demo-alfa-with-fire-json-model
fire.model.loan
Data schema defining the characteristics of a loan product.
Local Fields
| Name | Datatype | Description |
|---|---|---|
| accounting_treatment |  fire.model.accounting_treatment ? |
|
| regulated | boolean ? | Is this loan regulated or unregulated? |
| ccf | double(0.0, *) ? | |
| impairment_amount | int(0, *) ? | The impairment amount for a loan is the allowance for loan impairments set aside by the firm that accounts for the event that the loan becomes impaired in the future. |
| reporting_entity_name | string ? | The name of the reporting legal entity for display purposes. |
| arrears_arrangement | fire.model.loan_arrears_arrangement ? |
The arrangement the lender has made with the borrower regarding the amount referenced in the arrears_balance. |
| orig_credit_score | int ? | The credit score of the customer at origination of the product using a commercially available credit bureau score. |
| day_count_convention | fire.model.day_count_convention ? |
The standardised methodology for calculating the number of days between two dates. It is used to calculate the amount of accrued interest or the present value. |
| deferred_fees | int ? | Deferred fees are deferred payments subject to prepayment risk and not included in the balance. |
| type | fire.model.loan_type ? |
The form of the loan product administered by the financial institution, with regards to common regulatory classifications. |
| balance | int ? | The balance of the loan or capital still to be repaid. Monetary type represented as a naturally positive integer number of cents/pence. |
| limit_amount | int(0, *) ? | The total credit limit on the loan. Monetary type represented as a naturally positive integer number of cents/pence. |
| id | string | The unique identifier for the record within the firm. |
| deal_id | string ? | Identifier used for linking this product as part of a larger deal. e.g. Two components of a single loan or matching a securitisation with it's underlying loan. |
| lgd_floored | double ? | The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations |
| servicing_currency_code | fire.model.currency_code ? |
Identify the currency in which a loan shall be repaid. |
| originator_type | fire.model.loan_originator_type ? |
The type of financial institution that acted as the originator of the loan product. |
| orig_limit_amount | int ? | The original line of credit amount that was granted at the origination of the facility |
| originator_id | string ? | The unique identifier used by the financial institution to identify the originator of the loan product. |
| base_rate | fire.model.loan_base_rate ? |
The base rate represents the basis of the repayment rate on the borrowed funds at the given date as agreed in the terms of the loan. |
| asset_liability | fire.model.asset_liability ? |
|
| reversion_date | datetime ? | The timestamp that indicates the end of an initial period where the 'rate' is applied to a loan. After this the interest is calculated using the 'reversion_rate'. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| cost_center_code | string ? | The organizational unit or sub-unit to which costs/profits are booked. |
| status | fire.model.loan_status ? |
Describes if the loan is active or been cancelled. |
| end_date | datetime ? | YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601 |
| pd_irb | double ? | The probability of default as determined by internal rating-based methods. Percentage between 0 an 1. |
| encumbrance_type | fire.model.loan_encumbrance_type ? |
The type of the encumbrance causing the encumbrance_amount. |
| interest_repayment_frequency | fire.model.loan_interest_repayment_frequency ? |
Repayment frequency of the loan interest, if different from principal. |
| notional_amount | int ? | The original notional amount of the loan. Monetary type represented as a naturally positive integer number of cents/pence. |
| regulatory_book | fire.model.regulatory_book ? |
|
| risk_weight_irb | double ? | The internal risk weight represented as a decimal/float such that 1.5% is 0.015. |
| currency_code | fire.model.currency_code ? |
|
| repayment_type | fire.model.loan_repayment_type ? |
Repayment type of the loan refers to whether the customer will be repaying capital + interest, just interest or a combination of the two. |
| minimum_balance | int ? | Indicates the minimum balance of each loan within the aggregate. |
| on_balance_sheet | boolean ? | Is the loan reported on the balance sheet of the financial institution? |
| orig_notional | int ? | The notional of the loan at origination. |
| cr_approach | fire.model.cr_approach ? |
Specifies the approved credit risk rwa calculation approach to be applied to the exposure. |
| forbearance_date | datetime ? | The date on which the first forbearance measure was granted to this product. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601 |
| customers | set<  fire.model.loan_customers > ? |
The list of customers for this loan |
| servicing | fire.model.loan_servicing ? |
The method by which the loan shall be repaid |
| start_date | datetime ? | The timestamp that the trade or financial product commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| provision_type | fire.model.loan_provision_type ? |
The provision type parameter details the provisions the issuing firm has allocated to cover potential losses from issuing a loan. |
| accrued_interest_12m | int ? | The cumulative accrued interest over the past 12 months. Monetary type represented as a naturally positive integer number of cents/pence. |
| last_arrears_date | datetime ? | The last date on which this loan was in arrears. |
| provision_amount | int(0, *) ? | The amount of reserves that is provisioned by the financial institution to cover the potential loss on the loan. Monetary type represented as a naturally positive integer number of cents/pence. |
| impairment_date | datetime ? | The date upon which the product became considered impaired. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601 |
| ref_income_amount | int(0, *) ? | The reference income used for the customer(s) for this loan. Monetary type represented as an integer number of cents/pence. |
| trade_date | datetime ? | The timestamp that the trade or financial product terms are agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| issuer_id | string(*, 20) ? | The unique identifier for the issuer of the loan. |
| cb_haircut | double(0.0, 1.0) ? | The haircut as determined by the firm's central bank |
| repayment_frequency | fire.model.loan_repayment_frequency ? |
Repayment frequency of the loan. |
| first_arrears_date | datetime ? | The first date on which this loan was in arrears. |
| income_assessment | fire.model.loan_income_assessment ? |
Was the loan assessed against a single or joint incomes? |
| customer_id | string ? | The unique identifier used by the financial institution to identify the customer. |
| lgd_downturn | double ? | The loss given default in the event of an economic downturn. Percentage between 0 an 1. |
| movement | fire.model.loan_movement ? |
The movement parameter describes how the loan arrived to the firm. |
| 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. |
| fees | int ? | The fees associated with the loan. |
| risk_weight_std | double ? | The standardised approach risk weight represented as a decimal/float such that 1.5% is 0.015. |
| impairment_status | fire.model.impairment_status ? |
|
| administration | fire.model.loan_administration ? |
How the loan was administered by the lender. |
| 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 |
| cum_recoveries | int(0, *) ? | The total amount recovered since the date of default of the instrument. |
| pd_retail_irb | double ? | The retail probability of default as determined by internal rating-based methods. Percentage between 0 an 1. |
| arrears_balance | int ? | The balance of the loan or capital amount that is considered to be in arrears. Monetary type represented as a naturally positive integer number of cents/pence. |
| ledger_code | string ? | The internal ledger code or line item name. |
| encumbrance_end_date | datetime ? | Date encumbrance amount goes to zero. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601 |
| vol_adj | double ? | The volatility adjustment appropriate to the exposure. |
| facility_currency_code | fire.model.currency_code ? |
The currency of the credit facility if not the same as loan currency_code. |
| count | int(1, *) ? | Describes the number of loans aggregated into a single row. |
| last_payment_date | datetime ? | The final payment date for interest payments, often coincides with end_date. |
| accrued_interest_balance | int ? | The accrued interest due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence. |
| product_name | string ? | The name of the product as given by the financial institution to be used for display and reference purposes. |
| beneficiary_id | string ? | The unique identifier for the beneficiary of the loan cashflows. |
| country_code | fire.model.country_code ? |
Two-letter country code for product location/jurisdiction. In accordance with ISO 3166-1. |
| el_irb | double ? | The best estimate of expected loss when in default. |
| first_payment_date | datetime ? | The first payment date for interest payments. |
| secured | boolean ? | Is this loan secured or unsecured? |
| last_drawdown_date | datetime ? | The last date on which a drawdown was made on this loan |
| guarantor_id | string ? | The unique identifier for the guarantor of the loan. |
| reversion_rate | double ? | The rate to which the loan will revert after the reversion date. Percentages represented as a decimal/float, so 1.5 implies 1.5%. |
| purpose | fire.model.loan_purpose ? |
The underlying reason the borrower has requested the loan. |
| risk_country_code | fire.model.country_code ? |
Two-letter country code describing where the risk for the product resides. In accordance with ISO 3166-1 |
| fvh_level | int(1, 3) ? | Fair value hierarchy category according to IFRS 13.93 (b) |
| behavioral_curve_id | string ? | The unique identifier for the behavioral curve used by the financial institution. |
| next_payment_date | datetime ? | The next date at which interest will be paid or accrued_interest balance returned to zero. |
| rate_type | fire.model.loan_rate_type ? |
Describes the type of interest rate applied to the loan. |
| rate | double ? | The full interest rate applied to the loan balance. Note that for tracker rates this includes the benchmark (ie. not the credit spread). Percentages represented as a decimal/float, so 1.5 implies 1.5%. |
| guarantee_amount | int(0, *) ? | The amount of the loan that is guaranteed by the guarantor. Monetary type represented as a naturally positive integer number of cents/pence. |
| prev_payment_date | datetime ? | The most recent previous date at which interest was paid or accrued_interest balance returned to zero. |
| encumbrance_amount | int(0, *) ? | The amount of the loan that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence. |
| credit_process | fire.model.loan_credit_process ? |
Identifier for how a loan is credit assessed during the underwriting process |
| impairment_type | fire.model.impairment_type ? |
|
| lnrf_amount | int(0, *) ? | The total amount of non-recourse funding linked to the loan. Monetary type represented as a naturally positive integer number of cents/pence. |
| reporting_id | string ? | The internal ID for the legal entity under which the account is being reported. |
| version_id | string ? | The version identifier of the data such as the firm's internal batch identifier. |
| acc_fv_change_credit_risk | int ? | Accumulated changes in fair value due to credit risk. |
| lgd_irb | double ? | The loss given default as determined by internal rating-based methods. |
| minimum_balance_eur | int ? | Indicates the minimum balance, in Euros, of each loan within the aggregate. |
| cum_write_offs | int(0, *) ? | The portion of the loan which has been written off. |
| acc_fv_change_before_taxes | int ? | Accumulated change in fair value before taxes. |
| next_repricing_date | datetime ? | The date on which the interest rate of the loan will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |