From e133040c057724a0bf1a0a67c1e8c8778469b4b5 Mon Sep 17 00:00:00 2001 From: Gabriella Martin Date: Wed, 1 May 2024 14:36:00 +0100 Subject: [PATCH] feat(security type): :sparkles: add new enum 'main_index_equity' on security type as a child of equity --- documentation/properties/type.md | 4 ++++ v1-dev/security.json | 1 + 2 files changed, 5 insertions(+) diff --git a/documentation/properties/type.md b/documentation/properties/type.md index e3c0a771..e154d419 100644 --- a/documentation/properties/type.md +++ b/documentation/properties/type.md @@ -536,6 +536,7 @@ Other refers to a type of security not covered by the above. If you find yoursel │ │ └── pref_share │ ├── share_agg │ └── speculative_unlisted +│ └── main_index_equity ├── debt │ ├── bond │ ├── covered_bond @@ -610,6 +611,9 @@ As per OSFI and BCBS, a Speculative unlisted equity is defined as "an equity inv ### treasury According to IAS 32.33, if an entity reacquires its own equity instruments, those instruments shall be considered **treasury shares**, and shall be deducted from equity. +### 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). + ### 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. diff --git a/v1-dev/security.json b/v1-dev/security.json index 42b59c8f..605a49f5 100644 --- a/v1-dev/security.json +++ b/v1-dev/security.json @@ -741,6 +741,7 @@ "index", "index_linked", "letter_of_credit", + "main_index_equity", "mbs", "mtn", "nha_mbs",