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@muratabur muratabur released this 04 Jul 12:49
· 95 commits to master since this release
v24.07
840dc18

What's Changed

This quarter has seen some minor additions to the schemas, taking into consideration some edge cases and cleaning up of some parameters. This update will likely have little impact with the exception of anyone using aggregated data for accounts/loans and leveraging the minimum_balance_eur parameter which will be superseded by the minimum_balance parameter which is essentially the same, just without the need to convert it to EUR.

Schema updates

All Schemas

  • Addition of "held_for_sale" enum to the accounting_treatment property.

Account Schema

  • Addition of minimum_balance property which is relevant for aggregated data where multiple accounts were being squashed in to a single record (and this granular information was otherwise lost). This is intended to replace the usage of the minimum_balance_eur property which never imagined brexit and therefore having to apply the EBA taxonomy in other currencies. Now the minimum_balance will be in relation to the existing currency_code property just like all other monetary fields. This is more flexible and future-proof.
  • Addition of the "accruals" and "prepayments" enums to Account type as a sub-category of non-product account types.

Loan Schema

  • Addition of minimum_balance property just like in the Account Schema - see above.
  • Addition of cum_write_offs property to maintain a cumulative total since start of the amount of loan written off. Particularly useful for loans where balance, limits and notionals might have changed over time and so the current values don't reflect original values or where a loan has been involved in multiple impairment/write off evaluations over its lifetime.

Security Schema

  • Addition of "ineligible_non_op" as an enum value for hqla_class to account for that unique little classification edge case that could crop up.
  • Addition of "main_index_equity" enum to the Security type as a sub-category of equity to more narrowly define equities that are not just listed (there is mic_code for that), but are listed in the main index which might be a discretionary judgement call as per CRR Article 224.

Other updates

  • Update to the test suite to use httpx instead of grequests for a 10x performance boost when checking for those broken regulator links!
  • Update to the "cash_ratio_deposit" documentation for more detail.

Thank you to all the contributors!

Contributors

AdarshChugani, charlenechin, and 2 other contributors
Assets 2
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