Need a loan transactional dataset with maturity divided in tenor buckets of banks for forecasting a bank's iquidity.

\- Following factors should be considered : 

rating net credit risk : 3 types of risk - credit, (interest, liquidity, foreign currency) - 3 central risks, currency(forex functions)

assets

weights

probability of loss

loss given default - held by maturity

recovery rate

\- Required attributes : 

1) Counter party name

2) Counterparty id

3) start date

4) maturity date

5) coupon rate

6) EMI

7) Branch

8) Total loan amount

9) outstanding of loan

10) Interest(Tenor buckets)