BA SA Download sample file: legal-relationship.csv The file must contain pairs of all legally related entities: counterparty vs hedge reference names for BA approach and pairs of credit names in SA approach. Legal relaship is used to define correlations in BA and SA approaches. If a pair of entities is missing, it is assumed that they are not legally related.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date | 2018-09-28 |
| Entity1 | Y | N | String | For BA calculations: Counterparty identifier or hedge reference name identifier: For SA calculations: reference credit name identifier. | 2 |
| Entity2 | Y | N | String | For BA calculations: Counterparty identifier or hedge reference name identifier: For SA calculations: reference credit name identifier. | 3 |
| LegallyRelated | N | N | String, Y or N | This field indicates whether two entities are legally related. | Y |