities dans European Community (‘NACE’) code V2.0. NACE should be full version pour financial secteur i.e. 5 characters sans dots. In autre cases, producers de TPT shall provide maximum information disponible (letter comme un minimum plus 1, 2, 3 ou 4 digits sans dots), si meaningful.
Please provide V2.1 dans datapoint 148 si avalaible, otherwise provide V2.0 dans ce datapoint.</xs:documentation>
                     <xs:documentation xml:lang="nl">A54 - Identify economic sector van emittent based on 2.0 versie van Statistical classificatie van economic activities in European Community (‘NACE’) code V2.0. NACE should be full versie voor financial sector i.e. 5 characters zonder dots. In overig cases, producers van TPT shall provide maximum informatie beschikbaar (letter als een minimum plus 1, 2, 3 van 4 digits zonder dots), als meaningful.
Please provide V2.1 in datapoint 148 als avalaible, otherwise provide V2.0 in dit datapoint.</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="EconomicSectorNACE2.1" type="NACECodeType">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A148 - Identify the economic sector of issuer based on the latest version of the Statistical classification of economic activities in the European Community (‘NACE’) code (as published in an EC Regulation). Producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
if V2.1 is not available, please provide V2.0 codification in datapoint 54.
</xs:documentation>
                     <xs:documentation xml:lang="de">A148 - Identify the Wirtschaftssektor of Emittent based on the latest version of the Statistical classification of economic activities in the Europäisch Community (‘NACE’) code (as published in an EC Regulation). Producers of the TPT shall provide the maximum information available (letter as a minimum plus 1, 2, 3 or 4 digits without dots), if meaningful.
if V2.1 is not available, please provide V2.0 codification in datapoint 54.
</xs:documentation>
                     <xs:documentation xml:lang="fr">A148 - Identify economic secteur de émetteur based on latest version de Statistical classification de economic activities dans European Community (‘NACE’) code (comme published dans un EC Regulation). Producers de TPT shall provide maximum information disponible (letter comme un minimum plus 1, 2, 3 ou 4 digits sans dots), si meaningful.
si V2.1 est pas disponible, please provide V2.0 codification dans datapoint 54.</xs:documentation>
                     <xs:documentation xml:lang="nl">A148 - Identify economic sector van emittent based on latest versie van Statistical classificatie van economic activities in European Community (‘NACE’) code (als published in een EC Regulation). Producers van TPT shall provide maximum informatie beschikbaar (letter als een minimum plus 1, 2, 3 van 4 digits zonder dots), als meaningful.
als V2.1 is niet beschikbaar, please provide V2.0 codification in datapoint 54.</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Covered">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
                     <xs:documentation xml:lang="de">A55 - The Instrument is gedeckt ("C") or not ('NC')</xs:documentation>
                     <xs:documentation xml:lang="fr">A55 - The instrument est covered ("C") ou pas ('NC')</xs:documentation>
                     <xs:documentation xml:lang="nl">A55 - The instrument is covered ("C") van niet ('NC')</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:string">
                        <xs:enumeration value="C"/>
                        <xs:enumeration value="NC"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
            </xs:sequence>
         </xs:extension>
      </xs:complexContent>
   </xs:complexType>
</xs:element>