Netting set attributes

BA SA

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