Market Risk Accelerator Cube Reference Guide v1.7.2Counterparties
Download sample file: Counterparties.csv
File pattern match
The pattern match for the Counterparties file is **Counterparties*.csv
For information on the glob patterns used and how to customize them, see note on File name patterns.
| Field | Key | Null | Field Type | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Indicates the date of the file. See Note on AsOfDate. | |
| CounterpartyId | Y | N | String | Counterparty identifier. Used as a foreign key when counterparty is referenced. | “HSBC Group”, “EBRD” |
| CounterpartyName | N | Y | String | Full counterparty name. | “HSBC Holdings PLC”, “European Bank for Reconstruction and Development” |
| Rating | N | Y | String | Rating of the counterparty. | “AAA”, “BB” |
| Sector | N | Y | String | Sector of the counterparty. | |
| CountryOfAddress | N | Y | String | Country where the counterparty is located, in the form of a unique three-letter country identifier code. | |
| CountryOfRisk | N | Y | String | Country the risk of counterparty can be attributed to, in the form of a unique three-letter country identifier code. |