demo-alfa-with-fire-json-model
fire.model.customer
Local Fields
| Name | Datatype | Description |
|---|---|---|
| date | datetime | The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| intra_group | boolean ? | Flag to indicate that this should be considered an intra-group entity. |
| naics_code | int(10, 999999) ? | North American Industry Classification System - NAICS Code |
| cqs_irb | int(1, 12) ? | The credit quality step for internal ratings based approach. |
| headcount | int ? | The number of full time staff. |
| total_assets | int ? | The annual balance sheet total of the entity as at the last accounting reference date. |
| product_count | int(0, *) ? | The number of active products/trades this customer has with the firm. |
| source | string ? | The source(s) where this data originated. If more than one source needs to be stored for data lineage, it should be separated by a dash. eg. Source1-Source2 |
| type |  fire.model.customer_type ? |
The designated financial or legal entity category this person or legal entity falls under |
| fitch_lt | fire.model.customer_fitch_lt ? |
Fitch long term credit ratings |
| nace_code | fire.model.customer_nace_code ? |
The EU NACE economic activity classification. |
| kbra_st | fire.model.customer_kbra_st ? |
KBRA short term credit ratings |
| moodys_st | fire.model.customer_moodys_st ? |
Moodys short term credit ratings |
| credit_impaired | boolean ? | Flag to determine if the entity credit quality is impaired. |
| snp_st | fire.model.customer_snp_st ? |
S&P short term credit ratings |
| national_reporting_code | string ? | Unique identifier established by the national reporting system |
| id | string | The unique identifier for the record within the firm. |
| risk_profile | int(1, 10) ? | The evaluation of the customer's willingness and/or capacity to take on financial risk. |
| count | int(1, *) ? | Describes the number of entities represented by this record. eg. joint customers should have a count > 1. |
| boe_industry_code | string ? | Bank of England industry code. |
| moodys_lt | fire.model.customer_moodys_lt ? |
Moody's long term credit ratings |
| k_ccp | int ? | Hypothetical capital of the QCCP in accordance with Article 50c of Regulation (EU) No 648/2012 |
| risk_group_id_2 | string ? | The secondary identifier for the secondary group representing a single risk entity where no relationship of control exists |
| dbrs_lt | fire.model.customer_dbrs_lt ? |
DBRS long term credit ratings |
| country_code | fire.model.country_code ? |
The person or entity country of residence. Two-letter country code as defined according to ISO 3166-1. |
| annual_debit_turnover | int(0, *) ? | The annual debit turnover in the business account of the entity. Monetary type represented as a naturally positive integer number of cents/pence. |
| fitch_st | fire.model.customer_fitch_st ? |
Fitch short term credit ratings |
| parent_id | string ? | The unique identifier for the ultimate parent of the person or legal entity. |
| name | string ? | The name of the person or legal entity to be used for display and reference purposes. |
| df_ccp | int ? | The pre-funded financial resources of the CCP in accordance with Article 50c of Regulation (EU) No 648/2012 |
| ssic_code | int(0, 99999) ? | The Singaporean standard industry and sector classification. |
| status | fire.model.customer_status ? |
The status of the relationship with the customer from the firm's point of view. |
| pd_irb | double(0.0, 1.0) ? | The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1. |
| risk_country_code | fire.model.country_code ? |
Two-letter country code describing where the risk for the security resides. In accordance with ISO 3166-1 |
| internal_rating | fire.model.customer_internal_rating ? |
Categorization of unrated exposure |
| dbrs_st | fire.model.customer_dbrs_st ? |
DBRS short term credit ratings |
| kbra_lt | fire.model.customer_kbra_lt ? |
KBRA long term credit ratings |
| scra | fire.model.customer_scra ? |
Grade calculated using the Basel Standardised Credit Risk Assessment |
| currency_code | fire.model.currency_code ? |
Currency in accordance with ISO 4217. It should be consistent with the figures for turnover and total assets. |
| lei_code | string(20, 20) ? | The LEI code for the legal entity (for corporates). |
| cqs_standardised | int(1, 17) ? | The credit quality step for standardised approach. |
| relationship | fire.model.customer_relationship ? |
Relationship to parent. |
| turnover | int ? | The annual turnover of the entity as at the last accounting reference date. |
| boe_sector_code | string ? | Bank of England sector code. |
| start_date | datetime ? | The date that the customer first became a customer. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| clearing_threshold | fire.model.customer_clearing_threshold ? |
Status of the clearing threshold as defined in EMIR |
| incurred_cva | int ? | The amount of credit valuation adjustements being recognised by the institution as an incurred write-down, calculated without taking into account any offsetting debit value adjustment attributed to the firm's own credit risk, that has been already excluded from own funds. |
| version_id | string ? | The version identifier of the data such as the firm's internal batch identifier. |
| snp_lt | fire.model.customer_snp_lt ? |
S&P long term credit ratings |
| address_city | string ? | City, town or village. |
| lgd_irb | double(0.0, 1.0) ? | The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1. |
| sic_code | int(0, 99999) ? | The UK SIC 2007 standard industry and sector classification. |
| reporting_relationship | fire.model.customer_reporting_relationship ? |
Relationship to reporting entity. See: relationship. |
| df_cm | int ? | The sum of pre-funded contributions of all clearing members of the QCCP in accordance with Article 50c of Regulation (EU) No 648/2012. |
| risk_group_id | string ? | The unique identifier for the group representing a single risk entity where no relationship of control exists |
| legal_entity_name | string ? | The official legal name of the entity. |
