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adding enums to product schemata
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Daniell Wallis authored and muratabur committed Jan 4, 2024
1 parent 2f414af commit 84ca342
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8 changes: 4 additions & 4 deletions documentation/properties/ccr_approach.md
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Expand Up @@ -7,18 +7,18 @@ schemas: [derivative, security]
Specifies the Counterparty Credit Risk Methodology to applied to the exposure for derivatives, SFTs and other applicable trades.

---
### SA
### sa
Standardized Approach
As documented in [Section 3, Chapter 6 of the CRR](https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/108654)

### SSA
### ssa
Simplified Standardized Approach
As documented in [Section 4, Chapter 6 of the CRR](https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/108654)

### OEM
### oem
Original Exposure Method
As documented in [Section 5, Chapter 6 of the CRR](https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/108672)

### IMM
### imm
Internal Model Method
As documented in [Section 6, Chapter 6 of the CRR](https://www.eba.europa.eu/regulation-and-policy/single-rulebook/interactive-single-rulebook/108677)
3 changes: 2 additions & 1 deletion v1-dev/derivative.json
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Expand Up @@ -60,7 +60,8 @@
}
},
"ccr_approach": {
"description": "Specifies the approved counterparty credit risk methodology for calculating exposures."
"description": "Specifies the approved counterparty credit risk methodology for calculating exposures.",
"enum": ["imm", "oem", "sa", "ssa"]
},
"cost_center_code": {
"description": "The organizational unit or sub-unit to which costs/profits are booked.",
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3 changes: 2 additions & 1 deletion v1-dev/security.json
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Expand Up @@ -101,7 +101,8 @@
"$ref": "https://raw.githubusercontent.com/SuadeLabs/fire/master/v1-dev/common.json#/ccf"
},
"ccr_approach": {
"description": "Specifies the approved counterparty credit risk methodology for calculating exposures."
"description": "Specifies the approved counterparty credit risk methodology for calculating exposures.",
"enum": ["imm", "oem", "sa", "ssa"]
},
"cost_center_code": {
"description": "The organizational unit or sub-unit to which costs/profits are booked.",
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