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New status enum under unsettled #333

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Apr 23, 2024
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Corresponds to the following GL issues; one & two. Regulations can be found here.

Proposal to add a new enum to security/ derivative status under the unsettled enum as there are specific reports where this distinction is referenced.

For example C11.00 Settlement/Delivery Risk, we have the note from here - page 135

105.Note that own funds requirements for free deliveries as laid down in Article 379
CRR are not within the scope of the CR SETT template. Those own funds
requirements shall be reported in the credit risk templates (CR SA, CR IRB).
3.6.2. Instructions concerning specific positions

@muratabur muratabur merged commit 8f2552c into master Apr 23, 2024
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@muratabur muratabur deleted the unsettled-security-status branch April 23, 2024 15:09
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