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Enum: CreditSeniorityEnum

Seniority of debt instruments comprising the index.

URI: common_domain_model:CreditSeniorityEnum

Value Meaning Description
Other None Other as defined under EMIR
SeniorLossAbsorbingCapacity None Senior Loss Absorbing Capacity (RED Tier Code: SNRLAC)
SeniorSec None Senior domestic (RED Tier Code: SECDOM)
SeniorUnSec None Senior foreign (RED Tier Code: SNRFOR)
SubLowerTier2 None Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2)
SubTier1 None Subordinate Tier 1 (RED Tier Code: PREFT1)
SubTier3 None Subordinate, Tier 3
SubUpperTier2 None Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2)
property value
doc_reference ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/credit-seniority
name: CreditSeniorityEnum
annotations:
doc_reference:
tag: doc_reference
value: ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/credit-seniority
description: Seniority of debt instruments comprising the index.
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- http://www.fpml.org/coding-scheme/credit-seniority
rank: 1000
permissible_values:
Other:
text: Other
description: Other as defined under EMIR.
SeniorLossAbsorbingCapacity:
text: SeniorLossAbsorbingCapacity
description: 'Senior Loss Absorbing Capacity (RED Tier Code: SNRLAC).'
SeniorSec:
text: SeniorSec
description: 'Senior domestic (RED Tier Code: SECDOM).'
SeniorUnSec:
text: SeniorUnSec
description: 'Senior foreign (RED Tier Code: SNRFOR).'
SubLowerTier2:
text: SubLowerTier2
description: 'Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2).'
SubTier1:
text: SubTier1
description: 'Subordinate Tier 1 (RED Tier Code: PREFT1).'
SubTier3:
text: SubTier3
description: Subordinate, Tier 3.
SubUpperTier2:
text: SubUpperTier2
description: 'Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2).'