TPT field 89 – Credit quality step of the underlying asset

Credit quality step of the underlying asset: Credit quality step as defined by S2 regulation

Property	Value
Field number	89
Column name	`89_Credit_quality_step_of_the_underlying_asset`
TPT versions	V7, V8
Format	Free text
FinDatEx data model path	Position / DerivativeOrConvertible / UnderlyingInstrument / CreditRiskData / CreditQualityStep
Solvency II	Indicative (`I`)
Swiss Solvency Test (SST)	Indicative (`I`)

Applies to

Positions with CIC category 2 – Corporate bonds, A – Futures, B – Call options, C – Put options, F – Credit derivatives.

Solvency II TPT block (TripartiteTemplateSolvencyII_V7):

…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/DerivativeOrConvertible/UnderlyingInstrument/CreditRiskData/CreditQualityStep

The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.