Description

Type: int

The broad asset category for assessing risk exposure.

Valid values:

  • 1 = Interest rate
  • 2 = Currency
  • 3 = Credit
  • 4 = Equity
  • 5 = Commodity
  • 6 = Other
  • 7 = Cash
  • 8 = Debt
  • 9 = Fund

    Such as mutual fund, collective investment vehicle, investment program, specialized account program.

  • 10 = Loan facility
  • 11 = Index

    A main index identified as a security type, for example under EU SFTR reporting.

Used In