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TPT field 59 – Credit quality step
Credit quality step: Credit quality step as defined by S2 regulation
| Property | Value |
|---|---|
| Field number | 59 |
| Column name | 59_Credit_quality_step |
| TPT versions | V7, V8 |
| Format | Free text |
| FinDatEx data model path | Position / CreditRiskData / CreditQualitStep |
| Solvency II | Indicative (I) |
| Swiss Solvency Test (SST) | Indicative (I) |
| NW 675 | Indicative (I) |
Applies to
Positions with CIC category 1 – Government bonds, 2 – Corporate bonds, 5 – Structured notes, 6 – Collateralised securities, 7 – Cash and deposits, 8 – Mortgages and loans, B – Call options, C – Put options, D – Swaps, E – Forwards, F – Credit derivatives.
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/CreditRiskData/CreditQualityStep
The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.
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