| 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 |
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