From e1fb34595c24c76cee78a72bb34516addeb7c5e8 Mon Sep 17 00:00:00 2001 From: luca Date: Mon, 4 Dec 2023 18:14:40 +0000 Subject: [PATCH 1/2] added ccf property type to security schema --- v1-dev/security.json | 3 +++ 1 file changed, 3 insertions(+) diff --git a/v1-dev/security.json b/v1-dev/security.json index f12fbdd0..312c4bc9 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" From a3f17cfd0663310c483d42d8463002909ba33cc0 Mon Sep 17 00:00:00 2001 From: luca Date: Tue, 5 Dec 2023 15:15:43 +0000 Subject: [PATCH 2/2] added markdown documentation for ccf --- documentation/properties/ccf.md | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) create mode 100644 documentation/properties/ccf.md diff --git a/documentation/properties/ccf.md b/documentation/properties/ccf.md new file mode 100644 index 00000000..c1dc050a --- /dev/null +++ b/documentation/properties/ccf.md @@ -0,0 +1,16 @@ +--- +layout: property +title: "ccf" +schemas: [account, loan, security] +--- + +# ccf + +--- + +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