demo-alfa-with-fire-json-model

Namespace

fire.model.issuer

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.

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.

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.

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.issuer_internal_rating ?

Categorization of unrated exposure

dbrs_st  fire.model.issuer_dbrs_st ?

DBRS short term credit ratings

kbra_lt  fire.model.issuer_kbra_lt ?

KBRA long term credit ratings

scra  fire.model.issuer_scra ?

Grade calculated using the Basel Standardised Credit Risk Assessment

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.issuer_type ?

The designated financial or legal entity category this person or legal entity falls under

fitch_lt  fire.model.issuer_fitch_lt ?

Fitch long term credit ratings

currency_code  fire.model.currency_code ?

Currency in accordance with ISO 4217. It should be consistent with the figures for turnover and total assets.

nace_code  fire.model.issuer_nace_code ?

The EU NACE economic activity classification.

kbra_st  fire.model.issuer_kbra_st ?

KBRA short term credit ratings

moodys_st  fire.model.issuer_moodys_st ?

Moodys short term credit ratings

credit_impaired boolean ?

Flag to determine if the entity credit quality is impaired.

snp_st  fire.model.issuer_snp_st ?

S&P short term credit ratings

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.

national_reporting_code string ?

Unique identifier established by the national reporting system

id string

The unique identifier for the record within the firm.

relationship  fire.model.issuer_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.

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.issuer_moodys_lt ?

Moody's long term credit ratings

version_id string ?

The version identifier of the data such as the firm's internal batch identifier.

risk_group_id_2 string ?

The secondary identifier for the secondary group representing a single risk entity where no relationship of control exists

snp_lt  fire.model.issuer_snp_lt ?

S&P long term credit ratings

dbrs_lt  fire.model.issuer_dbrs_lt ?

DBRS long term credit ratings

address_city string ?

City, town or village.

country_code  fire.model.country_code ?

The person or entity country of residence. Two-letter country code as defined according to ISO 3166-1.

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.

fitch_st  fire.model.issuer_fitch_st ?

Fitch short term credit ratings

parent_id string ?

The unique identifier for the ultimate parent of the person or legal entity.

reporting_relationship  fire.model.issuer_reporting_relationship ?

Relationship to reporting entity. See: relationship.

name string ?

The name of the person or legal entity to be used for display and reference purposes.

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.

ssic_code int(0, 99999) ?

The Singaporean standard industry and sector classification.


Referenced from fields in: