March 28, 2019

Credit Card Portfolio of Hypothetical Accounts Data Definitions

Variable Mnemonic Description
Credit card type creditcardtype Credit card type:
1 is general purpose
2 is private label
Current credit limit currentcreditlimit Maximum dollar amount that may be borrowed on the account during the reporting month, as of month's end
Days past due dayspastdue Actual number of days the account is past due as of the current reporting month's cycle date
Product type producttype Product type:
1 is co-brand
2 is other
Month-end account status activeflag Whether the account has had any debit, credit, or balance activity in the last 12 months at month end:
0 is open and active
1 is other
Account origination year accountoriginationyear Year in which the original credit card was issued
Month-end close status monthendclosedrevokedflag Whether, in the current reporting month, the account is closed or revoked and has no further charging privileges:
0 is not closed
1 is closed
Refreshed credit score (FICO® Score)1 refreshedcreditscoreprimaryborrower The most recently updated credit score available for the primary account holder at origination using a commercially available credit bureau score
Cycle ending balance cycleendingbalance Total outstanding balance for the account at the end of the current month's cycle
Income at origination borrowerincome Borrower's income
Original credit limit originalcreditlimit Original credit limit
Interest rate at cycle end cycleendingretailapr Purchase APR

1 The Federal Reserve maps to FICO® Scores as an input to its credit card loss model because these scores are the most widely used commercially available credit scores in the historical data used for estimation.

Corporate Portfolio of Hypothetical Loans Data Definitions

Variable Mnemonic Description
Facility type facility_type_cat The type of credit facility:
1 is revolving
7 is term loan
0 is other
Credit rating rating Credit rating of obligor. Categories include AAA, AA, A, BBB, BB, B, CCC, CC, C, and D
Lien position lien_position_cat The type of lien:
1 is first-lien senior
2 is second-lien
3 is senior unsecured
4 is contractually subordinated
Interest rate variability interest_rate_variability Interest rate type:
0 is fully undrawn (interest rate not provided)
1 is fixed
2 is floating
3 is mixed
Industry naics_two_digit_cat Two-digit industry code based on 2007 NAICS definitions
Guarantor flag guarantor_flag Indicates the type of guarantee of the guarantor:
1 is full guarantee
2 is partial guarantee
3 is U.S. government agency guarantee
4 is no guarantee
Domestic obligor domestic_flag Equal to 1 if obligor is domiciled in the U.S.
Remaining maturity term Remaining term of the loan in months
Interest rate interest_rate Interest rate on credit facility
Committed exposure committed_exposure_amt Committed exposure in dollars
Utilized exposure utilized_exposure_amt Utilized exposure in dollars
Origination year orig_year Year loan was originated
Last Update: April 12, 2019