Proposal - Add to Collateral model Equity Market Index list

[valdensmith]

Background

Members of the CDM Collateral working group requested an enumeration list of common equity indexes as a list to choose from when defining an equity assets in a eligible collateral schedule. For example FTSE 100.

The working groups has provided list from their own models as examples

Proposal

ISDA will finalize a proposal to support the referencing of Equity market indexes via an enumeration choice, but also have the ability to define something not in the list. This can be based on a similar approach taken for floating rates and inflation rates in the CDM product model

During the meeting on 29th April, some challenges were raised relating to maintenance of such an approach, these will be further discussed prior to any contributions made.

Compatibility

None

Release

TBC

Additional Context

No response