TR_CRISK_OB_EC(SQL Table) |
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|---|---|
TR Credit risk OB EC stage tblJPM CREDIT RSIK STAGING TABLE FOR EXPORTING DATA TO CREDIT MANAGER. |
| # | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
|---|---|---|---|---|
| 1 |  ECTRANSID |
Character(15) | VARCHAR2(15) NOT NULL | Electronic Commerce Transaction ID. Used in EDI Manager. One of three(3) Key Fields(ECTRANSID, ECTRANSINOUTSW, ECQUEUEINSTANCE) used in Electronic Commerce(EC) Staging Tables. ECTRANSID in EDI Manager identifies a transaction type(like "PO" for Purchase Orders) |
| 2 | ECQUEUEINSTANCE |
Number(9,0) | DECIMAL(9) NOT NULL | Electronic Commerce Queue Instance ID. Used in EDI Manager. One of three(3) Key Fields(ECTRANSID, ECTRANSINOUTSW, ECQUEUEINSTANCE) used in Electronic Commerce(EC) Staging Tables. |
| 3 | ECTRANSINOUTSW |
Character(1) | VARCHAR2(1) NOT NULL |
Electronic Commerce Inbound/Outbound Switch. Used in EDI Manager. One of three(3) Key Fields(ECTRANSID, ECTRANSINOUTSW, ECQUEUEINSTANCE) used in Electronic Commerce(EC) Staging Tables. The field value is "I" for Inbound Transactions, and "O" for Outbound.
I=Inbound O=Outbound |
| 4 | ECPRIEVTCD |
Character(6) | VARCHAR2(6) NOT NULL | Electronic Commerce Primary Event Codes (or Purpose codes) - specify the status of the transaction. New, Cancellation, duplicate, etc. Every transaction has a primary code assigned to it. Used in EDI Manager. |
| 5 | ECACTIONCD |
Character(3) | VARCHAR2(3) NOT NULL | EC Action Code |
| 6 | CRSK_IMPORT_TYPE |
Character(4) | VARCHAR2(4) NOT NULL |
Credit risk data import types into creit manager application
CORR=Correlation Scenarios EXPO=Exposures FFTD=FourFifteen Data FXRT=FX Rates INDX=Index Series OBLG=Obligors RECR=Recovery Rates RSYS=Rating Systems SPRD=Spread Curves TMAT=Transition Matrices YLDC=Yield Curves |
| 7 | CRSK_AMOUNT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Amount of the exposure. This field is used to store similar data for Exposures, Obligors, 4-15 data and index series import. |
| 8 | CRSK_ASSET_TYPE | Character(30) | VARCHAR2(30) NOT NULL | Asset type of the credit risk exposure. This field is used to store similar data for Exposures, Rating systems and Spread curve import. |
| 9 | CRSK_AVG_EXPOSURE | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Average exposue amount from the forecast horizon to the maturity date. This field is used to store similar data for Exposures and 4-15 data import. |
| 10 | CRSK_BUYER_PAYER | Character(1) | VARCHAR2(1) NOT NULL |
Indicates whether the user is buying (T) or selling (F) the protection on the reference asset. Applies only to credit default swap/total return swap.
F=Paying T=Buying |
| 11 | CRSK_COMPDG_FREQ | Number(1,0) | SMALLINT NOT NULL | COmpounding Frequency for the spread value. This field is used to store similar data for Spread curves, Transition Probability matrices and Yield curve import. |
| 12 | CRSK_COUNTRY_1 | Character(60) | VARCHAR2(60) NOT NULL | Country in which the obligor participates |
| 13 | CRSK_COUNTRY_2 | Character(60) | VARCHAR2(60) NOT NULL | Country in which the obligor participates |
| 14 | CRSK_COUNTRY_3 | Character(60) | VARCHAR2(60) NOT NULL | Country in which the obligor participates |
| 15 | CRSK_COUNTRY_CD | Character(2) | VARCHAR2(2) NOT NULL | COuntry for the index series. This field is used to store similar data for Correlation Scenarios and Index Series import. |
| 16 | CRSK_COUNTRY_CD_2 | Character(2) | VARCHAR2(2) NOT NULL | COuntry for the index series |
| 17 | CRSK_COUNTRY_WT_1 | Number(3,0) | SMALLINT NOT NULL | The percentage of the obligor's participation in country 1. The wights for country 1, 2 and 3 must sum to 100. |
| 18 | CRSK_COUNTRY_WT_2 | Number(3,0) | SMALLINT NOT NULL | The percentage of the obligor's participation in country 2. The wights for country 1, 2 and 3 must sum to 100. |
| 19 | CRSK_COUNTRY_WT_3 | Number(3,0) | SMALLINT NOT NULL | The percentage of the obligor's participation in country 3. The wights for country 1, 2 and 3 must sum to 100. |
| 20 | CRSK_CRED_RATING_2 | Character(16) | VARCHAR2(16) NOT NULL | credit rating to which a transition of the given probability occurs. |
| 21 | CRSK_CREDIT_RATING | Character(16) | VARCHAR2(16) NOT NULL | Obligor credit rating. This field is used to store similar data for Obligors, Spread Curves and Rating systems import. |
| 22 | CRSK_CURNT_DRAWDWN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The current drawdown for commitments |
| 23 | CRSK_CURRENCY_1 | Character(3) | VARCHAR2(3) NOT NULL | The SWIFT currency code for this exposure. This field is used to store similar data for Exposures, Yield curves, FX Rates and Spread curve import. |
| 24 | CRSK_CURRENCY_2 | Character(3) | VARCHAR2(3) NOT NULL | The SWIFT currency code 2to copy. This field is used to import a new currency into the credit manager |
| 25 | CRSK_CUST_SPRD_CRV | Character(60) | VARCHAR2(60) NOT NULL | name of the custom spread curve. if a custom spread curve exists in the Credit Manager, it'll be linked to this exposure by name. This field is used to store similar data for Exposures and Rating systems import. |
| 26 | CRSK_DURATION | Number(10,4) | DECIMAL(9,4) NOT NULL | The duration in years for the exposure, as of the horizon date. This field is used to store similar data for Exposures and 4-15 data import. |
| 27 | CRSK_EXP_DRAWDOWN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The amount expected to be drawn in the event of a default. |
| 28 | CRSK_EXP_EXPOSURE | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Expected exposure amount at the forecast horizon. This field is used to store similar data for Exposures and 4-15 data import. |
| 29 | CRSK_EXPO_NM | Character(20) | VARCHAR2(20) NOT NULL | Credit risk Exposure name mapping field |
| 30 | CRSK_FIXED_FLOAT | Character(5) | VARCHAR2(5) NOT NULL | Indicates whether the rate specified is Fixed (TRUE) or Floating (FALSE). This field is used to store similar data for Exposures and Rating systems import. |
| 31 | CRSK_GROUP_ID | Character(1) | VARCHAR2(1) NOT NULL | Identifies a group of index series for which to calculate the average correlation |
| 32 | CRSK_GROUP_NM | Character(50) | VARCHAR2(50) NOT NULL | Name to identify the average correlation groups |
| 33 | CRSK_INDUSTRY_1 | Character(60) | VARCHAR2(60) NOT NULL | Industry in which the obligor participates. This field is used to store similar data for Obligors, Correlation Scenarios and Index Series import. |
| 34 | CRSK_INDUSTRY_2 | Character(60) | VARCHAR2(60) NOT NULL | Industry in which the obligor participates. This field is used to store similar data for Obligors, Correlation Scenarios and Index Series import. |
| 35 | CRSK_INDUSTRY_3 | Character(60) | VARCHAR2(60) NOT NULL | Industry in which the obligor participates. This field is used to store similar data for Obligors, Correlation Scenarios and Index Series import. |
| 36 | CRSK_INDUSTRY_WT_1 | Number(3,0) | SMALLINT NOT NULL | The percentage of the obligor's participation in Industry 1. The weights for industry 1, 2 and 3 must sum to 100. |
| 37 | CRSK_INDUSTRY_WT_2 | Number(3,0) | SMALLINT NOT NULL | The percentage of the obligor's participation in Industry 2. The weights for industry 1, 2 and 3 must sum to 100. |
| 38 | CRSK_INDUSTRY_WT_3 | Number(3,0) | SMALLINT NOT NULL | The percentage of the obligor's participation in Industry 3. The weights for industry 1, 2 and 3 must sum to 100. |
| 39 | CRSK_LONG_NM | Character(60) | VARCHAR2(60) NOT NULL | Long name of the obligor.This field is used to store similar data for Obligors and FX rates import. |
| 40 | CRSK_MATURITY | Signed Number(11,4) | DECIMAL(9,4) NOT NULL | Maturity in years for which the spread curve point applies. This field is used to store similar data forSpread curves, Transition probability matrices, and Yld curve import. |
| 41 | CRSK_MATURITY_DT | Date(10) | DATE | Maturity Date of the exposure. This field is used to store similar data for Exposures, and Index Series import. |
| 42 | CRSK_MATURITY_DT_2 | Date(10) | DATE | Maturity Date of the swap portion of the exposure. |
| 43 | CRSK_OBLG_SPRD_RSK | Number(3,0) | SMALLINT NOT NULL | The percentage of volatility for this obligor that is unique to this obligor (rathar than being due to other factors such as industry downturns etc.). |
| 44 | CRSK_PORTFOLIO_NM | Character(40) | VARCHAR2(40) NOT NULL | The name of the portfolio in which to place this exposure |
| 45 | CRSK_PROBABILITY | Signed Number(11,8) | DECIMAL(9,8) NOT NULL | The probability that a credit transition from the FROM RATING state to the TO RATING state will occur in the horizon period. |
| 46 | CRSK_RATE_FREQ | Number(3,0) | SMALLINT NOT NULL | The number of times per year the rate applies. This field is used to store similar data for Exposures and Transition Probability Matrices import. |
| 47 | CRSK_RATE_TYPE | Character(5) | VARCHAR2(5) NOT NULL | Type of the rate used for the valuation of this exposure. This field is used to store similar data for Exposures and Spread Crv, Yield Crv and FX rates import. |
| 48 | CRSK_RATING_RANK | Number(5,0) | INTEGER NOT NULL | Anumber from zero to # of credit ratings -1 that is associated with rating rank name. |
| 49 | CRSK_RATING_SYSTEM | Character(30) | VARCHAR2(30) NOT NULL | rating of the credit risk. This field is used to store similar data for Rating systems and Transition Probability matrices import. |
| 50 | CRSK_REC_RT_STDDEV | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Standard Deviation for the expected Recovery rate of the exposure (as a percentage). This field is used to store similar data for Exposures, Recovery rates and Correlation Scenarios import. |
| 51 | CRSK_RECOVERY_RATE | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Expected Recovery rate of the exposure (as a percentage). This field is used to store similar data for Exposures, Recovery rates import. |
| 52 | CRSK_SCENARIO_NM | Character(254) | VARCHAR2(254) NOT NULL | Name of the scenario |
| 53 | CRSK_SENIORTY_CLAS | Character(2) | VARCHAR2(2) NOT NULL | The seniority class for the exposure. This field is used to store similar data for Exposures and Recovery rates import. |
| 54 | CRSK_SHORT_NM | Character(15) | VARCHAR2(15) NOT NULL | Short Name of the credit exposure. This field is used to store similar data for Exposures, Rating systems, Obligors and 4-15 data import. |
| 55 | CRSK_SPRD_PREMIUM | Signed Number(11,4) | DECIMAL(9,4) NOT NULL | The spread premium paid/recieved for this credit derivative. |
| 56 | CRSK_SPREAD | Signed Number(17,8) | DECIMAL(15,8) NOT NULL | Specifies the rate (for fixed) and spread (for floating) of the exposure. the rate and spread are both stored as a percentage. This field is used to store similar data for Exposures and Spread curves import. |
| 57 | CRSK_SWP_COUNTRPTY | Character(15) | VARCHAR2(15) NOT NULL | Swap Counterparty name of this exposure. Applies only to credit default swap or total return swap. |
| 58 | CRSK_SWP_REC_RATE | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Expected Recovery rate of the swap portion of the exposure (as a percentage). |
| 59 | CRSK_SWP_RECRT_STD | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Standard Deviation for the expected Recovery rate of the swap portion of the credit defualt exposure (as a percentage). |
| 60 | CRSK_SWP_SPRD_CURV | Character(60) | VARCHAR2(60) NOT NULL | name of the swap pricing spread curve. if a custom spread curve exists in the Credit Manager, it'll be linked to this exposure by name. |
| 61 | CRSK_SWP_SPRD_FREQ | Number(3,0) | SMALLINT NOT NULL | The number of times per year the spread premium is paid. |
| 62 | CRSK_TOT_COMMIT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Total amount committed for commitments. |
| 63 | CRSK_TRANS_MATRIX | Character(50) | VARCHAR2(50) NOT NULL | Custom Transition matrix name. |
| 64 | CRSK_YTM | Signed Number(9,5) | DECIMAL(7,5) NOT NULL | Yield to maturity (as a rate) for the yield curve point. |