diff --git a/documentation/properties/type.md b/documentation/properties/type.md index c768e87b..715acdb2 100644 --- a/documentation/properties/type.md +++ b/documentation/properties/type.md @@ -1172,22 +1172,31 @@ This identifies that the piece of collateral used is a security, as mapped via t # Agreement ```bash +├── ema ├── gmra │ ├── icma_1992 │ ├── icma_1995 │ ├── icma_2000 │ ├── icma_2011 │ └── other_gmra +├── gmsla ├── isda │ ├── isda_1985 │ ├── isda_1986 │ ├── isda_1987 │ ├── isda_1992 │ ├── isda_2002 +│ ├── ema +│ ├── drv +│ ├── fbf +│ │ └── afb │ └── other_isda └── other ``` +### ema +The Euro Master Agreement - a master agreement for both domestic and cross-border transactions. The EMA should initially cover repurchase agreements as well as securities lending transactions. +https://www.ebf.eu/home/european-master-agreement-ema/ ### gmra From the [ICMA website][icma-web]: @@ -1198,7 +1207,6 @@ ICMA obtains and annually updates opinions from numerous jurisdictions worldwide **The ERCC recently took a decision to discontinue coverage of the GMRA 1995 in the ICMA GMRA legal opinions from 2019 onwards. For further information contact legalhelpdesk@icmagroup.org** - ### icma_1992 The 1992 version of the GMRA agreement. @@ -1214,6 +1222,10 @@ The 2011 version of the GMRA agreement. ### other_gmra Any other repurchase agreement. +### gmsla +Global Master for Securities Lending Agreements +https://www.icmagroup.org/events/icma-workshop-repo-and-securities-lending-under-the-gmra-and-gmsla/ + ### isda From [Investopedia][isda-investo]: > An ISDA Master Agreement is the standard document regularly used to govern over-the-counter derivatives transactions. The agreement, which is published by the International Swaps and Derivatives Association (ISDA), outlines the terms to be applied to a derivatives transaction between two parties, typically a derivatives dealer and a counterparty. The ISDA Master Agreement itself is standard, but it is accompanied by a customized schedule and sometimes a credit support annex, both of which are signed by the two parties in a given transaction. @@ -1235,6 +1247,18 @@ The 1992 version of the ISDA agreement. ### isda_2002 The 2002 version of the ISDA agreement. +### drv +German variation of ISDA - rahmenvertrag +https://www.mayerbrown.com/en/perspectives-events/blogs/2020/11/documenting-benchmark-transition-under-the-german-master-agreement-for-financial-derivatives-transactions + +### fbf +Federation Bancaire Francaise - French variation of ISDA +https://www.fbf.fr/en/fbf-master-agreement-relating-to-transactions-on-forward-financial-instruments-published-on-february-5-2020-last-update-on-june-16-2020/ + +### afb +Association Francaise de Banques - ancestor of the FBF +https://theotcspace.com/knowledge_item/afb-agreement-federation-bancaire-francais-afba-fbf/ + ### other_isda Any other ISDA agreement. diff --git a/documentation/properties/underlying_index_tenor.md b/documentation/properties/underlying_index_tenor.md index c830914d..63c4fbc7 100644 --- a/documentation/properties/underlying_index_tenor.md +++ b/documentation/properties/underlying_index_tenor.md @@ -37,4 +37,10 @@ The **underlying_index_tenor** refers to the designated maturity of the underlyi ### 12m +### 24m +### 60m + +### 120m + +### 360m diff --git a/v1-dev/agreement.json b/v1-dev/agreement.json index 5183c61d..0404f4fa 100644 --- a/v1-dev/agreement.json +++ b/v1-dev/agreement.json @@ -92,7 +92,12 @@ "description": "The type of the master agreement.", "type": "string", "enum": [ + "afb", + "drv", + "ema", + "fbf", "gmra", + "gmsla", "icma_1992", "icma_1995", "icma_2000", diff --git a/v1-dev/derivative.json b/v1-dev/derivative.json index d522f30a..c52edbc1 100644 --- a/v1-dev/derivative.json +++ b/v1-dev/derivative.json @@ -370,7 +370,11 @@ "7m", "8m", "9m", - "12m" + "12m", + "24m", + "60m", + "120m", + "360m" ] }, "underlying_issuer_id": {