642-add-gross_purchase_eur and gross_sale_eur-to-security-schema

documentation/properties/accounting_treatment.md

@@ -17,7 +17,23 @@ Cash balances at central banks and other demand deposits in accordance with IFRS
 Financial assets held for trading in accordance with IFRS.
 
 ### fv_thru_pnl
-Financial assets measured at fair value through profit and loss and designated as such upon initial recognition or subsequently in accordance with IFRS, except those classified as financial assets held for trading.
+Financial assets or liabilities measured at fair value through profit and loss and designated as such upon initial recognition or subsequently in accordance with IFRS, except those classified as financial assets held for trading.
+
+### fv_thru_pnl_mismatch
+Designated at initial recognition to eliminate or significantly reduce an accounting mismatch. 
+https://www.ifrs.org/content/dam/ifrs/publications/pdf-standards/english/2021/issued/part-a/ifrs-9-financial-instruments.pdf
+
+### fv_thru_pnl_group
+Designated because the instrument belongs to a group of financial instruments that is managed, and whose performance is evaluated, on a fair value basis under a documented risk management or investment strategy.
+https://www.ifrs.org/content/dam/ifrs/publications/pdf-standards/english/2021/issued/part-a/ifrs-9-financial-instruments.pdf
+
+### fv_thru_pnl_hybrid
+Designated because the instrument is a hybrid contract containing one or more embedded derivatives that would otherwise require separation from the host. Instead of separating them, the entity measures the whole contract at fair value through profit or loss.
+https://www.ifrs.org/content/dam/ifrs/publications/pdf-standards/english/2021/issued/part-a/ifrs-9-financial-instruments.pdf
+
+### fv_thru_pnl_managed_cr
+Designated when the entity uses a credit derivative to manage the credit risk of the instrument and elects to measure that instrument, or a proportion of it, at fair value through profit or loss to align with the derivative.
+https://www.ifrs.org/content/dam/ifrs/publications/pdf-standards/english/2021/issued/part-a/ifrs-9-financial-instruments.pdf
 
 ### fv_mandatorily
 Non-trading financial assets mandatorily measured at fair value through profit or loss in accordance with IFRS.

documentation/properties/capital_tier.md

@@ -9,7 +9,9 @@ schemas:    [account, security]
 ```bash
 ├── tier_1
 ├── ce_tier_1
+├── ce_tier_1_ineligible  
 ├── add_tier_1
+│   └── add_tier_1_indirect
 ├── cet1_grandfathered
 ├── at1_grandfathered
 ├── tier_2
@@ -44,11 +46,17 @@ As set out in CRR Article 26, these are  capital instruments,
 provided that the conditions laid down in CRR Article 28 or, where applicable,
 Article 29 are met.
 
+### ce_tier_1_ineligible
+Capital instruments which do not meet the condition in points (b), (l) and (m) of Article 28(1) CRR Conditions in those points reflect different situations of the capital which are reversible, and thus the amount reported here can be eligible in subsequent periods.
+
 ### add_tier_1
 Securities classed as additional tier 1 capital instruments.
 As set out in CRR Article 51, these are capital instruments, where the
 conditions laid down in Article 52(1) are met.
 
+### add_tier_1_indirect
+Indirect holdings of securities classed as additional tier 1 capital instruments where the condition set out in point (b)(ii) of Article 52(1) is met.
+
 ### tier_2
 Securities classed as Tier 2 capital instruments.
 As set out in CRR Article 62 these are capital instruments where the

documentation/properties/cr_approach.md

@@ -8,10 +8,45 @@ Specifies the approved rwa calculation approach that is applied to the exposure
 by the regulator.
 
 ---
-### std
+
+```bash
+├── std
+│   ├──std_class_cant_model
+│   ├──std_class_immaterial
+│   ├──std_class_not_low_capr
+│   ├──std_connected_parties
+│   ├──std_exp_cant_model
+│   ├──std_exp_immaterial
+│   ├──std_rollout_plan
+```
+
+
+### std 
 Standardized Approach
 See [Basel CRE20-22](https://www.bis.org/basel_framework/chapter/CRE/20.htm)
 
+### std_connected_parties
+Exposures subject to the Standardised Approach under Article 150(1)(e) of the Credit Risk: Internal Ratings Based Approach (CRR) Part.
+
+### std_class_not_low_capr
+Exposures subject to the Standardised Approach under Article 150(1)(k)(i) of the Credit Risk: Internal Ratings Based Approach (CRR) Part, where the Standardised Approach does not result in significantly lower capital requirements.
+
+### std_class_cant_model
+Exposures subject to the Standardised Approach under Article 150(1)(k)(ii) of the Credit Risk: Internal Ratings Based Approach (CRR) Part, where the institution cannot reasonably model the exposures.
+
+### std_class_immaterial
+Exposures subject to the Standardised Approach under Article 150(1)(k)(iii) of the Credit Risk: Internal Ratings Based Approach (CRR) Part, where the exposures in each roll-out class are immaterial.
+
+### std_exp_cant_model
+Exposures subject to the Standardised Approach under Article 150(1)(l)(i) of the Credit Risk: Internal Ratings Based Approach (CRR) Part, where the institution cannot reasonably model the exposures.
+
+### std_exp_immaterial
+Exposures subject to the Standardised Approach under Article 150(1)(l)(ii) of the Credit Risk: Internal Ratings Based Approach (CRR) Part, where the exposures are immaterial in aggregate.
+
+### std_rollout_plan
+Exposures subject to sequential implementation of the IRB Approach under Article 148(1) of the Credit Risk: Internal Ratings Based Approach (CRR) Part.
+
+
 ### firb
 Foundation Internal Model Approach
 See [Basel CRE31 Foundation and advanced approaches](https://www.bis.org/basel_framework/chapter/CRE/30.htm?inforce=20230101&published=20200327#:~:text=and%20operational%20requirements.-,Foundation%20and%20advanced%20approaches,-30.32)

documentation/properties/gross_purchase_eur.md

@@ -0,0 +1,12 @@
+---
+layout:     property
+title:      "gross_purchase_eur"
+schemas:    [security]
+---
+
+# gross_purchase_eur
+
+---
+
+The market value of purcahses at the time of purchase in EUR
+For additional details refer to: https://www.centralbank.ie/statistics/statistical-reporting-requirements/credit-institutions/survey-of-credit-institutions-return-crs2

documentation/properties/gross_sale_eur.md

@@ -0,0 +1,12 @@
+---
+layout:     property
+title:      "gross_sale_eur"
+schemas:    [security]
+---
+
+# gross_sale_eur
+
+---
+
+The market value of sales at the time of sale in EUR.
+For additional details refer to: https://www.centralbank.ie/statistics/statistical-reporting-requirements/credit-institutions/survey-of-credit-institutions-return-crs2

documentation/properties/national_id_type.md

@@ -14,4 +14,4 @@ Reference: [AnaCredit Reporting Manual Part II, section 12.4.3](<https://www.ecb
 
 Reference: [ECB Website](<https://www.ecb.europa.eu/stats/ecb_statistics/anacredit/html/index.en.html>)
 
-Reference: [List of national identifiers](<https://www.ecb.europa.eu/stats/money/aggregates/anacredit/shared/pdf/List_of_national_identifiers.en.xlsx>)
+Reference: [List of national identifiers](<https://www.ecb.europa.eu/stats/money/aggregates/anacredit/shared/pdf/List_of_national_identifiers_ver_3_6.xlsx>)