v24.04

[muratabur]

What's changed?

This quarter saw many enhancements included regarding securitisations and some North America specific inclusions such as NAICS codes and the Canadian deposit guarantee scheme. The documentation quality received a big boost with the addition of a copmrehensive scanning and testing of URLs (links) appearing in the documentation (and subsequent fixes to ensure all links work). This was triggered in part due to the EBA breaking many existing bookmarks and links when they updated their website this quarter. This is also the first release in the new format so please comment below if you have any comments or suggestions!

Schema updates

Account Schema

• Addition of Canadian ("ca_cdic") deposit guarantee scheme to guarantee_scheme enum.
• Addition of "audited" and "unadited" enum values to the status enum to identify audited or unaudited P&L statements.

Agreement Schema

• Addition of the following agreement types in the type enum: "afb", "drv", "ema", "fbf", "gmra", "gmsla".

Derivative Schema

• Addition of ccr_approach property to allow specification of counterparty credit risk approaches at a trade by trade level. Enum values are "imm", "oem", "sa", "ssa".
• Addition of "free_deliveries" to the status enum as subtype of "unsetled" to distinguish between DVP and non-DVP trades.
• Addition of "24m", "60m", "120m" and "360m" to underlying_index_tenor enum.

Security Schema

• Addition of "free_deliveries" value to the status enum to further distinguish between unsettled trades.
• Addition of call_type enum with values "clean_up", "clean_up_reg", "other" to provide more information regarding securitisations.
• Addition of excess_spread_type enum with values "fixed", "fixed_trapped", "none", "variable", "variable_trapped" to provide more information regarding securitisations.
• Addition of originator_id property to provide more information regarding securitisations.
• Addition of repayment_type enum with values "other", "pr2s", "pr2s_abcp", "pr2s_non_abcp", "pro_rata", "sequential" to provide more information regarding the amortisation mechanism for securitisations.
• Addition of retention_pct as a number (0.1=10%) to give more information regarding securitisations.
• Addition of retention_type enum with values "exempted", "first_loss", "on_bs", "revolving", "vertical_nominal", "vertical_risk" to give more information regarding the retention mechanism for securitisations.
• Addition of reversion_rate and reversion_date to provide more reversion rate information for securities.
• Addition of "first_loss_secured" value to the seniority enum, mainly used in securitisations.
• Addition of "abs_cc", "abs_corp", "abs_lease", "abs_sme_corp", "abs_sme_retail", "abs_trade_rec", "abs_wholesale" values to the type enum.

Entity

• Addition of naics_code (North American Industry Classification System) property as an integer. Min=10, Max=999999.

Other Updates

• Updated links in 50+ documentation files and enhanced testing to try to ensure links in documentation are still active. Thank you EBA for completely breaking all links when you redesigned your website!
• Added more examples for bond futures and fx options.

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This discussion was created from the release v24.04.