> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Trades attributes

<Badge color="gray" size="lg">[BA](../tags/ba)</Badge>
<Badge color="gray" size="lg">[SA](../tags/sa)</Badge>

Download sample file: [trade-attributes.csv](../assets/csv/trade-attributes.csv)

Trades attributes is a snapshot of all hedge trades in the CVA portfolio. The Solution expects that eligibility of hedges (see fields IsBaEligible and IsSaEligible) is evaluated by the upstream system.

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Risk value date</td><td>2018-09-28</td></tr><tr><td>TradeDate</td><td>N</td><td>Y</td><td>String with format ‘YYYY-MM-DD’</td><td>This field shall contain trade date to be used for analytical purposes</td><td>2018-09-27</td></tr><tr><td>TradeId</td><td>Y</td><td>N</td><td>String</td><td>Primary trade identifier. Must match Trade Attributes file. Note: If coming from multiple systems, Trade Ids may need to prepend source system to the id for uniqueness.</td><td>MX-283749</td></tr><tr><td>LegalEntity</td><td>N</td><td>Y</td><td>String</td><td>Balance sheet legal entity code</td><td>ActiveBank</td></tr><tr><td>CounterpartyId</td><td>N</td><td>Y</td><td>String</td><td>Identifier of the trade counterparty. May contain book for internal counterparties.</td><td>US\_RATES\_LIN</td></tr><tr><td>ProductId</td><td>N</td><td>Y</td><td>String</td><td>Internal products taxonomy</td><td>CDS</td></tr><tr><td>Book</td><td>N</td><td>N</td><td>String</td><td>The book to map the trade to (must match the node in the organizational hierarchy).</td><td>CVA\_RATES</td></tr><tr><td>ReferenceName</td><td>N</td><td>Y</td><td>String</td><td>For BA eligible trades, this field must contain reference name identifier, which matches credit spread reference data.</td><td>Deutsche\_Bank\_USD</td></tr><tr><td>HedgedCVACounterpartyId</td><td>N</td><td>Y</td><td>String</td><td>This field is used for BA-CVA eligible trades: to map hedges to counterparties (BA-CVA) and should contain Counterparty key for single name hedges - the counterparty which a trade is intended to hedge, not the counterparty of the trade (see the second term in the K\_hedged formula, which loops over counterparties and subtracts SNH from SCVA) It can be empty for BA-CVA eligible trades only if HedgedCVANettingSet has been provided.</td><td>DB</td></tr><tr><td>HedgedCVANettingSetId</td><td>N</td><td>Y</td><td>String</td><td>This field is optional and allows to map hedge trades via NettingSetId. This is useful when some of the netting sets are carved out from SA-CVA calculation - sensitivities of corresponding hedges will be also be moved out of the official capital calculation.</td><td>NS236342</td></tr><tr><td>IsSaEligible</td><td>N</td><td>Y</td><td>String, ‘Y’ or ‘N’</td><td>The attribute contains ‘Y’ for trades eligible for BA-CVA according to para \[MAR50.37], \[MAR50.39] and ‘N’ for the rest.</td><td>Y</td></tr><tr><td>IsBaEligible</td><td>N</td><td>N</td><td>String, ‘Y’ or ‘N’</td><td>The attribute contains ‘Y’ for trades eligible for BA-CVA according to para \[MAR50.17], \[MAR50.19] and ‘N’ for the rest.</td><td>Y</td></tr></table>

## See also

* [\[TradePosition\].\[IsBaEligible\]](../cube/tradeposition.isbaeligible)
* [\[TradePosition\].\[IsSaEligible\]](../cube/tradeposition.issaeligible)
* [\[TradePosition\].\[Trade Date\]](../cube/tradeposition.trade-date)