layouttitle
readmeHome

Financial Regulatory (FIRE) Data Format


Project Website Apache 2.0 License Join the chat at https://gitter.im/SuadeLabs/fire Contributor Guidelines

What is the FIRE data format?

The Financial Regulatory data format defines a common specification for the transmission of granular data between regulatory systems (in finance). Regulatory data refers to the data that underlies regulatory submissions, requirements, calculation and is used for policy, monitoring and supervision purposes.

The FIRE data schemas and code samples are licensed under the Apache 2.0 License which has been chosen for being open, permissive and already widely accepted within financial sector (think Hadoop, Cassandra, ActiveMQ).

The FIRE data format is supported by the European Commission, the Open Data Institute and the Open Data Incubator for Europe via the Horizon 2020 funding programme.


Please see the contributing guidelines and guiding principles if you would like to contribute to this project.

Random FIRE Data Generator

Included is a random data generator which will generate data in line with the FIRE schema, but not necessarily realistic. (eg. You might get a loan with a balance of 10 but accrued interest of 1 million)


layouttitle
readmeHome

Financial Regulatory (FIRE) Data Format


Project Website Apache 2.0 License Join the chat at https://gitter.im/SuadeLabs/fire Contributor Guidelines

What is the FIRE data format?

The Financial Regulatory data format defines a common specification for the transmission of granular data between regulatory systems (in finance). Regulatory data refers to the data that underlies regulatory submissions, requirements, calculation and is used for policy, monitoring and supervision purposes.

The FIRE data schemas and code samples are licensed under the Apache 2.0 License which has been chosen for being open, permissive and already widely accepted within financial sector (think Hadoop, Cassandra, ActiveMQ).

The FIRE data format is supported by the European Commission, the Open Data Institute and the Open Data Incubator for Europe via the Horizon 2020 funding programme.


Please see the contributing guidelines and guiding principles if you would like to contribute to this project.

Random FIRE Data Generator

Included is a random data generator which will generate data in line with the FIRE schema, but not necessarily realistic. (eg. You might get a loan with a balance of 10 but accrued interest of 1 million)


layouttitle
readmeIntroduction

General Information

This is an introduction for people new to JSON and Markdown, if you are already familiar with JSON schemas already, move along now, nothing to see here.

Headers

Please make sure all property markdown files in documentation/properties/ folder start with the following header:


--- 
layout:			property
title:			"name of the data item as it appears in the schemas (ie. lowercase)"
schemas:		[a list of schemas where this data_item is used]
---

JSON

JSON is short for “Javascript Object Notation” and defines the format for an “object”. An object in programming terms can be a variable, data structure or a function (basically anything). More commonly, in Object-Oriented programming an object typically refers to an Instance of a Class. That is to say, a specific description of something more general. Like a Goat being an instance of the Class “Animal”.

For our purposes, we can just consider JSON to be the data and a JSON-schema to just define the format for that data, ie. what it needs to look like so the computer can understand where things are when it receives it.

Properties, names and values

A property in JSON notation is a name-value pair and list of properties is what makes up the data in our schemas. What you would normally call a “field” (like interest_rate) is the name of the property and what we might call an attribute is the value of the property.

One property

{"name": value}

List of properties

{"name1": "value1", "name3": "value3", "name2": "value2"}

JSON is just text, so the formatting is purely visual, even the order (see above) does not matter. As things get more complicated however, it is considered best practice to format your JSON to look more human-friendly:

{
  "name1": "value1",
  "name3": "value3",
  "name2": "value2"
}

You can visit: http://jsonprettyprint.com/ to help with this formatting.

JSON-Schema

While any data sent/received in JSON format will always look like the above, we need a way to make sure it is what we are expecting. For this we define a JSON-Schema which basically describes what the JSON formatted data should look like.

Description

What if we want to add a little more information to describe our property? This is where the “description” parameter comes in. We add some curly brackets where the “value” is supposed to be and add a description as so:

{"name": {"description": "A little blurb about this property"} }

or

{
  "name": {
   "description": "A little blurb about this property"
  }
}

Types

Now that we have described our property value, let’s go a step further and narrow it down to a specific type. Is it a number, a word, a list? The “type” parameter allows us to specify exactly this. So now our schema would look something like this:

{
  "name": {
   "description": "A little blurb about this property",
   "type": "number"
  }
}

JSON has 7 standard types that we can use:

A null value means the value is unknown. Note that this is different from an empty or zero field. If the field is empty, undefined or does not exist, then it can simply be omitted (unless it is indicated as being “required” in which case you should provide a suitable default value).

An integer is a number without a fraction or exponent part.

ex 1. 4
ex 2. 26908289076124561671021

A number is a number with or without a fraction or exponent part.

ex 1. 26908289076124561671021
ex 2. 269082.89076124561671021

A string is a list of characters (except “ or \ ) inside “quotes”. You can think of a string as a word. Note that the “word” can also contain numbers (like your national insurance number). But also note that numbers represented as strings need to be converted back to numbers if you want to add or multiply them.

ex 1. “sheep”
ex 2. “AS546NB8”

A boolean is simple true or false flag. Note that the true/false flag is lowercase and not inside “quotes”.

ex 1. true
ex 2. false

If you were wondering, the word boolean comes from a founding father of modern logic, the English mathematician George Boole.

An array is a list of the other types, separated by commas and inside square brackets [ ].

ex 1. [2, 235, 34634, 34]
ex 2. [“sheep”, “sheep_dog”, “fox”]

An object is a JSON object, or in other words, the thing we are defining. So this allows for nesting of objects within objects. This is valid JSON, but adds time and complexity in the decoding/parsing process so generally should be avoided.

{
  "farm_id": "E2G2K3LSJENJ4J3K10H",
  "animals": {
    "goat": 2,
    "sheep": 7,
    "sheep_dog": 1
  },
  "farm_owner": "peter"
}

Restrictions

Once we have given a description, a type and maybe a format for our property value we can implement some sanity checks by applying further restrictions.

Restrictions can come in the form of visual presentation like formats or enums, or they can come in the form of simple quantitative sanity-checks. Both are extremely useful to narrow down the possibilities of what might be considered as “valid data” according to the schema. These restrictions not only ensure that bad data is caught at the most granular level, but it also ensures that common semantics are used to define the same thing. It is the first step towards a harmonised standard. In other words, if a loan currency is US Dollar, let’s agree to call it “USD” instead of “US_Dollar”, “dollar-USA”, “011” or “$US.”

Restrictions can be difficult to implement as you need to consider all potential edge cases. Account balances are generally positive but sometimes can be negative, too. Leveraging widely used ISO or IFRS standards are therefore a great way to ensure you have considered the full spectrum of possible values. It also means that, more often than not, firms will already be familiar with and recording data in line with these standards.

Formats

How would you represent a date value like 31 August 2014?

  • We could make use of a string type: “31 August 2014” but then “Aug 31 2014” would also be valid and we would have trouble ordering our data by date.
  • We could accept an integer type: 31082014 but then 1235 would also be a valid integer. And even if we restricted it to 8-digits, we would have to remember to make sure single digit months have a leading zeros and still this doesn’t tell us if it is 31 August 2014 or 14 February 8013.

You get the idea, sometimes we need more information. This is where the format parameter comes in.

The following is the list of the formats specified in the JSON Schema specification:

The one we use most commonly from this is the “date-time” format and it basically means your dates and timestamps need to be a valid string but also look like this: YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.

So for our example, if this is your schema:

{"animal_birthday": {
  "description": "The recorded birthday for the animal.",
  "type": "string",
  "format": "date-time"
  }
}

then this would be a valid input:

{"animal_birthday": "1995-06-07T13:00:00Z"}

and this would be an invalid input:

{"animal_birthday": "1995-6-7T13:00:00Z"}

Enums

enum is short for enumeration which is short for “a complete, ordered listing of all the items in a collection.” All that means is a list (an array) of possible values our value can have. Enums are typically used with string types to limit the range of possible strings that are considered valid for a property value.

Again, it is important to consider edge cases and hence where relevant, it is advisable to leave an “other” or “none” value so that and edge case can be temporarily mapped to a generic parameter. Particularly, in the case of an open source project, you can envisage enum lists getting longer as the schemas evolve through contributions.

So for example, if this is your schema:

{"animal_type": {
  "description": "The type of animal on the farm.",
  "type": "string",
  "enum": ["sheep", "goat", "cow", "other"]
  }
}

then this would be a valid input:

{"animal_type": "goat"}

and this would be an invalid input:

{"animal_type": "horse"}

More information

The JSON spec can be found here and JSON-schema spec cane be found here.


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readmeFAQs

FAQs


Is FIRE a data model for my database?

No. The FIRE Data Format is designed to define the format and definition for the transmission of data rather than the storage of that data. Financial data as a whole does lend itself naturally to a relational data model, but depending on the use-case, FIRE data might be better stored in a non-relational, graph or denormalised form.

Given that FIRE is not a data model recipe, why do you have multiple schemas and relational ids that suggests an underlying relational table design?

There are a few reasons for separating data into “normalised” components:

  • To reduce redundant information and the amount of data going down the wire. If you are transmitting information on customers and products, doing so in multiple schemas will be less data than having customer information repeated as additional fields in every product schema.
  • To remove possibility for errors and inconsistencies in data. Again, if we had customer information fields in our loan schema you could get two loans with the same customer_id but different credit_impaired statuses.
  • By segregating schemas, it also allows entities (like customers or collateral) to be added independently (without a loan, for example). It also allows for transmitting of product data without customer data which can be particularly useful where data protection and security concerns might exist for different confidentiality levels of data.
layouttitle
readmeContributing

Contributing


  1. Create a (free) Github account: https://github.com/join
  2. Start a discussion in the Issue Tracker: https://github.com/SuadeLabs/fire/issues
  3. Make a pull request: https://help.github.com/articles/using-pull-requests/

Contribution Requirements

  1. When adding an attribute to a schema the attribute should be well defined in terms of data type (i.e. integer, string, enum etc.) and the attribute should respect the guiding principles.

  2. For every new attribute there should be a corresponding documentation file.

  3. There should always be a justification and description in the pull request. This should indicate why the attribute should be in the project and/or why this contribution is important.

  4. All files must be valid, i.e. schema files are valid JSON and documentation is in Markdown format.

Keep in mind

Ensure you respect the project’s guiding principles Ensure that you follow the community guidelines: https://suade.org/fire/guidelines/


layouttitle
readmeGuiding Principles

Guiding principles

The guiding principles are composed of:

Project principles

The FIRE project should be:

Easy to understand

FIRE should be easy to read, understand and explain for non-technical users. The reason for this is that (like any data specification for a complex, regulated industry) FIRE contains a great deal of embedded subject matter expertise needs to be evaluated and updated by specialists in finance, regulatory policy, accounting and law. Similarly, as FIRE will be implemented and used by developers, who may not necessarily have the same level of subject matter expertise, it should not require a great deal of financial or regulatory knowledge to understand the general concepts for use.

Easy to use

FIRE should be easy to implement and should require drastic and fundamental changes to how financial institutions identify, conceptualize, create, store and manage their data. This is why the schemas attributes will look familiar to those associated with traditional relational tables and financial data models. Despite a relational look and feel, as JSON objects, FIRE data can be easily used with NoSQL or Graph databases.

Free, open and collaborative

This should be a given but is unfortunately not very common in the financial industry as enterprise software vendors are keen to create lock-in to their systems and platforms with closed and proprietary data models and formats. As such, FIRE carries an open-source Apache 2.0 License and is publicly accessible on Github for easy integration with other IT systems.

Schema design principles

The FIRE Data schema specifications should respect the following 3 schema design principles. Note that the terms data attributes and schema properties are interchangeably used.

1. Data attributes should always be true

Schema properties (data attributes) should be self-evident truths and not depend on the application for which they will be used. In the same way that your date of birth doesn’t change depending on who’s asking, properties should follow the same philosophy. Practically, this means data should not be dependent on the intended computation, visualisation, report or application. Data should simply represent a labelling of a contract or entity based on purely legal definitions. As such, every pull request requires a corresponding, documented, legal reference, preferably to a currently in-force financial regulation.

2. Data attributes should be atomic

Schema properties should uniquely describe the data. Properties should be fundamental, atomic units of measurement. One property should not be derivable from other properties. Similar to the “flags” problem, schema properties should not have embedded logic. This was often done with legacy systems for performance reasons when databases were fast, CPUs slow and memory expensive, but today, most applications are I/O bound. You may still choose to store secondary or derived data, but this is the concern of the application and it’s specific goals rather than the underlying fundamental data.

eg. It would be unwise to have a loan balance in original currency and USD. This inevitably leads to data of the form:

balanceoriginal ccyin USD
100EUR120
100USD90
100EUR130

Can you spot the problem?

Better is to just have an original currency and an exchange rate.

3. Data attributes should be consistent

Schema properties should try to avoid logical inconsistencies. In other words, one schema property should not contradict another. This is a common occurrence in legacy systems where schemas were updated without a big picture consideration. This typically manifests itself in the form of flags

eg. There should not be a security type titled “government_bond” and a “issuer-type-is-government” flag.

This might seem ok:

security typeissuer-type-is-govt
government_bondY

This has the potential to create contradictory data of the nature:

security typeissuer-type-is-govt
governemnt_bondN

Better would be:

security typeissuer-type-is-govt
bondY

Even better would be:

security typeissuer type
bondgovernment

Why? Because flags are limiting and can still lead to inconsistencies:

security typeissuer-type-is-govtissuer-type-is-retail
bondYY

layouttitle
readmeFIRE data examples

Individual element examples

Account examples

Agreement examples

Derivative examples

Security examples

Test case examples

Derivatives with Variation Margin (VM)

2 Derivatives: one is receivable at 200 GBP and the other payable at 100 GBP so the overall gross position is +100 GBP.

1 Security: 50 GBP cash collateral received as variation margin.

Note the derivatives and the security are linked through the mna_id which matches the agreement id.

2 Derivatives: one is payable at 200 GBP and the other receivable at 100 GBP so the overall gross position is -100 GBP.

1 Security: 50 GBP cash collateral posted as variation margin.

Note the derivatives and the security are linked through the mna_id which matches the agreement id.

Derivatives with Initial Margin (IM)

Note IM is directly populated on the derivative schema.

Note IM is directly populated on the derivative schema.

Non-margined derivatives

2 Derivatives with positive mtm. Note the MNA does not have the “credit_support_type” property.

2 Derivatives with negative mtm. Note the MNA does not have the “credit_support_type” property.

Non-derivatives IM posted to a CCP (e.g. RepoClear)

Security has “purpose” = “collateral” which signals it is not linked to derivative transactions.

layouttitle
schemaaccount

Account Schema


An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the account within the financial institution.
string-
date
The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
acc_fv_change_before_taxes
Accumulated change in fair value before taxes.
integer-
accounting_treatment
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
cb_or_demandheld_for_tradingfv_thru_pnlfv_mandatorilyfv_ociamortised_costheld_for_hedgeavailable_for_saleloans_and_recsheld_to_maturity
accrued_interest
The accrued interest since the last payment date and due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
arrears_balance
The balance of the capital amount that is considered to be in arrears (for overdrafts/credit cards). Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_liability
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
assetliabilityequity
balance
The contractual balance on the date and in the currency given. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
base_rate
The base rate represents the basis of the rate on the balance at the given date as agreed in the terms of the account.
string
ZEROUKBRBASEFDTR
behavioral_curve_id
The unique identifier for the behavioral curve used by the financial institution.
string-
break_dates
Dates where this contract can be broken (by either party). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
call_dates
Dates where this contract can be called (by the customer). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
currency_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
customer_id
The unique identifier used by the financial institution to identify the customer that owns the account.
string-
end_date
The end or maturity date of the account. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
encumbrance_amount
The amount of the account that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
repocovered_bondderivativenoneother
fvh_level
Fair value hierarchy category according to IFRS 13.93 (b)
integer-
first_payment_date
The first payment date for interest payments.
string-
guarantee_amount
The amount of the account that is guaranteed under a Government Deposit Guarantee Scheme. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
guarantee_scheme
The Government Deposit Scheme scheme under which the guarantee_amount is guaranteed.
string
be_pfbg_difhr_dicy_dpscz_difdk_gdfiee_dgsfi_dgffr_fdggb_fscsde_edbde_edode_edwgr_dgshu_ndifie_dgsit_fitdlv_dgflt_vilu_fgdlmt_dcsnl_dgspl_bfgpt_fgdro_fgdbsk_dpfsi_dgses_fgdse_ndous_fdic
impairment_amount
The impairment amount is the allowance set aside by the firm that accounts for the event that the asset becomes impaired in the future.
integer-
impairment_status
The recognition stage for the impairment/expected credit loss of the product.
string
performingstage_1normalwatchstage_2substandardnon_performingstage_3doubtfulloss
insolvency_rank
The insolvency ranking as per the national legal fraamework of the reporting institution.
integer-
last_payment_date
The final payment date for interest payments, often coincides with end_date.
string-
ledger_code
The internal ledger code or line item name.
string-
limit_amount
The minimum balance the customer can go overdrawn in their account.
integer-
next_payment_date
The next date at which interest will be paid or accrued_interest balance returned to zero.
string-
next_withdrawal_date
The next date at which customer is allowed to withdraw money from this account.
string-
on_balance_sheet
Is the account or deposit reported on the balance sheet of the financial institution?
boolean-
prev_payment_date
The most recent previous date at which interest was paid or accrued_interest balance returned to zero.
string-
product_name
The name of the product as given by the financial institution to be used for display and reference purposes.
string-
purpose
The purpose for which the account was created or is being used.
string
depositcash_managementci_servicecollateralclearingcustodyipsoperationaloperational_escrowescrowprime_brokeragefirm_operating_expensesemployeesystemcritical_servicetaxother
rate
The full interest rate applied to the account balance in percentage terms. Note that this therefore includes the base_rate (ie. not the spread).
number-
rate_type
Describes the type of interest rate applied to the account.
string
fixedvariabletrackercombinedpreferential
regulatory_book
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
trading_bookbanking_book
reporting_lei
The LEI code for the legal entity under which the account is being reported.
string-
reporting_entity_name
The name of the reporting legal entity for MI purposes (as LEI code may not be available).
string-
risk_country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
source
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
string-
start_date
The timestamp that the trade or financial product commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
status
Describes if the Account is active or been cancelled.
string
activecancelledcancelled_payout_agreedtransactionalother
type
This is the type of the account with regards to common regulatory classifications.
string
callcdcurrentdeferredintangiblegoodwillcredit_cardinternet_onlyisamoney_marketirabondsretail_bondssavingspaymentstime_depositvostroprovisionsuspensetangibleppeinvestment_propertyowner_propertypropertyreserveshare_planreg_losscf_hedgeother
trade_date
The timestamp that the trade or financial product terms are agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
uk_funding_type
Funding type calculated according to BIPRU 12.5
string
ab
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
withdrawal_penalty
This is the penalty incurred by the customer for an early withdrawal on this account. An early withdrawal is defined as a withdrawal prior to the next_withdrawal_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
count
Describes the number of accounts aggregated into a single row.
integer-
minimum_balance_eur
Indicates the minimum balance, in Euros, of each account within the aggregate. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
next_repricing_date
The date on which the interest rate of the account will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
layouttitle
schemaaccount

Account Schema


An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the account within the financial institution.
string-
date
The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
acc_fv_change_before_taxes
Accumulated change in fair value before taxes.
integer-
accounting_treatment
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
cb_or_demandheld_for_tradingfv_thru_pnlfv_mandatorilyfv_ociamortised_costheld_for_hedgeavailable_for_saleloans_and_recsheld_to_maturity
accrued_interest
The accrued interest since the last payment date and due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
arrears_balance
The balance of the capital amount that is considered to be in arrears (for overdrafts/credit cards). Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_liability
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
assetliabilityequity
balance
The contractual balance on the date and in the currency given. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
base_rate
The base rate represents the basis of the rate on the balance at the given date as agreed in the terms of the account.
string
ZEROUKBRBASEFDTR
behavioral_curve_id
The unique identifier for the behavioral curve used by the financial institution.
string-
break_dates
Dates where this contract can be broken (by either party). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
call_dates
Dates where this contract can be called (by the customer). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
currency_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
customer_id
The unique identifier used by the financial institution to identify the customer that owns the account.
string-
end_date
The end or maturity date of the account. Format should be YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
encumbrance_amount
The amount of the account that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
repocovered_bondderivativenoneother
fvh_level
Fair value hierarchy category according to IFRS 13.93 (b)
integer-
first_payment_date
The first payment date for interest payments.
string-
guarantee_amount
The amount of the account that is guaranteed under a Government Deposit Guarantee Scheme. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
guarantee_scheme
The Government Deposit Scheme scheme under which the guarantee_amount is guaranteed.
string
be_pfbg_difhr_dicy_dpscz_difdk_gdfiee_dgsfi_dgffr_fdggb_fscsde_edbde_edode_edwgr_dgshu_ndifie_dgsit_fitdlv_dgflt_vilu_fgdlmt_dcsnl_dgspl_bfgpt_fgdro_fgdbsk_dpfsi_dgses_fgdse_ndous_fdic
impairment_amount
The impairment amount is the allowance set aside by the firm that accounts for the event that the asset becomes impaired in the future.
integer-
impairment_status
The recognition stage for the impairment/expected credit loss of the product.
string
performingstage_1normalwatchstage_2substandardnon_performingstage_3doubtfulloss
insolvency_rank
The insolvency ranking as per the national legal fraamework of the reporting institution.
integer-
last_payment_date
The final payment date for interest payments, often coincides with end_date.
string-
ledger_code
The internal ledger code or line item name.
string-
limit_amount
The minimum balance the customer can go overdrawn in their account.
integer-
next_payment_date
The next date at which interest will be paid or accrued_interest balance returned to zero.
string-
next_withdrawal_date
The next date at which customer is allowed to withdraw money from this account.
string-
on_balance_sheet
Is the account or deposit reported on the balance sheet of the financial institution?
boolean-
prev_payment_date
The most recent previous date at which interest was paid or accrued_interest balance returned to zero.
string-
product_name
The name of the product as given by the financial institution to be used for display and reference purposes.
string-
purpose
The purpose for which the account was created or is being used.
string
depositcash_managementci_servicecollateralclearingcustodyipsoperationaloperational_escrowescrowprime_brokeragefirm_operating_expensesemployeesystemcritical_servicetaxother
rate
The full interest rate applied to the account balance in percentage terms. Note that this therefore includes the base_rate (ie. not the spread).
number-
rate_type
Describes the type of interest rate applied to the account.
string
fixedvariabletrackercombinedpreferential
regulatory_book
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
trading_bookbanking_book
reporting_lei
The LEI code for the legal entity under which the account is being reported.
string-
reporting_entity_name
The name of the reporting legal entity for MI purposes (as LEI code may not be available).
string-
risk_country_code
An Account represents a financial account that describes the funds that a customer has entrusted to a financial institution in the form of deposits or credit balances.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
source
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
string-
start_date
The timestamp that the trade or financial product commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
status
Describes if the Account is active or been cancelled.
string
activecancelledcancelled_payout_agreedtransactionalother
type
This is the type of the account with regards to common regulatory classifications.
string
callcdcurrentdeferredintangiblegoodwillcredit_cardinternet_onlyisamoney_marketirabondsretail_bondssavingspaymentstime_depositvostroprovisionsuspensetangibleppeinvestment_propertyowner_propertypropertyreserveshare_planreg_losscf_hedgeother
trade_date
The timestamp that the trade or financial product terms are agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
uk_funding_type
Funding type calculated according to BIPRU 12.5
string
ab
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
withdrawal_penalty
This is the penalty incurred by the customer for an early withdrawal on this account. An early withdrawal is defined as a withdrawal prior to the next_withdrawal_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
count
Describes the number of accounts aggregated into a single row.
integer-
minimum_balance_eur
Indicates the minimum balance, in Euros, of each account within the aggregate. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
next_repricing_date
The date on which the interest rate of the account will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
layouttitle
schemaagreement

Agreement Schema


An agreement represents the standard terms agreed between two parties.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the agreement within the financial institution.
string-
date
The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
country_code
An agreement represents the standard terms agreed between two parties.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
customer_id
The unique identifier used by the financial institution to identify the counterparty to this agreement.
string-
source
The source where this data originated.
string-
start_date
The timestamp that the agreement commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
stay_protocol
Indicates whether a stay protocol has been signed by one or both parties to the agreement.
string
self_signedcustomerboth
type
The type of the master agreement.
string
isdaisda_2002isda_1992isda_1987isda_1986isda_1985other_isdagmraicma_2011icma_2000icma_1995icma_1992other_gmraother
credit_support_type
The type of credit support document
string
csa_isda_1994csa_isda_1995csd_isda_1995scsa_isda_2013
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
layouttitle
schemacollateral

Collateral Schema


Data schema to define collateral (currently can reference loans or accounts).

Properties

NameDescriptionTypeEnum
id
The unique identifier for the collateral within the financial institution.
string-
date
YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
loan_ids
The unique identifiers for the loans within the financial institution.
array-
account_ids
The unique identifier/s for the account/s within the financial institution.
array-
charge
Lender charge on collateral, 1 indicates first charge, 2 second and so on. 0 indicates a combination of charge levels.
integer-
currency_code
Data schema to define collateral (currently can reference loans or accounts).
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
encumbrance_amount
The amount of the collateral that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
encumbrance_type
The type of the encumbrance causing the encumbrance_amount.
string
repocovered_bondderivativereal_estatenoneother
end_date
The end date for recognition of the collateral
string-
regulatory_book
Data schema to define collateral (currently can reference loans or accounts).
string
trading_bookbanking_book
source
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
string-
start_date
The start date for recognition of the collateral
string-
type
The collateral type defines the form of the collateral provided
string
residential_propertycommercial_propertyguaranteedebenturelife_policycashother
value
The valuation as used by the bank for the collateral on the value_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
value_date
The timestamp that the collateral was valued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
vol_adj
The volatility adjustment appropriate to the collateral.
number-
vol_adj_fx
The volatility adjustment appropriate to currency mismatch.
number-
layouttitle
schemacurve

Curve Schema


A Curve represents a series of points on a plot. Typically, interest rates, volatility or forward prices.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the curve.
string-
date
The observation date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
currency_code
A Curve represents a series of points on a plot. Typically, interest rates, volatility or forward prices.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
name
The internal name of the curve.
string-
source
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
string-
values
The list of values for this curve.
array-
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
type
The curve type.
string
ratevolatilitybehavioral
layouttitle
schemacustomer

Customer Schema


Data schema to define a customer or legal entity related to a financial product or transaction.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the person or legal entity within the financial institution.
string-
date
YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
address_city
City, town or village.
string-
boe_industry_code
Bank of England industry code.
string-
boe_sector_code
Bank of England sector code.
string-
count
Describes the number of entities represented by this record. eg. joint customers should have a count > 1.
integer-
country_code
Data schema to define a customer or legal entity related to a financial product or transaction.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
credit_impaired
Flag to determine if the entity credit quality is impaired.
boolean-
cqs_standardised
The credit quality step for standardised approach.
integer-
cqs_irb
The credit quality step for internal ratings based approach.
integer-
fitch_lt
Fitch long term credit ratings
string
aaaaa_plusaaaa_minusa_plusaa_minusbbb_plusbbbbbb_minusbb_plusbbbb_minusb_plusbb_minusccc_pluscccccc_minuscccd
fitch_st
Fitch short term credit ratings
string
f1_plusf1f2f3bcd
intra_group
Flag to indicate that this should be considered an intra-group entity.
boolean-
lei_code
The LEI code for the legal entity (for corporates).
string-
legal_entity_name
The official legal name of the entity.
string-
moodys_lt
Moody’s long term credit ratings
string
aaaaa1aa2aa3a1a2a3baa1baa2baa3ba1ba2ba3b1b2b3caa1caa2caa3cac
moodys_st
Moodys short term credit ratings
string
p1p2p3np
name
The name of the person or legal entity to be used for display and reference purposes.
string-
parent_id
The unique identifier for the ultimate parent of the person or legal entity.
string-
relationship
Relationship to parent.
string
jvbranchsubsidiaryparent
reporting_relationship
Relationship to reporting entity. See: relationship.
string
jvbranchsubsidiaryparent
risk_group_id
The unique identifier for the group representing a single risk entity where no relationship of control exists
string-
risk_country_code
Data schema to define a customer or legal entity related to a financial product or transaction.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
sic_code
The UK SIC 2007 standard industry and sector classification.
integer-
ssic_code
The Singaporean standard industry and sector classification.
integer-
snp_lt
S&P long term credit ratings
string
aaaaa_plusaaaa_minusa_plusaa_minusbbb_plusbbbbbb_minusbb_plusbbbb_minusb_plusbb_minusccc_pluscccccc_minuscccd
snp_st
S&P short term credit ratings
string
a1a2a3bcd
source
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
string-
type
The designated financial or legal entity category this person or legal entity falls under
string
individualnatural_personpartnershipcorporatesmesupported_smecredit_unioncharitycommunity_charityfinancialcredit_institutionpromotional_lenderstate_owned_bankinvestment_firmmmkt_fundpension_funddeposit_brokerinsurerfinancial_holdingother_financialpsecentral_govtregional_govtlocal_authoritystatutory_boardother_psesovereignintl_orgcentral_bankmdbsspeciupicccpqccpother
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
product_count
The number of active products/trades this customer has with the firm.
integer-
start_date
The date that the customer first became a customer. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
status
The status of the relationship with the customer from the firm’s point of view.
string
established
layouttitle
schemaderivative

Derivative Schema


A derivative is a contract which derives its value from an underlying reference index, security or asset.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the derivative within the financial institution.
string-
date
The observation or effective date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
deal_id
The unique identifier used by the financial institution for the deal to which this derivative belongs.
string-
accounting_treatment
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string
cb_or_demandheld_for_tradingfv_thru_pnlfv_mandatorilyfv_ociamortised_costheld_for_hedgeavailable_for_saleloans_and_recsheld_to_maturity
accrued_interest
The accrued interest since the last payment date and due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_class
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string
crcr_indexcr_singleeqeq_indexeq_singlefxircoenergyoilgascoalelectricitymetalsprecious_metalssilvergoldplatinumpalladiumagrisugarcoffeecornother
asset_liability
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string
assetliabilityequity
balance
Outstanding amount including accrued interest. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
base_rate
The base rate represents the basis of the rate on the balance at the given date as agreed in the terms of the financial product.
string
ZEROUKBRBASEFDTR
break_dates
Dates where this contract can be broken (by either party). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
call_dates
Dates where this contract can be called (by the customer). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array-
currency_code
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
customer_id
The unique identifier used by the financial institution to identify the customer for this product.
string-
delta
Price sensitivity to the underlying.
number-
end_date
YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
fvh_level
Fair value hierarchy category according to IFRS 13.93 (b)
integer-
first_payment_date
The first payment date for interest payments.
string-
gamma
Second-order price sensitivity to the underlying or rate of change of the delta.
number-
implied_vol
Options: implied volatility used to compute mtm and greeks.
number-
initial_margin
Upfront margin posted/received for the trade. Monetary type as integer number of cents.
integer-
insolvency_rank
The insolvency ranking as per the national legal framework of the reporting institution.
integer-
last_payment_date
The final payment date for interest payments, often coincides with end_date.
string-
ledger_code
The internal ledger code or line item name.
string-
mic_code
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string-
mna_id
The unique identifier of the Master Netting Agreement for this derivative cash flow.
string-
mtm_clean
The mark-to-market value of the derivative excluding interest. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
mtm_dirty
The mark-to-market value of the derivative including interest. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
next_exercise_date
The next date at which the option can be exercised.
string-
next_payment_amount
The amount that will need to be paid at the next_payment_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
next_payment_date
The next date at which interest will be paid or accrued_interest balance returned to zero.
string-
next_receive_amount
The amount that is expected to be received at the next_receive_date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
next_receive_date
The next date at which interest will be received or accrued_interest balance returned to zero.
string-
next_reset_date
The date on which the periodic payment term and conditions of a contract agreement are reset/re-established.
string-
notional_amount
The notional value is the total value with regard to a derivative’s underlying index, security or asset at its spot price in accordance with the specifications (i.e. leverage) of the derivative product. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
on_balance_sheet
Is the derivative reported on the balance sheet of the financial institution?
boolean-
payment_type
The type of the payment leg.
string
fixedfloating
prev_payment_date
The most recent previous date at which interest was paid or accrued_interest balance returned to zero.
string-
product_name
The name of the product as given by the financial institution to be used for display and reference purposes.
string-
purpose
The purpose for which the derivative is being held.
string
reference
rate
The full interest rate applied to the derivative notional in percentage terms. Note that this therefore includes the base_rate (ie. not the spread).
number-
receive_type
The type of the receive leg.
string
fixedfloating
regulatory_book
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string
trading_bookbanking_book
reporting_lei
The LEI code for the legal entity under which the derivative is being reported.
string-
reporting_entity_name
The name of the reporting legal entity for display purposes (as LEI code may not be available).
string-
rho
Price sensitivity to interest rates.
number-
risk_country_code
A derivative is a contract which derives its value from an underlying reference index, security or asset.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
settlement_type
The type of settlement for the contract.
string
cashphysical
source
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
string-
start_date
The timestamp that the trade or financial product commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
theta
Price sensitivity with respect to time.
number-
type
This is the type of the derivative with regards to common regulatory classifications.
string
vanilla_swapmtm_swapoptioncall_swaptionput_swaptioncall_optionput_optionfutureforwardtarfxccycdsoisspot
trade_date
The timestamp that the trade or financial product terms are agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
underlying_derivative_id
The unique identifier used by the financial institution to identify the underlying reference derivative for this derivative.
string-
underlying_issuer_id
The unique identifier used by the financial institution to identify the underlying reference issuer for this derivative.
string-
underlying_security_id
The unique identifier used by the financial institution to identify the underlying reference security for this derivative.
string-
underlying_price
Current price/value of the underlying.
number-
underlying_strike
Strike price on the underlying.
number-
value_date
The timestamp that the derivative was valued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
vega
Price sensitivity to volatility.
number-
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
layouttitle
schemaderivative_cash_flow

Derivative Cash Flow Schema


A derivative cash flow where two parties exchange cash flows (or assets) derived from an underlying reference index, security or financial instrument.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the derivative within the financial institution.
string-
date
The observation or effective date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
accrued_interest
The accrued interest/premium due at the next payment date. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
asset_class
A derivative cash flow where two parties exchange cash flows (or assets) derived from an underlying reference index, security or financial instrument.
string
crcr_indexcr_singleeqeq_indexeq_singlefxircoenergyoilgascoalelectricitymetalsprecious_metalssilvergoldplatinumpalladiumagrisugarcoffeecornother
asset_liability
A derivative cash flow where two parties exchange cash flows (or assets) derived from an underlying reference index, security or financial instrument.
string
assetliabilityequity
balance
The contractual balance due on the payment date in the currency given. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
currency_code
A derivative cash flow where two parties exchange cash flows (or assets) derived from an underlying reference index, security or financial instrument.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
customer_id
Counterparty to the cash flow
string-
derivative_id
Unique identifier to the derivative to which this cash flow relates
string-
leg
The type of the payment leg.
string
payreceive
mna_id
The unique identifier of the Master Netting Agreement for this derivative cash flow.
string-
mtm_clean
The mark-to-market value of the derivative cash flow excluding interest/premium/coupons. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
mtm_dirty
The mark-to-market value of the derivative cash flow including interest/premium/coupons. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
notional_amount
The notional value is the total value with regard to a derivative’s underlying index, security or asset at its spot price in accordance with the specifications (i.e. leverage) of the derivative product. Monetary type represented as a naturally positive integer number of cents/pence.
integer-
on_balance_sheet
Is the financial product reported on the balance sheet of the financial institution?
boolean-
payment_date
The timestamp that the cash flow will occur or was paid. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
product_name
The name of the product as given by the financial institution to be used for display and reference purposes.
string-
purpose
The purpose for which the derivative cash flow is calculated
string
reference
regulatory_book
A derivative cash flow where two parties exchange cash flows (or assets) derived from an underlying reference index, security or financial instrument.
string
trading_bookbanking_book
reporting_lei
The LEI code for the legal entity under which the security is being reported.
string-
reporting_entity_name
The name of the reporting legal entity for display purposes (as LEI code may not be available).
string-
settlement_type
The type of settlement for the contract.
string
cashphysical
source
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
string-
trade_date
The date that the derivative cash flow terms were agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
value_date
The timestamp that the cash flow was valued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
version_id
The version identifier of the data such as the firm’s internal batch identifier.
string-
layouttitle
schemaexchange_rate

Exchange Rate Schema


An Exchange Rate represents the conversion rate between two currencies.

Properties

NameDescriptionTypeEnum
id
The unique identifier for the exchange rate within the financial institution.
string-
date
The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
base_currency_code
An Exchange Rate represents the conversion rate between two currencies.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
quote
The amount of the quote currency received in exchange for 1 unit of the base currency.
number-
quote_currency_code
An Exchange Rate represents the conversion rate between two currencies.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWST