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@regnosys-ops regnosys-ops released this 23 Dec 10:03
7.0.0-dev.75
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Asset - Expanded Coverage for Secured Debt

Background

Different types of secured debt are not well represented in CDM.

In the current model, Asset Backed Securities could exist in CDM using the value in DebtClassEnum, however, there is no way to represent Mortgage Backed Securities or other types of secured debt.

What is being released?

This release supports the inclusion of secured debt by making the following changes:

  • Created a new SecuredDebt type for different types of secured debt
  • Added secured as an attribute under DebtEconomics with the SecuredDebt type
  • Added assetBacked, collateralizedObligations, and coveredBonds as attributes in SecuredType, each with their own corresponding enumeration
  • Added a PropertyTypeEnum to determine the type of property when the security is linked to a property asset
  • Removed AssetBacked as a value from DebtClassEnum
  • Added conditions to validate the values selected from SecuredTypeEnum correspond to the correct attribute in SecuredType
  • Removed redundant "debt" prefix in the attributes of DebtEconomics

Review Directions

Changes can be reviewed in PR: #4257

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