Please let me know if I missed something, is there not a way to create an asymmetric key via the aws-kms module? I've been grepping and googling and can't find anything anywhere..
This is still waiting on CloudFormation: https://github.com/aws-cloudformation/aws-cloudformation-coverage-roadmap/issues/337
It seems the Cloudformation side of things is taken care of: https://github.com/aws-cloudformation/aws-cloudformation-resource-providers-kms/pull/24 so this might be coming soon now.
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This is still waiting on CloudFormation: https://github.com/aws-cloudformation/aws-cloudformation-coverage-roadmap/issues/337