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Name |
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Comment |
The purpose of the Prudential Exposure report is to provide organisations with daily estimates of their market exposure. The report also contains details of their bank guarantees and security deposits as well as their outstanding amounts for all settlement runs included in the prudential run. The Reallocations subreport provides a breakdown of all reallocation amounts used in the prudential run at the participant level. |
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Name |
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ORGANISATION_CODE |
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PARTICIPANT_CODE |
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PRUDENTIAL_DATETIME |
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PRUDENTIAL_RUN_ID |
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REALLOCATION_ID |
|
Name |
Data Type |
Mandatory |
Comment |
|
ORGANISATION_CODE |
VARCHAR2(20) |
X |
The unique code for the organisation |
|
PRUDENTIAL_RUN_ID |
NUMBER(4,0) |
X |
The run number of the prudential run. |
|
PRUDENTIAL_DATETIME |
DATE |
X |
The date and time of the prudential run |
|
PARTICIPANT_CODE |
VARCHAR2(20) |
X |
The participant code for the participant who lodged the security deposit |
|
REALLOCATION_ID |
VARCHAR2(20) |
X |
The unique identifier for the reallocation |
|
ORGANISATION_NAME |
VARCHAR2(80) |
|
The name of the organisation |
|
REALLOCATION_ROLE |
VARCHAR2(80) |
|
The role of the participant in the reallocation |
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COUNTERPARTY_PARTICIPANT_CODE |
VARCHAR2(20) |
|
The participant code for the counterparty of the reallocation |
|
START_DATE |
DATE |
|
The date on which the reallocation becomes into effect |
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END_DATE |
DATE |
|
The date on which the reallocation ends |
|
AGREEMENT_TYPE |
VARCHAR2(80) |
|
The agreement type of the reallocation |
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REALLOC_ADJ_AMT_TO_OUTSTANDING |
NUMBER(18,8) |
|
The total dollar amount of the reallocation, which is used in this prudential run as an adjustment to outstandings |
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FORWARD_REALLOCATION_AMOUNT |
NUMBER(18,8) |
|
The total dollar amount of the reallocation, which is used in this prudential run in calculating the forward exposure amount |
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