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add ciu types as children of share under security #340

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add ciu types as children of share under security #340

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6fa2f90
add ciu types as children of share under security
AdarshChugani Jun 6, 2024
7d22c4f
Add new ciu enums under the type property in the Security schema
AdarshChugani Jun 7, 2024
b80c57d
Standardise the `ciu_lvl_1_excl_cov` enum
AdarshChugani Jun 7, 2024
40c498d
Update ciu share enums to remove hqla class
AdarshChugani Jun 7, 2024
4313831
Fix typos
AdarshChugani Jun 7, 2024
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32 changes: 32 additions & 0 deletions documentation/properties/type.md
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Original file line number Diff line number Diff line change
Expand Up @@ -534,6 +534,14 @@ Other refers to a type of security not covered by the above. If you find yoursel
│ ├── share
│ │ ├── treasury
│ │ └── pref_share
│ │ └── ciu_cash_cb
│ │ └── ciu_secs_excl_cov
│ │ └── ciu_cov_bond
│ │ └── ciu_corp_bond
│ │ └── ciu_public_sec
│ │ └── ciu_rmbs_auto
│ │ └── ciu_abs_oth
│ │ └── ciu_shares
│ ├── share_agg
│ └── speculative_unlisted
│ └── main_index_equity
Expand Down Expand Up @@ -614,6 +622,30 @@ According to IAS 32.33, if an entity reacquires its own equity instruments, thos
### main_index_equity
The main_index_equity identifies equities that are constituents of a main index for the purposes of applying a volatility adjustment in line with [Article 224](https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/16006).

### ciu_cash_cb
CIU where the underlying is coins/banknotes and/or central bank exposures

### ciu_secs_excl_cov
CIU where the underlying is debt securities excluding covered bonds

### ciu_cov_bond
CIU where the underlying is covered bonds

### ciu_corp_bond
CIU where the underlying is corporate debt securities

### ciu_public_sec
CIU where the underlying is claims on or guaranteed by central governments, central banks, regional governments, local authorities or public sector entities

### ciu_rmbs_auto
CIU where the underlying is asset-backed securities (residential or auto)

### ciu_abs_oth
CIU where the underlying is asset-backed securities (commercial or individuals)

### ciu_shares
CIU where the underlying is shares (major stock index)

### debt
This is a "catch all" term for debt of any kind, *bond*, *bond_amortising*, *covered_bond*, *abs*, *residential_mbs*, *non_residential_mbs*, *frn*, *govt_gteed_frn*, to be used when further granularity is not available or not needed.

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8 changes: 8 additions & 0 deletions v1-dev/security.json
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Expand Up @@ -725,6 +725,14 @@
"cb_facility",
"cb_reserve",
"cd",
"ciu_abs_oth",
"ciu_cash_cb",
"ciu_corp_bond",
"ciu_cov_bond",
"ciu_public_sec",
"ciu_rmbs_auto",
"ciu_secs_excl_cov",
"ciu_shares",
"cmbs",
"cmbs_income",
"commercial_paper",
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