loanbook_demo: A loanbook dataset for demonstration

In r2dii.data: Datasets to Measure the Alignment of Corporate Loan Books with Climate Goals

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

Format

An object of class tbl_df (inherits from tbl, data.frame) with 323 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.

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)

r2dii.data documentation built on Nov. 14, 2023, 1:09 a.m.