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- {
- "objectiveTypes": [
- {
- "objectiveType": "Capital",
- "configuration": {
- "classification": {
- "properties": [
- {
- "name": "entity",
- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
- "name": "capitalType",
- "label": "Capital Type",
- "type": "string",
- "length": "100"
- },
- {
- "name": "glAccount",
- "label": "G/L Account",
- "type": "string",
- "length": "100"
- }
- ]
- }
- }
- },
- {
- "objectiveType": "CreditRisk",
- "configuration": {
- "standardizedApproach": {
- "riskWeight": {
- "classification": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "Entity",
- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
- "name": "Segment",
- "label": "Segment",
- "type": "string",
- "length": "30"
- },
- {
- "name": "ProductType",
- "label": "Product Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRating",
- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingScale",
- "label": "Credit Rating Scale",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
- "label": "Collectibility",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- },
- {
- "name": "CounterpartyType",
- "label": "Counterparty Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ResidualMaturity",
- "label": "Residual Maturity",
- "type": "integer",
- "length": "10"
- },
- {
- "name": "OutstandingAmount",
- "label": "Outstanding Amount",
- "type": "double",
- "length": "20"
- }
- ]
- }
- },
- "ead": {
- "classification": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
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- "type": "string",
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- },
- {
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- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
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- "type": "string",
- "length": "30"
- },
- {
- "name": "ProductType",
- "label": "Product Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRating",
- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
- "label": "Collectibility",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- }
- ]
- },
- "provision": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "Entity",
- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
- "name": "Segment",
- "label": "Segment",
- "type": "string",
- "length": "30"
- },
- {
- "name": "ProductType",
- "label": "Product Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRating",
- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
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- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
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- "type": "string",
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- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- },
- {
- "name": "ExposureType",
- "label": "Exposure Type",
- "type": "string",
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- }
- ]
- },
- "exposureMethod": {
- "outstandingMethod": {
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- "properties": [
- {
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- "type": "string",
- "length": "100"
- },
- {
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- {
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- },
- {
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- },
- {
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- },
- {
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- "type": "string",
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- },
- {
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- "label": "Credit Rating Agency",
- "type": "string",
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- },
- {
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- },
- {
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- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- }
- ]
- }
- },
- "creditConversionMethod": {
- "classification": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "Entity",
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- "length": "50"
- },
- {
- "name": "Segment",
- "label": "Segment",
- "type": "string",
- "length": "30"
- },
- {
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- "type": "string",
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- },
- {
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- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
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- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
- "label": "Collectibility",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- }
- ]
- }
- },
- "saCcr": {
- "classification": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "Entity",
- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
- "name": "Segment",
- "label": "Segment",
- "type": "string",
- "length": "30"
- },
- {
- "name": "ProductType",
- "label": "Product Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRating",
- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
- "label": "Collectibility",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- }
- ]
- },
- "netting": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "Entity",
- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
- "name": "Segment",
- "label": "Segment",
- "type": "string",
- "length": "30"
- },
- {
- "name": "ProductType",
- "label": "Product Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRating",
- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
- "label": "Collectibility",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- },
- {
- "name": "InstrumentType",
- "label": "Instrument Type",
- "type": "string",
- "length": "20"
- }
- ]
- }
- }
- },
- "cva": {
- "cvaMethod": {
- "baCva": {
- "classification": {
- "properties": [
- {
- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "Entity",
- "label": "Entity",
- "type": "string",
- "length": "50"
- },
- {
- "name": "Segment",
- "label": "Segment",
- "type": "string",
- "length": "30"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductType",
- "label": "Product Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CounterpartyType",
- "label": "Counterparty Type",
- "type": "string",
- "length": "20"
- }
- ]
- }
- }
- }
- }
- },
- "crm": {
- "crmMethod": {
- "simpleApproach": {
- "classification": {
- "properties": [
- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "CollateralType",
- "label": "Collateral Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CollateralAmount",
- "label": "Collateral Amount",
- "type": "double"
- },
- {
- "name": "AppraisalDate",
- "label": "Appraisal Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "CounterpartyType",
- "label": "Counterparty Type",
- "type": "string",
- "length": "20"
- }
- ]
- }
- },
- "comprehensiveApproach": {
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- {
- "name": "Currency",
- "label": "Currency",
- "type": "string",
- "length": "3"
- },
- {
- "name": "CollateralType",
- "label": "Collateral Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CollateralAmount",
- "label": "Collateral Amount",
- "type": "double"
- },
- {
- "name": "AppraisalDate",
- "label": "Appraisal Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "CounterpartyType",
- "label": "Counterparty Type",
- "type": "string",
- "length": "20"
- }
- ]
- }
- }
- }
- }
- },
- "irbAdvancedApproach": {
- "scope": {
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- "name": "CreditRiskSegment",
- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
- "name": "Currency",
- "label": "Currency",
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- {
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- "type": "string",
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- },
- {
- "name": "Segment",
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- "type": "string",
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- },
- {
- "name": "ProductType",
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- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRating",
- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingScale",
- "label": "Credit Rating Scale",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
- "name": "Collectibility",
- "label": "Collectibility",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
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- },
- {
- "name": "MaturityDate",
- "label": "Maturity Date",
- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
- "name": "DaysPastDue",
- "label": "Days Past Due",
- "type": "integer",
- "length": "10"
- },
- {
- "name": "CounterpartyType",
- "label": "Counterparty Type",
- "type": "string",
- "length": "20"
- },
- {
- "name": "ResidualMaturity",
- "label": "Residual Maturity",
- "type": "integer",
- "length": "10"
- },
- {
- "name": "OutstandingAmount",
- "label": "Outstanding Amount",
- "type": "double",
- "length": "20"
- }
- ]
- },
- "riskWeight": {
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- {
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- "label": "Credit Risk Segment",
- "type": "string",
- "length": "100"
- },
- {
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- "type": "string",
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- {
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- },
- {
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- "type": "string",
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- },
- {
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- "type": "string",
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- },
- {
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- "type": "string",
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- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
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- {
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- },
- {
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- "type": "string",
- "length": "20"
- },
- {
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- "type": "date",
- "length": "10"
- },
- {
- "name": "IsSecured",
- "label": "Is Secured",
- "type": "boolean",
- "length": "1"
- },
- {
- "name": "OriginSystemId",
- "label": "System Id",
- "type": "string",
- "length": "36"
- },
- {
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- },
- {
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- "type": "string",
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- },
- {
- "name": "ResidualMaturity",
- "label": "Residual Maturity",
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- "length": "10"
- },
- {
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- "label": "Outstanding Amount",
- "type": "double",
- "length": "20"
- }
- ]
- },
- "pd": {
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- },
- {
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- },
- {
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- },
- {
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- "label": "Credit Rating",
- "type": "string",
- "length": "20"
- },
- {
- "name": "CreditRatingAgency",
- "label": "Credit Rating Agency",
- "type": "string",
- "length": "20"
- },
- {
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- "type": "string",
- "length": "20"
- },
- {
- "name": "ProductSubtype",
- "label": "Product Subtype",
- "type": "string",
- "length": "20"
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