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Added ccf property type to security schema #308

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merged 3 commits into from
Dec 6, 2023
Merged

Added ccf property type to security schema #308

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e1fb345
added ccf property type to security schema
LucaL237 Dec 4, 2023
a3f17cf
added markdown documentation for ccf
LucaL237 Dec 5, 2023
e2c1812
Merge branch 'master' into added-ccf-property-type-to-security-schema
LucaL237 Dec 6, 2023
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9 changes: 7 additions & 2 deletions documentation/properties/ccf.md
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Original file line number Diff line number Diff line change
@@ -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
3 changes: 3 additions & 0 deletions v1-dev/security.json
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Expand Up @@ -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"
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