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Netting set attributes
Download sample file: netting-set-attributes.csv
The file must list all the netting sets and their attributes for all exposures managed in the CVA Portfolio
| Field |
Key |
Null |
FieldType |
Description |
Example |
| AsOfDate |
Y |
N |
String with format ‘YYYY-MM-DD’ |
Risk value date |
2018-09-28 |
| NettingSetId |
Y |
N |
String |
Identifier of a netting set |
324826 |
| CounterpartyId |
N |
N |
String |
Key of the counterparty |
DB |
See also