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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 321 rows and 19 columns.

Definitions

  • 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.

Examples

head(loanbook_demo)
#> # A tibble: 6 × 19
#>   id_loan id_direct_lo…¹ name_…² id_in…³ name_…⁴ id_ul…⁵ name_…⁶ loan_…⁷ loan_…⁸
#>   <chr>   <chr>          <chr>   <chr>   <chr>   <chr>   <chr>     <dbl> <chr>  
#> 1 L1      C294           Yuamen… NA      NA      UP15    Alpine…  225625 EUR    
#> 2 L2      C293           Yuamen… NA      NA      UP84    Eco Wa…  301721 EUR    
#> 3 L3      C292           Yuama … IP5     Yuama … UP288   Univer…  410297 EUR    
#> 4 L4      C299           Yudaks… NA      NA      UP54    China …  233049 EUR    
#> 5 L5      C305           Yukon … NA      NA      UP104   Garlan…  406585 EUR    
#> 6 L6      C304           Yukon … NA      NA      UP83    Earthp…  185721 EUR    
#> # … with 10 more variables: 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>,
#> #   lei_direct_loantaker <lgl>, isin_direct_loantaker <lgl>, and abbreviated
#> #   variable names ¹​id_direct_loantaker, ²​name_direct_loantaker, …