From 84ca34235a1edc77c835c28f674ac6d434e6cbe9 Mon Sep 17 00:00:00 2001 From: Daniell Wallis Date: Mon, 18 Dec 2023 10:17:56 +0000 Subject: [PATCH] adding enums to product schemata --- documentation/properties/ccr_approach.md | 8 ++++---- v1-dev/derivative.json | 3 ++- v1-dev/security.json | 3 ++- 3 files changed, 8 insertions(+), 6 deletions(-) diff --git a/documentation/properties/ccr_approach.md b/documentation/properties/ccr_approach.md index 2108a0dd..1eabec3e 100644 --- a/documentation/properties/ccr_approach.md +++ b/documentation/properties/ccr_approach.md @@ -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) diff --git a/v1-dev/derivative.json b/v1-dev/derivative.json index c52edbc1..13aed26a 100644 --- a/v1-dev/derivative.json +++ b/v1-dev/derivative.json @@ -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.", diff --git a/v1-dev/security.json b/v1-dev/security.json index 6097992e..53f59264 100644 --- a/v1-dev/security.json +++ b/v1-dev/security.json @@ -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.",