| 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 |
Legal relationship
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.