A loanbook dataset for demonstrationSource:
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/).
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.
head(loanbook_demo) #> # A tibble: 6 × 19 #> id_loan id_direct_loantaker name_direct_loa… id_intermediate… name_intermedia… #> <chr> <chr> <chr> <chr> <chr> #> 1 L1 C294 Yuamen Xinneng … NA NA #> 2 L2 C293 Yuamen Changyua… NA NA #> 3 L3 C292 Yuama Ethanol L… IP5 Yuama Inc. #> 4 L4 C299 Yudaksel Holdin… NA NA #> 5 L5 C305 Yukon Energy Co… NA NA #> 6 L6 C304 Yukon Developme… NA NA #> # … with 14 more variables: id_ultimate_parent <chr>, #> # name_ultimate_parent <chr>, loan_size_outstanding <dbl>, #> # loan_size_outstanding_currency <chr>, loan_size_credit_limit <dbl>, #> # loan_size_credit_limit_currency <chr>, sector_classification_system <chr>, #> # sector_classification_input_type <chr>, #> # sector_classification_direct_loantaker <dbl>, fi_type <chr>, #> # flag_project_finance_loan <chr>, name_project <lgl>, …