Fake financial portfolio.
Demo datasets are synthetic because most financial data is strictly private; they help to demonstrate and test the implementation in R of 'PACTA' (https://2degrees-investing.org/resource/pacta/).
loanbook_demoAn object of class tbl_df (inherits from tbl, data.frame) with 321 rows and 19 columns.
fi_type (character): Financial instrument name or asset class.
flag_project_finance_loan (character): Project finance flag denoting whether a loan is given out to a particular asset or not.
id_direct_loantaker (character): Borrower identifier unique to each borrower/sector combination in loanbook.
id_intermediate_parent_n (character): Optional input: id of the n-th intermediate parent company within the company structure that can be used for more granular mapping than the ultimate parent. Smaller values of n are closer to the direct_loantaker.
id_loan (character): Unique loan identifier.
id_ultimate_parent (character): Ultimate parent identifier unique to each ultimate parent/sector combination.
isin_direct_loantaker (logical): Optional input: providing the isin identifier of the direct loan taker to improve the matching coverage.
lei_direct_loantaker (logical): Optional input: providing the lei (legal entity identifier) of the direct loan taker to improve the matching coverage.
loan_size_credit_limit (double): Total credit limit or exposure at default.
loan_size_credit_limit_currency (character): Currency corresponding to credit limit.
loan_size_outstanding (double): Amount drawn by borrower from total credit limit.
loan_size_outstanding_currency (character): Currency corresponding to outstandings.
name_direct_loantaker (character): Name of the company directly taking the loan.
name_intermediate_parent_n (character): Optional input: name of intermediate parent company within the company structure that can be used for more granular mapping than the ultimate parent. Smaller values of n are closer to the direct_loantaker.
name_project (logical): Required input for loans with the flag_project_finance_loan = TRUE: Name of the project being financed.
name_ultimate_parent (character): Name of the ultimate parent company to which the borrower belongs. Can be the same as borrower.
sector_classification_direct_loantaker (double): Sector classification code of the direct loantaker.
sector_classification_input_type (character): Flag identifying if the sector classification code or character description is used.
sector_classification_system (character): Name of the sector classification standard being used.
Other demo datasets:
ald_demo,
co2_intensity_scenario_demo,
overwrite_demo,
region_isos_demo,
scenario_demo_2020
# NOT RUN {
head(loanbook_demo)
# }
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