Skip to content

feat(security): add collateralization ratio attribute #301

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
15 changes: 15 additions & 0 deletions documentation/properties/cover_pool_balance.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,15 @@
---
layout: property
title: "cover_pool_balance"
schemas: [security]
---

# cover_pool_balance

---

The balance of the cover pool securing the covered bond.

Cover Pool means a clearly defined set of assets securing the payment obligations attached to covered bonds that are segregated from other assets held by the credit institution issuing the covered bonds.

See [ECB Working Paper No 2393](https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2393~f0796c2019.en.pdf)
5 changes: 5 additions & 0 deletions v1-dev/security.json
Original file line number Diff line number Diff line change
Expand Up @@ -105,6 +105,11 @@
"description": "Two-letter country code for security location/jurisdiction. In accordance with ISO 3166-1.",
"$ref": "https://raw.githubusercontent.com/SuadeLabs/fire/master/v1-dev/common.json#/country_code"
},
"cover_pool_balance": {
"description": "The balance of the assets that are held in the cover pool",
"type": "integer",
"minimum": 0
},
"cqs_irb": {
"description": "The credit quality step for internal ratings based approach.",
"type": "integer",
Expand Down