layouttitle
schemasecurity

Security Schema


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

Properties

NameDescriptionTypeEnum
id
The unique identifier for the record within the firm.
string-
date
The observation or value 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
amortised_costavailable_for_salecb_or_demandfv_mandatorilyfv_ocifv_thru_pnlheld_for_hedgeheld_for_tradingheld_to_maturityloans_and_recs
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
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
assetequityliabilitypnl
attachment_point
The threshold at which losses within the pool of underlying exposures would start to be allocated to the relevant securitisation position.
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
FDTRUKBRBASEZERO
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-
capital_tier
The capital tiers based on own funds requirements.
string
add_tier_1anc_tier_2anc_tier_3at1_grandfatheredbas_tier_2bas_tier_3ce_tier_1cet1_grandfatheredt2_grandfatheredtier_1tier_2tier_3
cb_haircut
The haircut as determined by the firm’s central bank
number-
cost_center_code
The organizational unit or sub-unit to which costs/profits are booked.
string-
country_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
cqs_irb
The credit quality step for internal ratings based approach.
integer-
cqs_standardised
The credit quality step for standardised approach.
integer-
csa_id
The unique identifier of the credit support annex this security falls under. Typically where used as derivatives collateral.
string-
currency_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
AEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYNBZDCADCDFCHECHFCHWCLFCLPCNHCNYCOPCOUCRCCUCCUPCVECZKDJFDKKDOPDZDEGPERNETBEURFJDFKPGBPGELGHSGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLYDMADMDLMGAMKDMMKMNTMOPMRUMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARRONRSDRUBRWFSARSBDSCRSDGSEKSGDSHPSLLSOSSRDSSPSTNSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYIUYUUYWUZSVESVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXOFXPDXPFXPTXSUXTSXUAXXXYERZARZMW
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-
detachment_point
The threshold at which losses within the pool of underlying exposures would result in a complete loss of principal for the tranche containing the relevant securitisation position.
number-
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-
first_payment_date
The first payment date for interest payments.
string-
fitch_lt
Fitch long term credit ratings
string
aaaaa_plusaaaa_minusa_plusaa_minusbbb_plusbbbbbb_minusbb_plusbbbb_minusb_plusbb_minusccc_pluscccccc_minuscccrdd
fitch_st
Fitch short term credit ratings
string
f1_plusf1f2f3bcrdd
fvh_level
Fair value hierarchy category according to IFRS 13.93 (b)
integer-
guarantee_start_date
The first day the security became guaranteed by the guarantor. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601
string-
guarantor_id
The unique identifier for the guarantor within the financial institution.
string-
hqla_class
What is the HQLA classification of this security?
string
excludeii_non_opiiaiia_non_opiibiib_non_opineligible
impairment_amount
The impairment amount for a security is the allowance set aside by the firm for losses.
integer-
impairment_status
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
doubtfullossnon_performingnormalperformingstage_1stage_1_doubtfulstage_1_lossstage_1_normalstage_1_substandardstage_1_watchstage_2stage_2_doubtfulstage_2_lossstage_2_normalstage_2_substandardstage_2_watchstage_3stage_3_doubtfulstage_3_lossstage_3_normalstage_3_substandardstage_3_watchsubstandardwatch
index_composition
Constituents and their proportion in an index.
array-
insolvency_rank
The insolvency ranking as per the national legal fraamework of the reporting institution.
integer-
interest_repayment_frequency
Repayment frequency of the interest.
string
dailyweeklybi_weeklymonthlybi_monthlyquarterlysemi_annuallyannuallyat_maturitybienniallysesquiennially
isin_code
The unique International Securities Identification Number for the security according to ISO 6166.
string-
issue_date
The date on which the security is issued. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
issue_size
The size of the issue denominated in the original currency of the security
integer-
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 or the maturity date
string-
ledger_code
The internal ledger code or line item name.
string-
maturity_date
The date on which the principal repayment of the security is due. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
string-
mic_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string-
mna_id
The unique identifier of the Master Netting Agreement this security falls under. Typically where used as derivatives collateral.
string-
moodys_lt
Moody’s long term credit ratings
string
aaaaa1aa2aa3a1a2a3baa1baa2baa3ba1ba2ba3b1b2b3caa1caa2caa3cac
moodys_st
Moodys short term credit ratings
string
p1p2p3np
movement
The movement parameter describes how the security arrived to the firm.
string
assetcashcb_omodebt_issueissuanceother
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-
next_repricing_date
The date on which the interest rate of the security will be re-calculated. YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.
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
aircraft_financeback_to_backcollateralcustodydefault_fundderivative_collateralindependent_collateral_amountinsuranceinvestmentinvestment_advicenon_controllingotherportfolio_managementreferenceshare_capitaltrade_finance
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
banking_booktrading_book
rehypothecation
Can the security be rehypothecated by the borrower?
boolean-
reporting_entity_name
The name of the reporting legal entity for display purposes.
string-
reporting_id
The internal ID for the legal entity under which the account is being reported.
string-
risk_country_code
A security represents a tradable financial instrument held or financed by an institution for investment or collateral.
string
AAADAEAFAGAIALAMAOAQARASATAUAWAXAZBABBBDBEBFBGBHBIBJBLBMBNBOBQBRBSBTBVBWBYBZCACCCDCFCGCHCICKCLCMCNCOCRCUCVCWCXCYCZDEDJDKDMDODZECEEEGEHERESETFIFJFKFMFOFRGAGBGDGEGFGGGHGIGLGMGNGPGQGRGSGTGUGWGYHKHMHNHRHTHUIDIEILIMINIOIQIRISITJEJMJOJPKEKGKHKIKMKNKPKRKWKYKZLALBLCLILKLRLSLTLULVLYMAMCMDMEMFMGMHMKMLMMMNMOMPMQMRMSMTMUMVMWMXMYMZNANCNENFNGNINLNONPNRNUNZOMPAPEPFPGPHPKPLPMPNPRPSPTPWPYQAQMQNQOQPQQQRQSQTQUQVQWQXQYQZRERORSRURWSASBSCSDSESGSHSISJSKSLSMSNSOSRSSSTSVSXSYSZTCTDTFTGTHTJTKTLTMTNTOTRTTTVTWTZUAUGUMUSUYUZVAVCVEVGVIVNVUWFWSXAXBXCXDXEXFXGXHXIXJXKXLXMXNXOXPXQXRXSXTXUXVXWXXXYXZYEYTZAZMZWZZ
risk_profile
The evaluation of the financial risk associated to the portfolio
integer-
securitisation_type
The type of securitisation with regards to common regulatory classifications.
string
sts
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
bond_borrowbond_loanbuy_sell_backmargin_loanreporev_reposell_buy_backstock_borrowstock_loan
snp_lt
S&P long term credit ratings
string
aaaaa_plusaaaa_minusa_plusaa_minusbbb_plusbbbbbb_minusbb_plusbbbb_minusb_plusbb_minusccc_pluscccccc_minuscccd
snp_st
S&P short term credit ratings
string
a1a2a3bcd
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-
status
Provides additional information regarding the status of the security.
string
bankruptcy_remotecalled_upnon_operationalpaid_up
stress_change
The level of variation on the security’s price or haircut or during a 30 day calendar market stress period in percentage terms
number-
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-
type
This is the type of the security with regards to common regulatory classifications.
string
absabs_autoabs_consumerabs_otherabs_smeacceptancebill_of_exchangebondcashcash_ratio_depositcb_facilitycb_reservecdcmbscommercial_paperconvertible_bondcovered_bonddebtemtnequityfinancial_guaranteefinancial_slocfrnguaranteeindexindex_linkedletter_of_creditmbsmtnotherperformance_bondperformance_guaranteeperformance_slocpref_sharermbsrmbs_transshareshare_aggspv_mortgagesspv_otherstruct_notetreasuryurpwarranty
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-