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FIBO Releases

2023 Q3

Q3 2023 Release Notes

Q3 2023 Revisions Summary

Much of our work this quarter focused on preparation for and release of the Asset-Backed Securities ontology. To that end, we also released two ontologies in the LOAN domain, including Consumer Loans and Student Loans. We also updated the ISO MIC codes to the September 2023 version. Finally, we continued work on representing some of the controlled vocabularies required to map FIBO to the US National Information Center’s repository of institutional reference data and to the ACTUS Foundation’s JSON parameters for ACTUS contract types.

Business Entities (BE)

There were no substantial changes to ontologies in the BE domain in Q3 2023.

Business Process Domain (BP)

There were no changes to ontologies in the BP domain in Q3 2023.

Corporate Action and Events Domain (CAE)

There were no changes to ontologies in the CAE domain in Q3 2023.

Derivatives (DER)

Due to the focus on ABS this quarter, there was less emphasis on the derivatives domain, but definitions for mini-future certificates were added to the Rights and Warrants ontology. We anticipate augmenting the derivatives ontologies with key parameters from the ACTUS algorithmic contract definitions over the coming months. We will also be extending and integrating relevant corporate actions that trigger CDS contracts in the first half of 2024.

Financial Business and Commerce (FBC)

The primary change to FBC this quarter was to update the ISO MIC codes per the latest (September 2023) release from ISO.

Foundations (FND)

Changes to FND this quarter were limited to the addition of a definition for EBITDA.

Indicators and Indices (IND)

There were no changes to ontologies in the IND domain in Q3 2023.

Loans (LOAN)

This quarter our primary accomplishments included clean-up and release of the Consumer Loans and Student Loans ontologies. FIBO users should anticipate seeing increasing coverage of the Interagency Loan Data Reporting fields and ACTUS cash flow related properties of loans in general over the coming months.

Market Data Domain (MD)

There were no changes to ontologies in the MD domain in Q3 2023.

Securities (SEC)

Summary: The primary focus in the Securities domain area this quarter was to complete the clean-up and release of the Asset-Backed Securities (ABS) ontology. Other minor changes include: (1) normalization of our representation of security forms, and (2) migration of tranche-related concepts from MBS to CDOs, in preparation for continued work to refine the MBS ontology.

What's Changed

  • SEC-188 - Tranche related concepts in MBS should be moved to CDOs by @ElisaKendall in
  • issue-1949 - change resource name from Syria to SyrianArabRepublic by @aamedina in
  • DER-117 - The Rights and Warrants ontology is missing the concept of a mini-future certificate by @ElisaKendall in
  • SEC-190 - Consumer loans is incomplete and needs additional content / definitions by @ElisaKendall in
  • SEC-191 - Eliminate the class WACBondCoupon as redundant by @ElisaKendall in
  • SEC-192 - Move the inheritance link between consumer loan and credit cards to the credit cards ontology by @ElisaKendall in
  • LOAN-167 - The student loan ontology is missing government-backed student loan by @ElisaKendall in
  • SEC-193 - The concept of an auto loan pool in ABS requires the notion of a motor vehicle lease by @ElisaKendall in
  • FBC-315 - Revise the ISO MIC codes to reflect the latest updates from ISO by @ElisaKendall in
  • SEC-194 - Complete the work to release the ABS ontology by @ElisaKendall in
  • issue-1950: add separate references to england and wales by @aamedina in

New Contributors

  • @aamedina made their first contribution in

Full Changelog: