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A loanbook dataset for demonstration

Source: R/loanbook_demo.R
loanbook_demo.Rd

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

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

head(loanbook_demo)
#> # A tibble: 6 × 13
#>   id_loan id_direct_loantaker name_direct_loantaker id_ultimate_parent
#>   <chr>   <chr>               <chr>                 <chr>             
#> 1 L1      C294                Vitale Group          UP15              
#> 2 L2      C293                Moen-Moen             UP84              
#> 3 L3      C292                Rowe-Rowe             UP288             
#> 4 L4      C299                Fadel-Fadel           UP54              
#> 5 L5      C305                Ring AG & Co. KGaA    UP104             
#> 6 L6      C304                Kassulke-Kassulke     UP83              
#> # ℹ 9 more variables: 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_direct_loantaker <chr>, lei_direct_loantaker <chr>,
#> #   isin_direct_loantaker <chr>