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OFRE000580 – Credit Rating Breakdown
Applicable to fixed income funds. A breakdown of the exposure per rating category. Please refer to the field "OFRE000310 Instrument Credit Quality Methodology" if a single bond is rated by more than one agency. The related exposures are also derivable from TPT (Solvency II Tripartite Template). TPT uses the “EU Regulation (Solvency II)”- methodology to aggregate ratings.
For this breakdown, "OFRE100108 Fund Ratios And Exposures Value Type" is mandatory and should contain the name of each rating represented in the portfolio, from the following list: AAA / AA+ / AA / AA- / A+ / A / A- / BBB+ / BBB / BBB- / BB+ / BB / BB- / B+ / B / B- / CCC+ / CCC / CCC- / CC+ / CC / CC- / C+ / C / C- / D / Not Rated / Cash / Other
Please refer to the "Fund Ratios and Exposures whitepaper (https://www.openfunds.org/knowledge/whitepapers/fund-ratios-and-exposures) for an example of the provision of this data. We would expect a table of maximal 10 rows, each with the holding name and ISIN.
| Property | Value |
|---|---|
| OF-ID | OFRE000580 |
| Name | Credit Rating Breakdown |
| Area | Fund ratios and exposures |
| Level | Fund |
| Format | Text |
| Tags | Ratios and Exposures |
| Introduced in | openfunds 1.26 |
Values
Rows of credit rating categories (as shown in the field description) and weights, in the format described in the File Structure section at the end of https://www.openfunds.org/knowledge/whitepapers/fund-ratios-and-exposures
FundsXML 4 mapping
FundsXML 4.2.11 has no element for this field. The converter keeps the value as CustomAttributes/Attribute named OF_OFRE000580 on the share class (or position), so FundsXML → openfunds restores it unchanged.
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
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