(This work may be required to bring native ACR in line with the proposed Netting Microservice)
Support for transactions that are done with counterparties that are 'given-up' to a Prime Broker. This would involve the following (at a high level, subject to a more detailed spec):
A new 'Prime Broker Parent' attribute on the Legal Entity property sheet
A mechanism to transfer the exposure from the original deal counterparty to its Prime Broker Parent
A list of "Give-up Clients" on netting agreements, that would determine such deals' ability to net under the Prime Broker agreement.