Capital calculation approach for prudential purposes (APPRCH_PRDNTL_PRPSS) Identification of the approach used to calculate the risk-weighted exposure amounts for the purposes of points (a) and (f) of art. 92(3) of Regulation (EU) No 575/2013
Carrying amount (CRRYNG_AMNT) The carrying amount in accordance with Annex V to Implementing Regulation (EU) No 680/2014.
Cash balances at central banks and other demand deposits (ACCNTNG_CLSSFCTN_BIRD_6)
Cash reserve amount (CSH_RSRV_AMNT) The cash reserve of a factoring operation.
Characteristics for credit risk (CHRCTRSTCS_CRDT_RSK) Characteristics for credit risk.
Characteristics for credit risk (CHRCTRSTCS_CRDT_RSK)
Characteristics for credit risk - full domain (CHRCTRSTCS_CRDT_RSK)
City (CTY) City, town or village.
Classification of the instrument (PRMRY_ASST_CLSSFCTN) Securities classified according to their asset type.
Classification of the instrument (PRMRY_ASST_CLSSFCTN) Securities classified according to their asset type.
Collateral geographical location (COLLATERAL_AREA) Collateral geographical location
Collateral geographical location (CL_SHS_COLLATERAL_AREA)
Commitment amount at inception (CMMTMNT_INCPTN) Observed agent's maximum exposure to credit risk on the inception date of the instrument, without taking into account any protection held or other credit enhancements. Total commitment amount on the inception date is established during the approval process and is intended to restrict an observed agent's amount of credit risk to a given counterparty for the relevant instrument.
Component identifier (CMPNNT_ID) Identifier of the component of the legal entity
Connected factoring operation identifier (CNNCTD_FCTRNG_ID) An identifier to establish the relation with the factoring operation. This variable contains the Instrument unique identifier of the related factoring operation (i.e. the instance of the cube Factoring)
Consumption or other purposes. (PRPS_COP)
Contract identifier (CNTRCT_ID) An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract.
Control by public bodies (CNTRL_PBLC_BDS) It identifies the case of article 3, paragraph 4, of the Annex to Commission Recommendation 2003/361/EC, in which an enterprise cannot be considered an SME.
Control by public bodies (CNTRL_PBLC_BDS)
Control by public bodies (CNTRL_PBLC_BDS)
Counterparty external identifier (CNTRPRTY_EXTRNL_ID) A counterparty identifier given by an external institution other than LEI and national identifier.
Counterparty identifier (CNTRPRTY_ID) An identifier applied by the reporting agent to uniquely identify each counterparty. Each counterparty must have one counterparty identifier. This value will not change over time and cannot be used as the counterparty identifier for any other counterparty.
Counterparty role (ENTTY_RL) Role of the counterparties in an instrument.
Counterparty role in a transaction (CNTRPRTY_RL) Role of the counterparty in a transaction.
Counterparty role in a transaction (CNTRPRTY_RL)
Counterparty role in a transaction (CNTRPRTY_RL)
Country of residence (CNTRY) Counterparty’s country.
Country of residency of the entity (ENTITY_AREA) Country of legal incorporation or domicile of the entity (ISO 3166)
Credit facility unique identifier (CRDT_FCLTY_UNQ_ID) An identifier applied by the reporting agent to uniquely identify each credit facility.
Credit quality (CRDT_QLTY)
Credit quality for credit facilities (CRDT_QLTY_CRDT_FCLTS)
Credit quality for the input layer (CRDT_QLTY_INPT_LYR)
Credit quality status (CRDT_QLTY_STTS) It contains information on the credit quality status of an item (counterparty or instrument) related to the definitions of non-persorming and default.
Credit quality step (CRDT_QLTY_STP) For ECAI it is the credit quality step used in the standardised approach to capital requirements for credit risk (Part three, Title II, Chapter 2 of CRR). A value from 1 to 6 has to be provided, in accordance with Commission Implementing Regulation (EU) 2016/1799. For ECA it is the minimum export insurance premium that the OECD agreed methodology establishes (see Article 137 of CRR). A value from 0 to 7 has to be provided.
Credit quality step (CRDT_QLTY_STP)
Credit quality step - full domain (CRDT_QLTY_STP)
Credit quality step in BIRD process (CRDT_QLTY_STP_BIRD) Credit quality step defined in the BIRD process to calculate risk weight.
Credit quality step in BIRD process (CRDT_QLTY_STP_BIRD)
Credit quality step in BIRD process (CRDT_QLTY_STP_BIRD)
CSDB instrument ESA 2010 classification (CL_SHS_INSTR_ESA2010)
CSDB issuer sector ESA 2010 classification (CL_SHS_ISSUER_ESA_2010)
Cumulative recoveries since default (CMLTV_RCVRS_SNC_DFLT) The total amount recovered since the date of default.
Currencies (CRRNCY)
Currency (CRRNCY) Currency.
Currency code list (CL_SHS_CURRENCY)
Currency denomination of instruments (CRRNCY_DNMNTN) Currency denomination of instruments, in accordance with the ISO’s 4217 standard