Security Schema


A security represents a tradable financial instrument held or financed by an institution for investment or collateral.

Properties

Name Description Type Enum
id
The unique identifier for the security within the financial institution.
string -
date
The observation or effective date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string -
acc_fv_change_before_taxes
Accumulated change in fair value before taxes.
integer -
acc_fv_change_credit_risk
Accumulated changes in fair value due to credit risk.
integer -
accounting_treatment
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
cb_or_demandheld_for_tradingfv_thru_pnlfv_mandatorilyfv_ociamortised_costheld_for_hedgeavailable_for_saleloans_and_recsheld_to_maturity
accrued_interest
The accrued interest since the last payment date and due at the next payment date. Monetary type represented as an integer number of cents/pence.
integer -
asset_liability
Is the security (valued at either amortised cost or fair value) an asset or a liability on the firm's balance sheet.
string
assetliability
capital_tier
The capital tiers based on own funds requirements.
string
tier_1ce_tier_1add_tier_1tier_2anc_tier_2bas_tier_2tier_3anc_tier_3bas_tier_3
cb_haircut
The haircut as determined by the firm's central bank
number -
balance
Outstanding amount including accrued interest. Monetary integer number of cents/pence.
integer -
base_rate
The base rate represents the basis of the rate on the balance at the given date as agreed in the terms of the financial product.
string
ZEROUKBRBASEFDTR
break_dates
Dates where this contract can be broken (by either party). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array -
call_dates
Dates where this contract can be called (by the customer). Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
array -
country_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
cqs_standardised
The credit quality step for standardised approach.
integer -
cqs_irb
The credit quality step for internal ratings based approach.
integer -
currency_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMWCNH
customer_id
The unique identifier used by the financial institution to identify the customer for this product.
string -
deal_id
The unique identifier used by the financial institution to identify the deal for this product that links it to other products of the same or different type.
string -
encumbrance_amount
The amount of the security that is encumbered by potential future commitments or legal liabilities such as within a repo pool. Monetary type represented as a naturally positive integer number of cents/pence.
integer -
end_date
YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string -
fvh_level
Fair value hierarchy category according to IFRS 13.93 (b)
integer -
first_payment_date
The first payment date for interest payments.
string -
guarantor_id
The unique identifier for the guarantor within the financial institution.
string -
guarantee_start_date
The first day the security became guaranteed by the guarantor. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string -
hqla_class
What is the HQLA classification of this security?
string
iiiaiibineligibleexclude
impairment_amount
The impairment amount for a security is the allowance set aside by the firm.
integer -
impairment_status
The recognition stage for the impairment.
string
stage_1stage_2stage_3
insolvency_rank
The insolvency ranking as per the national legal fraamework of the reporting institution.
integer -
isin_code
The unique International Securities Identification Number for the security according to ISO 6166.
string -
issuer_id
The unique identifier for the issuer within the financial institution.
string -
last_payment_date
The final payment date for interest payments, often coincides with end_date.
string -
mna_id
The unique identifier of the Master Netting Agreement this security falls under. Typically where used as derivatives collateral.
string -
movement
The movement parameter describes how the security arrived to the firm.
string
cashassetissuancedebt_issuecb_omoother
mtm_clean
The mark-to-market value of the security excluding interest. Monetary number of cents/pence.
integer -
mtm_dirty
The mark-to-market value of the security including interest. Monetary number of cents/pence.
integer -
next_payment_date
The next date at which interest will be paid or accrued_interest balance returned to zero.
string -
notional_amount
The notional value is the total amount of a security's underlying asset at its spot price. Monetary number of cents.
integer -
on_balance_sheet
Is the security reported on the balance sheet of the financial institution?
boolean -
prev_payment_date
The most recent previous date at which interest was paid or accrued_interest balance returned to zero.
string -
product_name
The name of the product as given by the financial institution to be used for display and reference purposes.
string -
purpose
The purpose for which the security is being held.
string
investmentcollateralreferencederivative_collateralother
rate
The full interest rate applied to the security notional in percentage terms. Note that this therefore includes the base_rate (ie. not the spread).
number -
regulatory_book
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
trading_bookbanking_book
rehypothecation
Can the security be rehypothecated by the borrower?
boolean -
reporting_lei
The LEI code for the legal entity under which the security is being reported.
string -
reporting_entity_name
The name of the reporting legal entity for display purposes (as LEI code may not be available).
string -
risk_country_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
AFAXALDZASADAOAIAQAGARAMAWAUATAZBSBHBDBBBYBEBZBJBMBTBOBQBABWBVBRIOBNBGBFBICVKHCMCAKYCFTDCLCNCXCCCOKMCGCDCKCRCIHRCUCWCYCZDKDJDMDOECEGSVGQEREEETFKFOFJFIFRGFPFTFGAGMGEDEGHGIGRGLGDGPGUGTGGGNGWGYHTHMVAHNHKHUISINIDIRIQIEIMILITJMJPJEJOKZKEKIKPKRKWKGLALVLBLSLRLYLILTLUMOMKMGMWMYMVMLMTMHMQMRMUYTMXFMMDMCMNMEMSMAMZMMNANRNPNLNCNZNINENGNUNFMPNOOMPKPWPSPAPGPYPEPHPNPLPTPRQARERORURWBLSHKNLCMFPMVCWSSMSTSASNRSSCSLSGSXSKSISBSOZAGSSSESLKSDSRSJSZSECHSYTWTJTZTHTLTGTKTOTTTNTRTMTCTVUGUAAEGBUSUMUYUZVUVEVNVGVIWFEHYEZMZWAAQMQNQOQPQQQRQSQTQUQVQWQXQYQZXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZZZ
seniority
The seniority of the security in the event of sale or bankruptcy of the issuer.
string
senior_securedsenior_unsecuredsubordinated_securedsubordinated_unsecured
sft_type
The sft_type parameter defines the transaction mechanism conducted for the SFT for this security product.
string
reporev_reposell_buy_backbuy_sell_backbond_loanbond_borrowstock_loanstock_borrowmargin_loan
source
The source(s) where this data originated. If more than one source needs to be stored for data lineage, it should be separated by a dash. eg. Source1-Source2
string -
start_date
The timestamp that the trade or financial product commences. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string -
type
This is the type of the security with regards to common regulatory classifications.
string
cashcb_reservecb_facilitycash_ratio_depositequityshareshare_aggpref_sharedebtbondcovered_bondconvertible_bondabsrmbsrmbs_transcmbsfrnmbsabs_autoabs_consumerabs_smeabs_otheremtnmtncommercial_papercdstruct_notespv_mortgagesspv_otherother
trade_date
The timestamp that the trade or financial product terms are agreed. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string -
transferable
Can the security be transferred between parties or negotiated on the capital market?
boolean -
value_date
The timestamp that the trade or financial product was valued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string -
version_id
The version identifier of the data such as the firm's internal batch identifier.
string -

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