CreditRiskData

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/DerivativeOrConvertible/UnderlyingInstrument/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]

Documentation

EN

A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).

DE

A80 to A89 - Issuer of underlying Instrument
(or counterparty for OTC Instruments).

FR

A80 à A89 - Émetteur de sous-jacent instrument
(ou contrepartie pour OTC instruments).

NL

A80 naar A89 - Emittent van onderliggende waarde instrument
(van tegenpartij voor OTC instruments).

Properties

Type
CreditRiskDataType_V7
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
9

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.

1
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".

Y
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

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"
            type="CreditRiskDataType_V7">
   <xs:annotation>
      <xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).</xs:documentation>
      <xs:documentation xml:lang="de">A80 to A89 - Issuer of underlying Instrument
(or counterparty for OTC Instruments).</xs:documentation>
      <xs:documentation xml:lang="fr">A80 à A89 - Émetteur de sous-jacent instrument
(ou contrepartie pour OTC instruments).</xs:documentation>
      <xs:documentation xml:lang="nl">A80 naar A89 - Emittent van onderliggende waarde instrument
(van tegenpartij voor OTC instruments).</xs:documentation>
   </xs:annotation>
</xs:element>

Referenced Type Definition (CreditRiskDataType_V7)

<xs:complexType 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"
                name="CreditRiskDataType_V7">
   <xs:annotation>
      <xs:documentation xml:lang="en">Corresponds to "Issuer data" block of Tripartite template</xs:documentation>
      <xs:documentation xml:lang="de">Corresponds zu "Emittent Daten" block von Tripartite template</xs:documentation>
      <xs:documentation xml:lang="fr">Corresponds à "Émetteur données" block de Tripartite template</xs:documentation>
      <xs:documentation xml:lang="nl">Corresponds naar "Emittent gegevens" block van Tripartite template</xs:documentation>
   </xs:annotation>
   <xs:sequence>
      <xs:element name="InstrumentIssuer" type="SIIIssuerType_V7">
         <xs:annotation>
            <xs:documentation xml:lang="en">Identification of instrument issuer (or counterpart for OTC instruments).</xs:documentation>
            <xs:documentation xml:lang="de">Identification of Instrument Emittent (or counterpart for OTC Instruments).</xs:documentation>
            <xs:documentation xml:lang="fr">Identification de instrument émetteur (ou counterpart pour OTC instruments).</xs:documentation>
            <xs:documentation xml:lang="nl">Identification van instrument emittent (van counterpart voor OTC instruments).</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="IssuerGroup" type="SIIIssuerType_V7">
         <xs:annotation>
            <xs:documentation xml:lang="en">Characteristics of final financial group the InstrumentIssuer belongs to (highest parent company).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer</xs:documentation>
            <xs:documentation xml:lang="de">Characteristics of final financial group the InstrumentIssuer angehört (highest parent company).
Duplicate InstrumentIssuer data if identical to InstrumentIssuer</xs:documentation>
            <xs:documentation xml:lang="fr">Characteristics de final financial groupe InstrumentIssuer belongs à (highest parent company).
Duplicate InstrumentIssuer données si identical à InstrumentIssuer</xs:documentation>
            <xs:documentation xml:lang="nl">Characteristics van final financial groep InstrumentIssuer belongs naar (highest parent company).
Duplicate InstrumentIssuer gegevens als identical naar InstrumentIssuer</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="IssuerCountry" type="ISOCountryCodeType">
         <xs:annotation>
            <xs:documentation xml:lang="en">Country of instrument issuer:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational issuers 
or "EU" for European Union institutions</xs:documentation>
            <xs:documentation xml:lang="de">Country of Instrument Emittent:
ISO country code 2 (ISO 3166-1)
or "XA" for Supranational Emittents 
or "EU" for Europäisch Union institutions</xs:documentation>
            <xs:documentation xml:lang="fr">Pays de instrument émetteur:
ISO pays code 2 (ISO 3166-1)
ou "XA" pour Supranational issuers 
ou "EU" pour European Union institutions</xs:documentation>
            <xs:documentation xml:lang="nl">Land van instrument emittent:
ISO land code 2 (ISO 3166-1)
van "XA" voor Supranational issuers 
van "EU" voor European Union institutions</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="EconomicArea" type="EconomicArea2Type">
         <xs:annotation>
            <xs:documentation xml:lang="en">Economic area code of Country: 
1 EEA
2 OECD non EEA
3 non OECD.</xs:documentation>
            <xs:documentation xml:lang="de">Economic area Code von Land: 
1 EEA
2 OECD non EEA
3 non OECD.</xs:documentation>
            <xs:documentation xml:lang="fr">Economic area code de Pays: 
1 EEA
2 OECD non EEA
3 non OECD.</xs:documentation>
            <xs:documentation xml:lang="nl">Economic area code van Land: 
1 EEA
2 OECD non EEA
3 non OECD.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="StateGuarantee" type="YesNoL1Type">
         <xs:annotation>
            <xs:documentation xml:lang="en">Y = guaranteed
N = without guarantee
Data used to identify the debt guaranteed by a country:<br/>
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".
</xs:documentation>
            <xs:documentation xml:lang="de">Y = guaranteed
N = ohne guarantee
Daten used zu identify debt guaranteed durch ein Land:<br/>
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".</xs:documentation>
            <xs:documentation xml:lang="fr">Y = guaranteed
N = sans guarantee
Données used à identify debt guaranteed par un pays:<br/>
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".</xs:documentation>
            <xs:documentation xml:lang="nl">Y = guaranteed
N = zonder guarantee
Gegevens used naar identify debt guaranteed door een land:<br/>
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".</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="CreditQualityStep" type="CQSType">
         <xs:annotation>
            <xs:documentation xml:lang="en">CQS: Synthetic issue or issuer rating.
Integer from 0=AAA to 6=CCC. plus 9=unrated</xs:documentation>
            <xs:documentation xml:lang="de">CQS: Synthetic issue or Emittent rating.
Integer from 0=AAA to 6=CCC. plus 9=unrated</xs:documentation>
            <xs:documentation xml:lang="fr">CQS: Synthetic issue ou émetteur rating.
Integer de 0=AAA à 6=CCC. plus 9=unrated</xs:documentation>
            <xs:documentation xml:lang="nl">CQS: Synthetic issue van emittent rating.
Integer van 0=AAA naar 6=CCC. plus 9=unrated</xs:documentation>
         </xs:annotation>
      </xs:element>
   </xs:sequence>
</xs:complexType>