Data Dictionary - Credit Benchmark Docs

Field-by-field reference for all available CB data, organized by access level. Use this page to look up field names, schemas, examples, and entitlement requirements.

If you want to see exactly which fields are available to your account via the API, call GET /analytics/v2/metadata/columns — it returns your entitled fields, data types, and entitlement flags directly.

Data specifications

Available fields within the data API function are categorized below by type for quick reference.

Standard Fields
Entitlement Fields

Entity Identification

Field Name	Schema	Example	Definition
`CB_ID`	String	`"CB0000000121"`	Credit Benchmark’s unique identifier for the Risk Entity
`CB_Legal_Name`	String	`"JPMorgan Chase & Co."`	Legal name of the risk entity as recorded in Credit Benchmark’s systems
`CB_LEI`	String	`"5493000X0X4X4X4X4X4X"`	The legal entity identifier is a unique ID provided to global entities
`CB_PrimaryEquity_ISIN`	String	`"US46625H1005"`	International Securities Identification Number, a unique identifier for securities
`CB_PrimaryEquity_Ticker`	String	`"JPM"`	Stock ticker symbol for publicly traded entities
`CB_Ultimate_Parent_CBId`	String	`"CB0000000121"`	Credit Benchmark’s unique identifier for the ultimate parent entity
`CB_Ultimate_Parent_Legal_Name`	String	`"JPMORGAN CHASE & CO"`	Legal name of the ultimate parent entity
`CB_Ultimate_Parent_Country`	Categorical	`"United States"`	Country of risk of the ultimate parent entity

Industry Classification

Field Name	Schema	Example	Definition
`CB_Entity_Type`	Categorical	`"Corporates"`	The type of the risk entity as defined by the Credit Benchmark
`CB_Entity_Sub_Type`	Categorical	`"Corporates"`	The sub-type of the risk entity as defined by the Credit Benchmark
`CB_Industry`	Categorical	`"Financials"`	The industry of the risk entity as defined by the Credit Benchmark
`CB_Super_Sector`	Categorical	`"Financials"`	The SuperSector of the risk entity as defined by the Credit Benchmark
`CB_Sector`	Categorical	`"Banks"`	The sector of the risk entity as defined by the Credit Benchmark
`CB_Sub_Sector`	Categorical	`"Diversified Banks"`	The SubSector of the risk entity as defined by the Credit Benchmark

Geographic Classification

Field Name	Schema	Example	Definition
`CB_Country`	Categorical	`"United States"`	The country of risk of the risk entity as defined by the Credit Benchmark
`CB_Country_ISO`	Categorical	`"US"`	The ISO Code of the country of risk of the risk entity as defined by the Credit Benchmark
`CB_Country_of_Domicile`	Categorical	`"United States"`	Country of domicile
`CB_Subdivision`	Categorical	`"New York"`	Subdivision of the country of risk (e.g., US State, Canadian Province)
`CB_Subdivision_Name`	Categorical	`"New York"`	Subdivision display name for the country of risk
`CB_Subdivision_ISO`	Categorical	`"US-NY"`	ISO 3166-2 code for the subdivision of the country of risk
`CB_Subdivision_Region`	Categorical	`"Northeast"`	Regional classification of the subdivision (e.g., US Census Region)
`CB_Region`	Categorical	`"North America"`	The region of the risk entity as defined by the Credit Benchmark
`CB_Region_Group`	Categorical	`"Developed Markets"`	High-level regional grouping used in Credit Benchmark geographic classification

Entity Characteristics

Field Name	Schema	Example	Definition
`CB_Entity_Structure`	Categorical	`"Parent"`	Entity structure classification
`CB_CRA_Rated`	Categorical	`"Rated"`	Whether the entity has an external CRA rating
`CB_Public_Company`	Boolean	`true`	Whether the risk entity is a public company (1) or a private company (0)

Core CCR Fields

Field Name	Schema	Example	Definition
`CB_Effective_Date_ID`	UInt32	`20241201`	Effective date identifier
`CB_Effective_Date`	Date	`2024-12-01`	The date the data record is effective for
`CB_CCR_100_PDMid`	Float64	`0.008`	The Credit Benchmark Consensus Rating as a 100-point scale mapped to its equivalent midpoint PD
`CB_CCR_100_PDMid_Log`	Float64	`-4.83`	Log of 100-point scale PD midpoint
`CB_CCR_21_PDMid`	Float64	`0.012`	The Credit Benchmark Consensus Rating as a 21-point scale mapped to its equivalent midpoint PD
`CB_CCR_100_Notch`	Int8	`8`	The Credit Benchmark Consensus Rating as a 100-point scale
`CB_CCR_21_Notch`	Int8	`8`	The notch value corresponding to the Consensus Credit Rating
`CB_CCR`	Enum	`"AA-"`	The Credit Benchmark Consensus Rating as a 21-point scale
`CB_IG_HY`	Categorical	`"investment_grade"`	Entities with a `CB_CCR` of bbb- or above are considered Investment Grade, whereas entities rated bb+ or below are considered High Yield

CCR Distribution

Field Name	Schema	Example	Definition
`CB_CCR_RSD`	Float32	`0.15`	Relative Standard Deviation is a measure of the dispersion of the contributions used to make up the Consensus Credit Rating, rounded to 1 decimal place
`CB_CCR_Standard_Deviation`	Float32	`0.15`	Standard deviation of the contributions used to make up the Consensus Credit Rating
`CB_CCR_Skew`	Float32	`0.05`	The skewness is a measure of the asymmetry of the distribution of PD estimates used to make up the Consensus rating. Values between -0.5 and 0.5 will not be provided
`CB_CCR_Agreement_Indicator`	Categorical	`"high"`	Based on unrounded `CB_CCR_RSD`, when `CB_CCR_RSD` < 0.6 then “High”, when `CB_CCR_RSD` >= 0.6 AND < 1.1 then “Medium”, when `CB_CCR_RSD` >= 1.1 THEN “Low”
`CB_CCR_Outlier_Indicator`	Categorical	`"balanced"`	Based on unrounded `CB_CCR_Skew`; when `CB_CCR_Skew` < -1 then “Optimistic”, when `CB_CCR_Skew` >= -1 and < 1.6 then “Balanced”, when `CB_CCR_Skew` >= 1.6 THEN “Pessimistic”
`CB_CCR_Max`	Enum	`"A"`	Maximum observation (i.e. highest credit quality) used within the Consensus Rating
`CB_CCR_Max_Notch`	Int8	`11`	Maximum CCR notch
`CB_CCR_Min`	Enum	`"A-"`	Minimum observation (i.e. lowest credit quality) used within the Consensus Rating
`CB_CCR_Min_Notch`	Int8	`12`	Minimum CCR notch
`CB_CCR_Contributor_Count`	Categorical	`"5"`	Number of contributions for a particular legal entity. “MIN” depth indicates that there are less than 5 contributions
`CB_CCR_Source`	Categorical	`"Consensus"`	Indication of the underlying data used within the Credit Benchmark calculations, Consensus or Implied

Rating Change Indicators

Field Name	Schema	Example	Definition
`CB_CCR_Opinion_Change_Indicator`	Categorical	`"Stable"`	Opinion indicator based on month-on-month movement of underlying observations: Improving (net upgrades), Deteriorating (net downgrades), or Stable (no material change)
`CB_CCR_Opinion_Change_Indicator_Numeric`	Int8	`-1`	Numeric opinion change indicator
`CB_CCR_Rating_Change_1M`	Int8	`0`	Change in CCR notch over the previous 1 month; positive values indicate upgrades, negative values indicate downgrades, 0 indicates no change
`CB_CCR_Rating_Change_3M`	Int8	`-1`	Change in CCR notch over the previous 3 months (same convention as `CB_CCR_Rating_Change_1M`)
`CB_CCR_Rating_Change_6M`	Int8	`-1`	Change in CCR notch over the previous 6 months (same convention as `CB_CCR_Rating_Change_1M`)
`CB_CCR_Rating_Change_9M`	Int8	`-2`	Change in CCR notch over the previous 9 months (same convention as `CB_CCR_Rating_Change_1M`)
`CB_CCR_Rating_Change_12M`	Int8	`-2`	Change in CCR notch over the previous 12 months (same convention as `CB_CCR_Rating_Change_1M`)

Client Data (Requires Contributing Client Status)

Field Name	Schema	Example	Definition
`Client_Legal_Name`	String	`"Client Bank Corp"`	Client entity name
`Client_Primary_Identification_Code`	String	`"CLIENT123"`	Client’s primary identifier for the entity
`Client_Industry`	Categorical	`"Financials"`	Client industry classification
`Client_Entity_Type`	Categorical	`"financial_institution"`	Client entity type
`Client_PD_Estimate`	Float64	`0.025`	Client through-the-cycle probability of default
`Client_PD_Estimate_Log`	Float64	`-3.69`	Log of Client TTC PD
`Client_Rating_CB_Scale`	Enum	`"A-"`	Client rating on CB scale
`Client_Rating_CB_Scale_Notch`	Int8	`12`	Client rating notch on CB scale
`CB_Rating_Ex_Client_CB_Scale`	Categorical	`"A"`	Ex-Client rating on CB scale
`CB_CCR_Client_Master_Scale`	String	`"Internal Grade 6"`	Consensus Credit Rating mapped to the client’s master scale
`Client_Rating_Client_Scale`	Categorical	`"Internal Grade 6"`	Client rating on the client scale
`CB_Rating_Ex_Client_Client_Scale`	Categorical	`"Internal Grade 5"`	Ex-Client rating on the client scale
`Client_Rating_Client_Scale_Notch`	Int8	`12`	Client rating notch on the client scale
`CB_Rating_Ex_Client_Client_Scale_Notch`	Int8	`11`	Ex-Client rating notch on the client scale
`Client_Rating_Client_Scale_Normalised_Notch`	Int8	`12`	Client rating notch normalized to the master scale
`Client_Scale_Normalised_Rating`	Enum	`"A-"`	Client rating normalized to the CB scale
`Client_Rating_Client_Scale_Name`	Categorical	`"Internal Grade 6"`	Client rating label on the client scale
`Client_Log_TTC_PD_Change`	Float64	`0.05`	Client log TTC PD change
`ClientLogTTCPDChangePublishAdjusted`	Float64	`0.03`	Client log TTC PD change published
`Client_Opinion_Change_Indicator_Numeric`	Int8	`1`	Client opinion change indicator numeric
`CB_Opinion_Change_Indicator_Numeric_Ex_Client`	Int8	`0`	Ex-Client opinion change indicator numeric
`CB_CCR_Notch_Diff_CB_Scale`	Int8	`0`	CCR notch difference on CB scale
`CB_CCR_Notch_Diff_Client_Scale`	Int8	`1`	CCR notch difference on Client scale
`CB_PD_Average_Ex_Client`	Float64	`0.028`	Ex-Client PD average
`CB_PD_Average_Ex_Client_Log`	Float64	`-3.58`	Log of Ex-Client PD average

External Ratings (Requires S&P/Fitch License)

Field Name	Schema	Example	Definition
`SP_ForeignCurrencyLongTerm`	Enum	`"A-"`	S&P long-term rating
`SP_ForeignCurrencyLongTerm_Notch`	Int8	`12`	S&P long-term rating notch
`Fitch_LongTermIssuerDefaultRating`	Enum	`"A-(EXP)"`	Fitch long-term issuer default rating

​Data specifications

Data specifications