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r2dii.data (version 0.6.0)

loanbook_demo: A loanbook dataset for demonstration

Description

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://www.transitionmonitor.com/).

Usage

loanbook_demo

Arguments

Format

An object of class tbl_df (inherits from tbl, data.frame) with 283 rows and 13 columns.

Definitions

  • id_direct_loantaker (character): Borrower identifier unique to each borrower/sector combination in loanbook., * 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_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_system (character): Name of the sector classification standard being used.

See Also

data_dictionary

Other demo datasets: abcd_demo, co2_intensity_scenario_demo, overwrite_demo, region_isos_demo, scenario_demo_2020

Examples

Run this code
head(loanbook_demo)

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