SHS Group data reporting - non ISIN holding data

Cube ID

SHSG4_NON_ISIN

Instructions

Generated by transformation

G_SHSG4_NON_ISIN

Cube Structure Items

Variable ID Role Subdomain
Security identifier SCRTY_ID Dimension Generic subdomain strings
Instrument ESA 2010 class INSTR_CLASS Observation SHS - Instrument ESA2010
Issue date ISSUE_DATE Observation Generic subdomain date
Maturity date MAT_DATE Observation Generic subdomain date
Nominal currency NOM_CURR Observation SHS - Currency
Primary asset classification PRIMARY_ASSET_CLASS Observation SHS - Primary asset classification
Instrument seniority type SENIORITY_TYPE Observation SHS - Instrument Seniority Type
Asset securitisation type ASSET_SECURITISATION_TYPE Observation SHS - Asset Securitisation type
Security status SECURITY_STATUS Observation SHS - Security status
Security status date SECURITY_STATUS_DATE Observation Generic subdomain date
Arrears for the instrument ARREARS Observation Generic subdomain monetary
Date of arrears for the instrument ARREARS_DATE Observation Generic subdomain date
Collateral geographical location COLLATERAL_AREA Observation SHS - Collateral geographical location
Guarantor ID GUARANTOR_ID Observation Generic subdomain strings
Issuer ID ISSUER_ID Observation Generic subdomain strings
Issuer LEI ISSUER_LEI Observation Generic subdomain strings
Issuer name ISSUER_NAME Observation Generic subdomain strings
Issuer country ISSUER_COUNTRY Observation SHS - Issuer AREA
Issuer ESA 2010 sector ISSUER_SECTOR Observation SHS - Issuer ESA2010
Issuer NACE sector ISSUER_NACE_SECTOR Observation SHS - NACE
Entity status ENTITY_STATUS Observation SHS - Entity status
Entity status date ENTITY_STATUS_DATE Observation Generic subdomain date
Group ID GROUP_ID Dimension Generic subdomain strings
Issuer is part of the Group (prudential scope) INTRA_GROUP_PRUD_SCOPE Observation SHS - Issuer RBG
Issuer is part of the Group (accounting scope) INTRA_GROUP_ACC_SCOPE Observation SHS - Issuer RBG
Forbearance and renegotiation status FRBRNC_STTS Observation SHS - Forbearance status
Date of the forbearance and renegotiation status DT_FRBRNC_STTS Observation All possible dates YYYY-MM-DD
Performing status PRFRMNG_STTS Observation SHS - Impairment status
Date of performing status DT_PRFRMNG_STTS Observation All possible dates YYYY-MM-DD
Default status of the issuer DFLT_STTS_ISSR Observation SHS - Default status
Date of the default status of the issuer DT_DFLT_STTS_ISSR Observation All possible dates YYYY-MM-DD
Default status of the instrument DFLT_STTS_INSTRMNT Observation SHS - Default status
Date of the default status of the instrument DT_DFLT_STTS_INSTRMNT Observation All possible dates YYYY-MM-DD
Probability of default PD Observation Real numbers from 0 to 1 with 6 decimals
Loss given default in downturns LGD_DWNTRNS Observation Generic subdomain RL
Loss given default in normal economic times LGD_NRML Observation Generic subdomain RL
Risk weight RSK_WGHT Observation Generic subdomain RL
Entity ENTITY_ID Dimension Generic subdomain strings
Accounting classification ACCNTNG_CLSSFCTN Dimension SHS - Accounting classification
Prudential portfolio PRDNTL_PRTFL Dimension SHS - Prudential portfolio
Source of encumbrance SRC_ENCMBRNC Dimension SHS - Sources of encumbrance
Impairment status IMPRMNT_STTS Dimension SHS - Performing status
Capital calculation approach for prudential purposes APPRCH_PRDNTL_PRPSS Dimension SHS - Approach for prudential purposes
Exposure class EXPSR_CLSS Dimension SHS - Exposure classification
Impairment assessment method IMPRMNT_ASSSSMNT_MTHD Observation SHS - Impairment assessment method
Number of unit or aggregated nominal value NMNL_VL Observation Generic subdomain monetary
unit mesures or nominal value UNIT_MEASURE_NV Observation Number of units or currency nominal value
Market value MRKT_VL Observation Generic subdomain monetary
Carrying amount CRRYNG_AMNT Observation Positive and negative monetary amounts with 2 decimals
Accumulated impairment ACCMLTD_IMPRMNT Observation Non negative monetary amounts with 2 decimals.
Accumulated changes in fair value due to credit risk ACCMLTD_CHNGS_FV_CR Observation Positive and negative monetary amounts with 2 decimals
Cumulative recoveries since default CMLTV_RCVRS_SNC_DFLT Observation Non negative monetary amounts with 2 decimals.
Exposure value EXPSR_VL Observation Generic subdomain monetary

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