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:EUEMIREligibleCollateralEnum

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 de…
EU_EMIRTypeC	None	Denotes debt securities issued by Member States’ central governments or centr…
EU_EMIRTypeD	None	Denotes debt securities issued by Member States’ regional governments or loca…
EU_EMIRTypeE	None	Denotes debt securities issued by Member States’ public sector entities whose…
EU_EMIRTypeF	None	Denotes debt securities issued by Member States’ regional governments or loca…
EU_EMIRTypeG	None	Denotes debt securities issued by Member States’ public sector entities other…
EU_EMIRTypeH	None	Denotes debt securities issued by multilateral development banks listed in Ar…
EU_EMIRTypeI	None	Denotes debt securities issued by the international organisations listed in A…
EU_EMIRTypeJ	None	Denotes debt securities issued by third countries’ governments or central ban…
EU_EMIRTypeK	None	Denotes debt securities issued by third countries’ regional governments or lo…
EU_EMIRTypeL	None	Denotes debt securities issued by third countries’ regional governments or lo…
EU_EMIRTypeM	None	Denotes debt securities issued by credit institutions or investment firms inc…
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 equit…
EU_EMIRTypeQ	None	Denotes equities included in an index specified pursuant to point (a) of Arti…
EU_EMIRTypeR	None	Denotes shares or units in undertakings for collective investments in transfe…

Slots

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

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

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.