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FailureToPay
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FailureToPay Product Fields

Mandatory Fields


Counterparty- Account"The Counterparty Name and Account Number against which the trade is assigned. Accounts have Collateral, Ratings, Netting Agreements and Recovery Rates."
IssuerThe Issuer or Obligor who Issued the Asset. Used to bind probabilities of default and perhaps recovery.
DaysPastDueQuantityThe Number of days the Obligor has been Deliquent in order to assume Default.

Optional Fields


RatingRATINGThe Rating Rank of the instrument exposure..
Rating AgencyAGENCYThe Rating Agency That defined the Rating System. By Default the Agency is Defined as Internal
Recovery RateRATEThe Recovery Rate
Recovery VolatilityRATEThe Recovery Volatility



 

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