Alpha — Data requirements (bank upload)

1. Audience and purpose

You are assembling one book (one restatement of the bank’s credit-risk stock) at one as-of date. Alpha loads that book once, checks it, and calculates capital on it.

Send tabular files only: Parquet (preferred) or CSV. JSON and JSONL are not accepted bank inputs.

This page specifies reference data (product types, customer types, counterparty types, FX, legal entities, banking groups, solo / group perimeters) and volume data (customers, exposures, facilities, CRM, netting, ratings). Supervisor grids are not book files — see §11.

2. How to send a book

2.1 Folder

…/t=YYYY-MM-DD/<stock_id>/input/<stem>.parquet
# or the same stem with .csv

Piece	Meaning
`t=YYYY-MM-DD`	As-of date of the book. Date only, no time-of-day.
`<stock_id>`	Your restatement name (`pilot-2026q2`, …).
`input/`	Every bank table lives here.
`<stem>`	Table name (`customers`, `exposures`, `products`, …).

The folder path is the as-of and stock identity. Do not send manifest.json or bank_trees.json. Alpha writes envelope.json (file hashes and counts) after it reads your tables.

One extension per stem. If both .parquet and .csv exist for the same stem, Parquet wins.

2.2 Minimum files

bank_entities

Legal / booking entities

customers

Who owes or guarantees

exposures

The deals

Send with them whenever they apply: banking_groups, consol_scopes (named solo / group views), fx_rates (any non-base currency), products (if product_id is used), customer_types (CIF class).

Strongly expected for a complete credit book: facilities, ratings, CRM files, and netting files when you have derivatives or SFTs.

3. Formats

Bank upload = Parquet or CSV only. JSON is not an accepted bank input (no .json, no .jsonl). Git fixtures inside Alpha may still use JSONL; that is internal only.

Rule	Value
Encoding	UTF-8
CSV	RFC 4180; header = snake_case column names; comma separator; `"` quoting
Decimal	`.` (period). No thousands separators.
Boolean	`true` / `false`. Empty = null.
Dates	`YYYY-MM-DD` only. No time-of-day.
Amounts	64-bit float; at most 4 decimal places.
Percentages / ratios	0–1, not 0–100. CCF, LTV, `consol_pct`, PD, LGD.
Currency	ISO 4217 (`EUR`, `USD`).
Strings	Latin + Western European accents.
Empty cell	Null. Do not send `NA` or `-` for missing.
Many identifiers	One relationship is one row (§3.2). A list cell is still read for the columns held there: JSON array `["Loan","Revolver"]`, comma-separated `Loan,Revolver`, or a JSON array of objects. That cell is interchange.

M Mandatory · O Optional · C Conditional (see Notes).

3.2 One relationship, one row

Source systems store a parent identifier and each related identifier as separate records. A cell that holds a JSON array, or a comma-separated list of identifiers, is that relationship folded into one field. The upload model is the records: the header keeps the parent, and each related identifier is one row on an association table.

mitigants.provider_id is already one foreign key to customers.id. It stays one column.

banking_group_supervisors is read. Its rows compile into the supervisor list already on the banking group. The other tables in this section are not read yet. Calculate still sees their list cell. Those templates keep the cell until the row file is loaded. Send the list cell until then.

3.2.1 List columns on the current templates

Template	Column	Cell type today	One element	Target table
`facilities`	`eligible_product_ids`	list of `product_id`	One drawable product	`facility_products`
`facilities`	`eligible_product_weights`	list of float	Weight lined up with the product list	`weight` on that product row
`crm_scopes`	`exposure_keys`	list of deal keys	One exposure	`crm_scope_members`
`crm_scopes`	`customer_ids`	list of string	One customer, no descendants	`crm_scope_members` (`expand_descendants` empty)
`crm_scopes`	`tree_node_ids`	list of string	One customer plus descendants	`crm_scope_members` (`expand_descendants` true)
`crm_scopes`	`facility_ids`	list of facility keys	One facility root	`crm_scope_members`
`exposure_pools`	`product_ids`	list of `product_id`	One product in the pool	`exposure_pool_products`
`input_sets`	`members`	list of deal keys	One exposure in the set	`input_set_members`
`input_sets`	`member_prefixes`	list of strings	One deal-id prefix (a match rule)	`input_set_prefixes`

Already one row per relationship: banking_group_supervisors (read), consol_scope_members, customer_links, crm_links, netting_members, exposure_derivative_legs, intragroup_links, customer_aliases. An older banking_groups file may still send a supervisor_set_ids cell. When rows are also present, the rows are kept and the cell is reported.

3.2.2 Suggested tables

Natural key is the pair of identifiers, so the same child is not attached twice. Full columns are in Doc 51 §3.2.

Table	Replaces	One row
`banking_group_supervisors`	`supervisor_set_ids`	`group_id` + `supervisor_set_id`. `reporting_supervisor_set_id` stays on the header.
`facility_products`	`eligible_product_ids`, `eligible_product_weights`	`booking_entity_code` + `facility_agreement_id` + `product_id`, optional `weight`.
`crm_scope_members`	the four lists on `crm_scopes`	`scope_id` plus one target: a deal, a customer (`expand_descendants` for the group node), or a facility root. `crm_links` stays mitigant → target.
`exposure_pool_products`	`product_ids`	`pool_id` + `product_id`.
`input_set_members`	`members`	`set_id` + `booking_entity_code` + `deal_id`.
`input_set_prefixes`	`member_prefixes`	`set_id` + `deal_id_prefix`. A prefix is a match rule, not a foreign key.

4. File catalog

Reference / perimeter

Stem	Natural key	Role
`products`	`product_id`	Product catalogue. Volume rows store an index into this list.
`customer_types`	`customer_type_id`	Bank CIF / CRM class (`MassRetail`, `MidCorporate`, …).
`fx_rates`	`ccy` at this as-of	Stock FX observation Calculate should use.
`bank_entities`	`bank_entity_code`	Legal / booking entities. Parent via `parent_bank_entity_code`.
`banking_groups`	`group_id`	Consolidating group header. Table, not a JSON tree.
`banking_group_supervisors`	`group_id` + `supervisor_set_id`	One supervisor the group can be walked under. The reporting pin stays on the header.
`consol_scopes`	`scope_id`	Named view roots (group / sub-group / solo). Table.
`consol_scope_members`	`scope_id` + `bank_entity_code`	Per-view membership override. Send it only when the `bank_entities` tree cannot say it.

Volume

Stem	Natural key	Role
`customers`	`id`	Obligors, guarantors, issuers. Bank-chosen spelling.
`customer_links`	`child_id`	Counterparty hierarchy edges (child → parent).
`exposures`	`(booking_entity_code, deal_id)`	Deals / leaves.
`facilities`	`(booking_entity_code, facility_agreement_id)`	Credit-line tree.
`ratings`	`rating_id`	Grades on a customer or exposure.
`mitigants`	`mitigant_id`	Guarantees, CR derivs, financial collateral.
`crm_scopes`	`scope_id`	Optional pool a CRM covers.
`crm_links`	mitigant + target	Mitigant → exposure or scope.
`security_positions`	`position_id`	Collateral lots.
`netting_sets`	`netting_set_id`	Close-out netting / SFT header.
`netting_members`	set + deal	Set membership.
`exposure_derivatives`	same as exposure	Thin CCR extension.
`exposure_sfts`	same as exposure	Repo / reverse-repo / SBL.
`exposure_pools`	`pool_id`	Modeling-team PD/LGD pools.
`intragroup_links`	`link_id`	Matched pairs for elimination.
`input_sets`	`set_id`	Soft membership. Not the legal-entity tree.
`consolidation_measures`	subject + measure	Obligor sales / assets for SME tests.

5. Names that look similar and are not

Word	What you send	Not
Customer type	Bank CIF / CRM class in `customer_types`	Basel / CRE20 class
Supervisor class / CRE20 class	Mapped Basel class for one pack run. Pack `customer_class_map`, not a book field.	A column on `customer_types` or on the customer
Legal entity	`bank_entities` — who books	A customer (obligor)
Customer	Who owes or guarantees	A booking company
Banking group	`banking_groups` header	A login organisation
Consol scope	Named perimeter (solo / group)	Trading-book vs banking-book
Book / stock	The whole folder at as-of t	A trading book; a desk blotter

Bank side ≠ obligor side. A legal entity may also appear as a customer via optional customer_id on bank_entities. That is a pointer, not a second tree.

6. Reference data the bank supplies

Alpha will not invent product types, CIF classes, FX, or legal-entity perimeters from deals alone.

6.1 Product types — `products`

A product is a type of exposure the bank books (CreditCard, ResidentialMortgage, LetterOfCredit, Repo, …). It is a catalogue. Volume exposures store an index into this list, not a per-row CCF string.

Field	M/O/C	Type	Notes
`product_id`	M	string, unique	Natural key.
`label`	O	string	Display name. Defaults to `product_id`.
`default_exposure_type`	O	enum	Default `ONBS`.
`facility_drawable`	O	bool	`true` ⇒ may appear on `facilities.eligible_product_ids`.
`ccf_adv`	O	ratio 0–1	Bank own CCF estimate. Read only when the approach is AIRB (IRBA). STD and FIRB never use it.
`lgd_adv`	O	ratio 0–1	Bank own LGD. Priority when the approach is AIRB and the row is not on a retail pool.
`ofb_class`	O	string	Off-balance class. Supervisor CcfGrid `OFB_CLASS` key.

exposures.product_id → this list. STD and FIRB read the credit conversion factor from the supervisor grid keyed by ofb_class. A product with no class takes the pack fallback row, and the run logs it. STD and FIRB never read ccf_adv. AIRB takes ccf_adv first. AIRB also takes lgd_adv when the row is not on a retail pool. Do not paste a CCF onto every loan row.

6.2 Customer types

Customer type = the bank’s own CIF / CRM commercial class. Catalogue file customer_types. Examples: MassRetail, MassAffluent, MidCorporate, LargeCorporate, CorrespondentBank.

Supervisor class / CRE20 class is not a book field. At Calculate the supervisor pack customer_class_map maps the customer’s CIF code onto a CRE20 class and stores it on the result plane. Do not send a family or a Basel hint on customer_types.

`customer_types`

Field	M/O/C	Type	Notes
`customer_type_id`	M	string	Natural key.
`label`	O	string	Display name.

On the customer: customer_type (FK to this catalogue). Calculate looks that code up in the pack map.

6.3 Exchange rates — `fx_rates`

Send the stock observation at as-of t: the rates you want this book calculated with.

Field	M/O/C	Type	Notes
`ccy`	M	ISO 4217	Natural key at this as-of.
`rate_to_base`	M	float	Units of base per 1 unit of `ccy`. Base itself is `1.0`.
`base_ccy`	O	ISO 4217	Reporting / group currency (often `EUR`).
`as_of`	O	date	Should match the folder `t=`.
`version`	O	string	Optional restatement label.

Convert path: (1) stock fx_rates you upload here → (2) Market pack published FX (Doc 23) if the stock has no row. A currency in neither is DQ_FX_MISSING; the supervisor pack carries no FX. Do not mix these. Duplicate ccy at the same as-of → DQ_REF_DUP; consumers block.

If every amount is already in the base currency you may omit this file. Otherwise send a row for each used code and the base.

6.4 Legal entities — `bank_entities`

A legal entity is a booking / consolidating node on the bank side. It is not a Customer. Parent tree: parent_bank_entity_code on the same table. There is no bank_trees.json for the bank to send.

Field	M/O/C	Type	Notes
`bank_entity_code`	M	string	Natural key (`BE-PARIS`).
`group_id`	M	string FK	→ `banking_groups`.
`name`	M	string	Legal name.
`lei`	O	string
`jurisdiction`	M	ISO country
`institution_kind`	M	enum	`bank` `insurance` `investment_firm` `holding` `other`.
`entity_role`	M	enum	`parent` `sub` `branch` `booking_entity`.
`parent_bank_entity_code`	C	string FK	Empty on the group root. Must exist otherwise. No cycles.
`consol_method`	M	enum	`full` `proportional` `not_consolidated`.
`consol_pct`	C	ratio 0–1	Mandatory when `consol_method = proportional`.
`customer_id`	O	string FK	If this LE also appears as a party (`customers.id`).

Every exposure must have booking_entity_code pointing here (BookedOn). Missing booking entity is blocking.

6.5 Sets for conso vs solo — `banking_groups` + `consol_scopes`

These are perimeters, not a trading-book vs banking-book split. Send them as tables (Parquet or CSV). A CalculationSet pins a ConsolScope, a solo legal entity, or a group root. It does not copy the book.

`banking_groups`

Field	M/O/C	Type	Notes
`group_id`	M	string	Natural key.
`name`	M	string
`reporting_supervisor_set_id`	O	string	Default supervisor pin. Not a grid file.

Supervisors the same stock can be walked under are banking_group_supervisors, one row each. An older file may still carry a supervisor_set_ids list cell. Ingest still reads that cell. When the association file also names supervisors for that group, the rows are kept and the cell is reported.

`banking_group_supervisors`

One supervisor the group can be walked under is one row. reporting_supervisor_set_id stays on the header.

Field	M/O/C	Type	Notes
`group_id`	M	string FK	→ `banking_groups.group_id`.
`supervisor_set_id`	M	string	Supervisor pack id. Not a grid file.

Natural key (group_id, supervisor_set_id). A second row for the same pair, an empty key, or a group_id that is not on banking_groups is rejected with its reason and reported in Data Quality. The rows compile into the supervisor list already on the group.

`consol_scopes`

Field	M/O/C	Type	Notes
`scope_id`	M	string	`VIEW-GROUP`, `VIEW-SOLO-FR`.
`group_id`	M	string FK	→ `banking_groups`.
`root_bank_entity_code`	M	string FK	Walk starts here.
`label`	M	string	`Group consolidated`, `Solo France`.
`supervisor_set_id`	O	string	Optional override for this view.

Group view — root = holdco; children enter by consol_method (full weight 1, proportional × consol_pct, not_consolidated stay in the tree but out of the view). Solo — root = that booking entity. Do not invent synthetic legal entities to mean “this calculation”.

BankingGroup AURELIA-GROUP
  └── BE-HOLDCO     parent, holding
        ├── BE-FR             booking entity (books deals)
        └── BE-NL             booking entity
consol_scopes: VIEW-GROUP (BE-HOLDCO), VIEW-SOLO-FR, VIEW-SOLO-NL

`consol_scope_members`

Send this only when you need it. consol_method / consol_pct on bank_entities give one tree and one weight per entity, which is enough whenever every view weights an entity the same way. It is not enough when the same entity is full in one view, proportional in a second and out of a third — a joint venture at 50 % for the group and 100 % in a national sub-consolidation, or an entity a second regulatory perimeter draws outside the line.

Field	M/O/C	Type	Notes
`scope_id`	M	string FK	→ `consol_scopes`.
`bank_entity_code`	M	string FK	→ `bank_entities`. Must belong to the scope's `group_id`.
`consol_method`	M	enum	`full` · `proportional` · `not_consolidated`.
`consol_pct`	C	decimal 0–1	Required when `consol_method = proportional`.

The tree under the scope's root still generates the membership; each row overrides the one entity it names and leaves the rest of the walk alone. not_consolidated takes that entity out of this view only, so taking an entity out is always written down and a short list never narrows a view by omission. One row per (scope_id, bank_entity_code): a second row, a row naming an entity of another banking group, or a row naming an entity or scope that does not exist is rejected with its reason and reported in Data Quality.

consol_scope_members:   # only where a view differs from the tree
  VIEW-GROUP  BE-JV50  proportional 0.50
  VIEW-NAT    BE-JV50  full

7. Volume tables

7.1 `customers`

Field	M/O/C	Type	Notes
`id`	M	string	Natural key. Bank-chosen spelling (an LEI may sit inside `id`; Calculate does not require LEI).
`legal_name`	M	string
`customer_type`	C	string FK	→ `customer_types`. Calculate maps this through the pack.
`country`	M	ISO country	Immediate party country.
`sector`	O	string

7.1a `customer_links`

Field	M/O/C	Type	Notes
`child_id`	M	string FK	→ `customers.id`. One parent per child.
`parent_id`	M	string FK	→ `customers.id`. Immediate parent.

Hierarchy is not on the customer row. No tree_id: one forest via these links. A CRM group cover targets a parent id and expands descendants.

7.2 `exposures`

Field	M/O/C	Type	Notes
`booking_entity_code`	M	string FK	BookedOn. Blocking if missing.
`deal_id`	M	string	Unique with booking entity.
`customer_id`	M	string FK	Obligor → `customers.id`. Missing → reject.
`facility_agreement_id`	O	string	With booking entity → facilities.
`drawn_amount`	M	amount	Instrument currency.
`currency`	M	ISO 4217
`exposure_type_src`	M	enum
`product_id`	C	string FK	→ `products`.
`exposure_pool_id`	C	string FK	Retail book → modeling-team pool.
`intragroup_candidate`	O	bool	Default `false`.
`related_bank_entity_code`	O	string FK
`elimination_class`	O	string
`sl_subtype`	C	enum	Alias `sl_type`. Required for SL.
`sl_treatment`	O	enum	`SL_SLOTTING` `SL_IRB` `SL_STD`.
`slot_grade`	O	string	Alias `sl_slot_grade`.
`residual_maturity_years`	O	float
`ltv`	O	ratio 0–1	Not percent.
`preferential`	O	bool	Alias `sl_preferential`.
`re_bucket`	O	enum	`rre` `cre` `adc` `other_re`.
`adc_flag`	O	bool
`specific_provision`	O	amount	Empty ≠ 0.
`write_off`	O	amount
`value_adjustment`	O	amount

7.3 `facilities`

Field	M/O/C	Type	Notes
`booking_entity_code`	M	string FK
`facility_agreement_id`	M	string
`parent_facility_agreement_id`	O	string	No cycles.
`facility_style`	M	enum	`none` `committed` `revolving`.
`limit_amount`	M	amount
`currency`	M	ISO 4217
`eligible_product_ids`	C	list	Required when residual undrawn > 0. Target rows: `facility_products` (§3.2).
`eligible_product_weights`	O	list	Parallel to ids. Target: `weight` on that product row.
`undrawn_product_id`	O	string FK
`undrawn_product_policy`	O	enum
`ead_role`	O	enum	`leaf` `aggregate`.

7.4 `ratings`

Field	M/O/C	Type	Notes
`rating_id`	M	string
`subject_type`	M	enum	`customer` `exposure` `security`.
`subject_id`	M	string	`LEI:…` or `SCHEME:code` or `BE-PARIS/LN-1` or `SEC-OAT-2031`.
`source`	M	enum	`external` `internal`.
`agency`	O	string
`system_id`	M	string
`grade_raw`	M	string
`grade_normalised`	O	string
`pd_implied`	O	ratio 0–1
`valid_from` / `valid_to`	O	date

7.5 CRM

`mitigants`

Field	M/O/C	Type	Notes
`mitigant_id`	M	string
`type`	M	enum	`guarantee` `cr_deriv` `financial_collateral` `sft_collateral` `onbs_netting`. Alias `mitigant_type`.
`provider_id`	C	FK → customers.id	Required for `guarantee` and `cr_deriv`. Guarantor must be a Customer. Legacy `provider_lei` / party pair still accepted on ingest.
`scope_id`	O	string FK
`position_id`	O	string FK	Collateral lot.
`amount_or_value`	M	amount
`currency`	M	ISO 4217
`priority`	O	integer	Default 0.
`collateral_class`	O	string

`crm_links`

Field	M/O/C	Type	Notes
`mitigant_id`	M	string FK
`scope_id`	C	string FK	Either a scope or a deal.
`booking_entity_code` + `deal_id`	C	string	One exposure.

`security_positions`

Field	M/O/C	Type	Notes
`position_id`	M	string
`isin`	M	string
`market_value`	M	amount
`currency`	M	ISO 4217
`mitigant_id`	M	string FK	→ `mitigants`.

7.6 Netting

`netting_sets`

Field	M/O/C	Type	Notes
`netting_set_id`	M	string
customer LEI / party	C	FK	Counterparty.
`booking_entity_code`	M	string FK
`agreement_type`	O	enum	`ISDA` `GMRA` `GMSLA` `CSA` `OTHER`.
`set_type`	O	enum	`deriv` `sft` `mixed`.
`formula_id`	O	enum	`CEM` `SA_CCR`.
`legal_netting_flag` / `close_out_netting`	O	bool
`set_ccy` / CSA / haircut fields	O	see Doc 51	Do not send hedging-set master data.

`netting_members`

Field	M/O/C	Type	Notes
`netting_set_id`	M	string FK	Source of truth for membership.
`booking_entity_code`	M	string
`deal_id`	M	string	Must exist on `exposures`.

`exposure_derivatives`

Field	M/O/C	Type	Notes
`booking_entity_code` + `deal_id`	M	same as exposure
`netting_set_id`	O	string FK	Also seeds a member if missing.
`cem_asset_class` / `asset_class`	O	enum	`IR` `FX` `GOLD` `EQUITY` `PRECIOUS_METAL` `OTHER_COMM` `CREDIT`.
`notional` / `current_mv`	M	amount
`residual_maturity_years`	M	float
`currency` / `quote_currency` / `issuer` / `reference_name` / `commodity_group`	O
`written_off`	O	bool
`direction`	O	enum	`pay` `receive` `buy` `sell` `buy_protection` `sell_protection`. Which side of the trade you are on; on an option send `buy` / `sell`. SA-CCR signs the effective notional with it, so two offsetting trades in one hedging set cancel; without it they add.
`start_date`	O	date	Start of the trade's risk period — SA-CCR `S`, and the exercise date on an option. A trade already running sends its original start. Empty = no supervisory duration.
`option_type` / `strike` / `underlying_price` / `implied_vol`	C	enum · number	Option terms, on this same file. `call` or `put` plus all three numbers — a supervisory delta cannot be formed from a subset. Empty on a linear trade.

Frozen target columns and tables

Some columns, and the securities and customer_aliases tables, are in this contract ahead of the calculation that reads them. They are accepted, stored and link-checked today, and they move no number in this release. Mapping a column is the slow part of onboarding, not storing it — sending them now means your book already carries what the calculation will need, with no second mapping exercise. The engine-side register is Doc 65.

What	Where	What is still owed
`drawn_amount_basis`	`exposures` / `manifest.csv`	Whether your balance already includes accrued interest or fees. Until Alpha reads it, it cannot catch an EAD formula that counts them twice — check the basis yourself before asking for an additive formula.
`start_date` / `trade_date`	`exposures`	Vintage / cohort reporting; original-maturity CCF variants.
`security_id` / `quantity`	`security_positions`, `exposure_sfts`	The supervisory haircut keyed on issuer class × residual maturity × credit quality. Today Alpha uses the haircut you send.
`securities`	table	The security catalogue those keys point at. Loaded and shown in the Browser; no calculation reads it.
`customer_aliases`	table	Merging two spellings of one obligor. Loaded and not applied: two ids stay two customers.

`exposure_derivative_legs`

Only for a trade with more than one leg — a cross-currency swap, a multi-leg structure. A single-leg trade sends nothing here: its exposure_derivatives row already is its leg. A leg is not a second deal: the trade stays one row in the results, with one obligor, one netting-set membership and one market value.

Field	M/O/C	Type	Notes
`booking_entity_code` + `deal_id`	M	same as exposure	The deal must also carry an `exposure_derivatives` row.
`leg_no`	M	integer	Unique inside the deal. A repeat is reported and the first wins.
`leg_type`	O	enum	`fixed` `float`. Describes the leg; it does not pick the hedging set.
`direction`	O	enum	This leg's side. Empty takes the trade's.
`asset_class`	O	enum	The leg's own class when it differs from the trade's — the FX leg of a cross-currency swap. Empty takes the trade's.
`currency` / `notional`	M	ISO 4217 · amount	This leg's own currency and notional. The currency pair is read from the other leg.
`start_date` / `maturity_date` / `residual_maturity_years`	O	date · float	This leg's own `S` and `E`. Empty takes the trade's.

Each leg becomes one effective notional in its own hedging set; the trade's market value is counted once. Alpha does not invent a contribution you did not send — a cross-currency swap that should carry two interest-rate legs and an FX pair sends three legs, and a trade whose legs span two currencies with no FX leg is reported rather than silently given one.

`exposure_sfts`

Field	M/O/C	Type	Notes
`booking_entity_code` + `deal_id`	M
`direction`	O	string	`repo` …
`cash_leg` / `security_value`	M	amount
`haircut_e` `haircut_c` `haircut_fx`	O	ratio
`residual_maturity_years` / `currency` / `netting_set_id`	O

7.7 `exposure_pools`

Field	M/O/C	Type	Notes
`pool_id`	M	string
`description`	M	string
`pd` / `lgd`	M	ratio 0–1
`retail_product_hint`	O	enum	`qrre` `mortgage` `student_loan` `tax_loan` `other`.
`product_ids`	O	list	Target rows: `exposure_pool_products` (§3.2).

7.8 `intragroup_links`

Field	M/O/C	Type	Notes
`link_id`	M	string
`booking_entity_code_a` + `deal_id_a`	M		Leg A.
`booking_entity_code_b` + `deal_id_b`	O		Leg B.
`link_role`	M	string	`loan_deposit` …
`match_status`	M	string	`matched` …

7.9 `input_sets`

Soft membership only (portfolio, IRB permission). Not the legal-entity tree and not trading-book vs banking-book.

Field	M/O/C	Type	Notes
`set_id`	M	string
`set_type`	M	enum	`portfolio` `book` `irb_permission` …
`name`	M	string
`method`	O	enum	`STD` `FIRB` `AIRB` …
`members` / `member_prefixes`	O	list	Target rows: `input_set_members` and `input_set_prefixes` (§3.2).

7.10 `consolidation_measures`

Field	M/O/C	Type	Notes
`subject_id`	M	string	Customer key spelling.
`measure`	M	enum	`sales` `total_assets`.
`amount`	M	amount
`currency`	M	ISO 4217
`scope`	O	string

8. Relationships / entity diagram

Typed links after ingest. An edge is not a fourth file you send — it is implied by the columns. This page draws the diagram. Boxes show the natural key (PK) and the columns that make the edges (FK). Lines carry crow’s-foot marks and (1,1) (1,n) (0,1) (0,n). Drag a box to rearrange. − and + change the drawing sheet (A4 through A0). The rotate glyph switches portrait and landscape. The expand glyph fills the browser with the diagram and scales it to that space; the same glyph, or Escape, returns the size the diagram had on the page. Zoom changes how large the ink looks. Show / hide tables. Save my view keeps this browser’s layout, including the sheet. Download my view writes a .drawio of that layout. The full field list is Structure. It is a picture of your files, not a second copy of the book in memory.

Show / hide tables

Loading entity diagram…

Banking groups and legal entities book the deals; customers owe. Products, customer types, and FX rates are catalogues the volume rows point at. consol_scopes name a view root on the legal-entity tree — they are not extra companies.

Relation	From → To	Cardinality	Your column
`BookedOn`	BankEntity → Exposure	(1,1) — (1,n)	`exposures.booking_entity_code` (required)
`ObligorOf`	Customer → Exposure	(1,1) — (1,n)	customer LEI / party
`ChildOfFacility`	Facility → Exposure	(1,1) — (0,n)	`facility_agreement_id`
`ParentOfFacility`	Facility → Facility	(1,1) — (0,n)	`parent_facility_agreement_id`
`ChildOfBankEntity`	BankEntity → parent	(1,1) — (0,n)	`parent_bank_entity_code`
ConsolScope root	ConsolScope → BankEntity	(0,n) — (1,1)	`root_bank_entity_code`
Product index	Product → Exposure	(1,1) — (0,n)	`product_id`
`MemberOfExposurePool`	ExposurePool → Exposure	(1,1) — (0,n)	`exposure_pool_id`
`ProvidedBy`	Customer → Mitigant	(1,1) — (0,n)	provider LEI / party
`MemberOfNetting`	Exposure → NettingSet	(0,n) — (0,n)	`netting_members`

9. Constraints

Rule	Effect
Unique natural keys in a table at this as-of	Duplicate → reject sibling + `DQ_REF_DUP`
`booking_entity_code` on every exposure	Missing → block
Obligor on every exposure	Missing → reject `missing_obligor`
FKs must resolve	`DQ_BROKEN_LINK`
No parent cycles (LE / facility)	Reject / DQ
`consol_pct` in 0–1 when proportional	Else DQ
Guarantor / CR-deriv provider is a Customer	`DQ_REQUIRED` / `DQ_BROKEN_LINK`
Facility with residual undrawn has eligible products	`DQ_FACILITY_NO_PRODUCT`
Enumerations in §10	Unknown → `DQ_ENUM`
One FX row per currency at t	Duplicate → consumers block
Percentages 0–1; amounts ≤ 4 dp	Out of range / rounded at ingest

Alpha never overwrites your input files.

10. Enumerations

List	Values
Counterparty type	`BANK` `CORP` `SME` `GOV` `PSE` `RETAIL` `NBFI` `MULTILATERAL` `INDIVIDUAL`
Exposure type	`ONBS` `OFFBS` `DERIV` `SFT` `RRE` `CRE` `SL` `EQUITY` `SECURITISATION` `OTHER`
SL subtype	`SL_PF` `SL_OF` `SL_CF` `SL_IPRE` `SL_HVCRE`
SL treatment	`SL_SLOTTING` `SL_IRB` `SL_STD`
Method	`STD` `FIRB` `AIRB` `SL_SLOTTING` `SL_STD`
Facility style	`none` `committed` `revolving`
Institution kind	`bank` `insurance` `investment_firm` `holding` `other`
Entity role	`parent` `sub` `branch` `booking_entity`
Consol method	`full` `proportional` `not_consolidated`
CRM type	`guarantee` `cr_deriv` `financial_collateral` `sft_collateral` `onbs_netting`
RE bucket	`rre` `cre` `adc` `other_re`
CEM asset class	`IR` `FX` `GOLD` `EQUITY` `PRECIOUS_METAL` `OTHER_COMM` `CREDIT`
Trade direction	`pay` `receive` `buy` `sell` `buy_protection` `sell_protection`
Option type	`call` `put`
Leg type	`fixed` `float`
Netting agreement	`ISDA` `GMRA` `GMSLA` `CSA` `OTHER`
CCR formula	`CEM` `SA_CCR`

11. What Alpha does not take from the bank as book files

You might think to send	Actually
SupervisorSet grids (RW, CCF, haircut, CEM add-on, …)	Explorer → Supervisor. Not `input/`.
Market pack (published FX)	Explorer → Market. Distinct from stock `fx_rates`.
Hedging-set register	SA-CCR computes hedging sets.
CalculationSet recipe	Chosen at Calculate. Not a book table.
`manifest.json` / `envelope.json`	Folder path carries as-of and stock_id. Alpha writes the envelope.
Nested JSON trees	Parent columns on tables. Consol views are `consol_scopes` tables.
Trading-book vs banking-book flag	Out of engine scope.

12. Templates (Excel + CSV)

Header-only files — not example rows. Fill them; save as CSV (UTF-8) or convert to Parquet. Do not rename columns. Dashboard Data → Structure shows each table’s natural key, field list, and constraints.

Download Excel template is a workbook with two sheets: input (the upload header) and structure (the same field dictionary as this page — role, natural key, when to send, constraints, M/O/C, Field / Key / Type / Notes). The workbook is a fill-in aid. Do not upload it — bank send is still Parquet or CSV.

These files are already on this server (same copy as git). Open a name to see its fields, keys, and M/O/C on the Structure tab. CSV saves the header to Downloads — copy it into the book’s input/. You do not pull from git first.

Index: templates/.

products · CSV
customer_types · CSV
fx_rates · CSV
bank_entities · CSV
banking_groups · CSV
banking_group_supervisors · CSV
consol_scopes · CSV
customers · CSV
exposures · CSV
facilities · CSV
ratings · CSV
mitigants · CSV
crm_scopes · CSV
crm_links · CSV
security_positions · CSV
netting_sets · CSV
netting_members · CSV
exposure_derivatives · CSV
exposure_sfts · CSV
exposure_pools · CSV
intragroup_links · CSV
input_sets · CSV
consolidation_measures · CSV

Appendix A — Relationships

Picture of your files, not a second copy of the book in memory.

Bank side (who books / consolidates)          Obligor side (who owes)
  banking_groups                             customers
       │                                      │
  bank_entities ──parent──► bank_entities     customer_types (CIF class)
       │                                      │
       │ BookedOn                             │ ObligorOf
       ▼                                      │
  exposures ◄──────── facility ───────────────┘
       │
       ├─ product_id → products
       ├─ exposure_pool_id → exposure_pools
       ├─ CRM ProvidedBy → customers (guarantor)
       └─ netting_members → netting_sets

consol_scopes name a root on the bank-entity tree (solo / sub / group). They are not extra companies.

Registry	Natural key
BankEntity	`bank_entity_code`
BankingGroup	`group_id`
ConsolScope	`scope_id`
Customer	`id` (bank-chosen spelling)
CustomerType	`customer_type_id`
Product	`product_id`
Facility	`(booking_entity_code, facility_agreement_id)`
Exposure	`(booking_entity_code, deal_id)`
FxRate	`ccy` at this as-of

1. Audience and purpose

2. How to send a book

2.1 Folder

2.2 Minimum files

3. Formats

3.2 One relationship, one row

3.2.1 List columns on the current templates

3.2.2 Suggested tables

4. File catalog

Reference / perimeter

Volume

5. Names that look similar and are not

6. Reference data the bank supplies

6.1 Product types — products

6.2 Customer types

customer_types

6.3 Exchange rates — fx_rates

6.4 Legal entities — bank_entities

6.5 Sets for conso vs solo — banking_groups + consol_scopes

banking_groups

banking_group_supervisors

consol_scopes

consol_scope_members

7. Volume tables

7.1 customers

7.1a customer_links

7.2 exposures

7.3 facilities

7.4 ratings