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Enum: EUEMIREligibleCollateralEnum

Identifies European Union Eligible Collateral Assets classification categories based on EMIR Uncleared Margin Rules. Eligible Collateral asset classes for both initial margin (IM) and variation margin (VM) posted and collected between specified entities. Please note: EMIR regulation will detail which eligible collateral assets classes apply to each type of entity pairing (counterparty) and which apply to posting of IM and VM.

URI: common_domain_model:EU_EMIR_EligibleCollateralEnum

Permissible Values

Value Meaning Description
EU_EMIRTypeA None Denotes Cash in the form of money credited to an account in any currency, or ...
EU_EMIRTypeB None Denotes gold in the form of allocated pure gold bullion of recognised good d...
EU_EMIRTypeC None Denotes debt securities issued by Member States' central governments or cent...
EU_EMIRTypeD None Denotes debt securities issued by Member States' regional governments or loc...
EU_EMIRTypeE None Denotes debt securities issued by Member States' public sector entities whos...
EU_EMIRTypeF None Denotes debt securities issued by Member States' regional governments or loc...
EU_EMIRTypeG None Denotes debt securities issued by Member States' public sector entities othe...
EU_EMIRTypeH None Denotes debt securities issued by multilateral development banks listed in A...
EU_EMIRTypeI None Denotes debt securities issued by the international organisations listed in ...
EU_EMIRTypeJ None Denotes debt securities issued by third countries' governments or central ba...
EU_EMIRTypeK None Denotes debt securities issued by third countries' regional governments or l...
EU_EMIRTypeL None Denotes debt securities issued by third countries' regional governments or l...
EU_EMIRTypeM None Denotes debt securities issued by credit institutions or investment firms in...
EU_EMIRTypeN None Denotes corporate bonds
EU_EMIRTypeO None Denotes the most senior tranche of a securitisation, as defined in Article 4...
EU_EMIRTypeP None Denotes convertible bonds provided that they can be converted only into equi...
EU_EMIRTypeQ None Denotes equities included in an index specified pursuant to point (a) of Art...
EU_EMIRTypeR None Denotes shares or units in undertakings for collective investments in transf...

Slots

Name Description
eu_EMIR_EligibleCollateral Identifies European Union Eligible Collateral Assets classification categorie...

Identifier and Mapping Information

Schema Source

LinkML Source

name: EU_EMIR_EligibleCollateralEnum
description: 'Identifies European Union Eligible Collateral Assets classification
  categories based on EMIR Uncleared Margin Rules. Eligible Collateral asset classes
  for both initial margin (IM) and variation margin (VM) posted and collected between
  specified entities. Please note: EMIR regulation will detail which eligible collateral
  assets classes apply to each type of entity pairing (counterparty) and which apply
  to posting of IM and VM.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  EU_EMIRTypeA:
    text: EU_EMIRTypeA
    description: Denotes Cash in the form of money credited to an account in any currency,
      or similar claims for the repayment of money, such as money market deposits.
  EU_EMIRTypeB:
    text: EU_EMIRTypeB
    description: ' Denotes gold in the form of allocated pure gold bullion of recognised
      good delivery.'
  EU_EMIRTypeC:
    text: EU_EMIRTypeC
    description: ' Denotes debt securities issued by Member States'' central governments
      or central banks.'
  EU_EMIRTypeD:
    text: EU_EMIRTypeD
    description: ' Denotes debt securities issued by Member States'' regional governments
      or local authorities whose exposures are treated as exposures to the central
      government of that Member State in accordance with Article 115(2) of Regulation
      (EU) No 575/2013.'
  EU_EMIRTypeE:
    text: EU_EMIRTypeE
    description: ' Denotes debt securities issued by Member States'' public sector
      entities whose exposures are treated as exposures to the central government,
      regional government or local authority of that Member State in accordance with
      Article 116(4) of Regulation (EU) No 575/2013.'
  EU_EMIRTypeF:
    text: EU_EMIRTypeF
    description: ' Denotes debt securities issued by Member States'' regional governments
      or local authorities other than those referred to in (TypeD.)'
  EU_EMIRTypeG:
    text: EU_EMIRTypeG
    description: ' Denotes debt securities issued by Member States'' public sector
      entities other than those referred to in (TypeE).'
  EU_EMIRTypeH:
    text: EU_EMIRTypeH
    description: ' Denotes debt securities issued by multilateral development banks
      listed in Article 117(2) of Regulation (EU) No 575/2013.'
  EU_EMIRTypeI:
    text: EU_EMIRTypeI
    description: ' Denotes debt securities issued by the international organisations
      listed in Article 118 of Regulation (EU) No 575/2013.'
  EU_EMIRTypeJ:
    text: EU_EMIRTypeJ
    description: ' Denotes debt securities issued by third countries'' governments
      or central banks.'
  EU_EMIRTypeK:
    text: EU_EMIRTypeK
    description: ' Denotes debt securities issued by third countries'' regional governments
      or local authorities that meet the requirements of (TypeD) and (TypeE).'
  EU_EMIRTypeL:
    text: EU_EMIRTypeL
    description: ' Denotes debt securities issued by third countries'' regional governments
      or local authorities other than those referred to in (TypeD) and (TypeE).'
  EU_EMIRTypeM:
    text: EU_EMIRTypeM
    description: ' Denotes debt securities issued by credit institutions or investment
      firms including bonds referred to in Article 52(4) of Directive 2009/65/EC of
      the European Parliament and of the Council.'
  EU_EMIRTypeN:
    text: EU_EMIRTypeN
    description: ' Denotes corporate bonds.'
  EU_EMIRTypeO:
    text: EU_EMIRTypeO
    description: ' Denotes the most senior tranche of a securitisation, as defined
      in Article 4(61) of Regulation (EU) No 575/2013, that is not a re-securitisation
      as defined in Article 4(63) of that Regulation.'
  EU_EMIRTypeP:
    text: EU_EMIRTypeP
    description: ' Denotes convertible bonds provided that they can be converted only
      into equities which are included in an index specified pursuant to point (a)
      of Article 197 (8) of Regulation (EU) No 575/2013.'
  EU_EMIRTypeQ:
    text: EU_EMIRTypeQ
    description: ' Denotes equities included in an index specified pursuant to point
      (a) of Article 197(8) of Regulation (EU) No 575/2013.'
  EU_EMIRTypeR:
    text: EU_EMIRTypeR
    description: ' Denotes shares or units in undertakings for collective investments
      in transferable securities (UCITS), provided that the conditions set out in
      Article 5 of EU Regulation 2016/2251 are met.'