Asset Classification Regime

Data Dictionary- Table: Asset_Classification_Regime

Asset Classification represents groups of instruments with similar financial characteristics, similar behavior in the markets or placed under similar regulations. Best practice for portfolio management relies on Strategic Asset Allocation and Tactical Asset Allocation to maintain a diversified portfolio with balanced risk and reward (as defined by MPT). In Glue, the Asset Classification tables permit the creation of arbitrary asset groups, e.g based on financial instrument, region, industry sector, etc, which can be hierarchicly structured. The Asset_Classification_Regime table holds information regarding the type of grouping that is applied to the instruments. Also includes information if this is internal classification or is it based on international standard. (i.e. GICS)

Primary Key ('id')	.	ENGINE = InnoDB	.	.
Column Name	Data Type	PK Primary Key, NN-Not Null, Null	Example	Comment
id	BIGINT(12)	PK, NN	1	PrimaryKey-ID, Not Null (auto creates)
Name	VARCHAR(45)	NULL	GICS, Asset Allocation Breakdown, Sector, Asset Type, Currency	Classification Regime can be standard: GICS for Sector, or can be arbitrary based on internal classification of the assets. For example Equity > Americas > Airlines which combines asset type, region and sector into one can be internally predefined classification
Owner	BIGINT(12)	NULL	1	Related to Business partner table. Column shows the owner of the Classification. Internal party to the Organization: Division, Team, Subsidiary or external party: GICS. Can be useful in the maintenance of different standards for the same type of classification, i.e. Sector.
Depth	INT	NULL	3	Number of classifiction layers
CONSTRAINT	FOREIGN KEY	REFERENCES	ON DELETE	ON UPDATE
Owner	(id)	Business_Partner (id)	NO ACTION	NO ACTION
CREATE INDEX	ON	ASC	VISIBLE	.
Owner_idx	Asset_Classification_Regime	(Owner ASC)	VISIBLE;	.