ISDA SA-CCR CRIF File Specifications

The ISDA^® SA-CCR CRIF file format is designed to facilitate the exchange of counterparty credit risk information between market participants and regulatory authorities. It provides a structured and consistent format for reporting key data elements related to derivative transactions and their associated counterparty credit risk.

The ISDA SA-CCR CRIF file typically includes information such as:

• Trade-level data — This data includes details about the derivative contracts, such as trade identifiers, product type, adjusted notional amount, maturity, and valuation.

• Counterparty data — This data includes information about the counterparties involved in the transactions, such as legal entity identifiers (LEIs), names, addresses, and credit ratings.

• Risk data — This data includes information related to the calculation of counterparty credit risk, such as supervisory deltas and netting sets.

• Collateral data — This data includes information about any collateral posted or received in relation to the derivative transactions, such as collateral type, amount, and haircuts.

The ISDA SA-CCR CRIF file format is based on industry-standard data formats, such as XML (eXtensible Markup Language) or CSV (comma-separated values). It follows a predefined schema that specifies the structure and data elements required for reporting counterparty credit risk exposures under the SA-CCR framework. For more information on the ISDA SA-CCR CRIF file format, see A Standard for Risk Data.