diff --git a/documentation/properties/ccf.md b/documentation/properties/ccf.md index ba1203dd..c1dc050a 100644 --- a/documentation/properties/ccf.md +++ b/documentation/properties/ccf.md @@ -1,11 +1,16 @@ --- layout: property title: "ccf" -schemas: [loan, account] +schemas: [account, loan, security] --- # ccf --- -The **credit conversion factor** is what indicates the proportion of the undrawn amount that would be drawn down on default. +The **credit conversion factor** estimates the exposure at default of off-balance sheet items. The credit conversion factors are regulator defined and are the estimated size and likely occurrence of the credit exposure, as well as the relative degree of credit risk. + +See [here][EBA] for the clasification of off-balance sheet adjustments and [here][EBA2] for the exposure values for different risk categories. + +[EBA]: https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/109163 +[EBA2]: https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/108427 diff --git a/v1-dev/security.json b/v1-dev/security.json index b226b22c..41449941 100644 --- a/v1-dev/security.json +++ b/v1-dev/security.json @@ -97,6 +97,9 @@ "minimum": 0.0, "maximum": 1.0 }, + "ccf": { + "$ref": "https://raw.githubusercontent.com/SuadeLabs/fire/master/v1-dev/common.json#/ccf" + }, "cost_center_code": { "description": "The organizational unit or sub-unit to which costs/profits are booked.", "type": "string"