Enum: ConcentrationLimitTypeEnum
Represents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.
URI: common_domain_model:ConcentrationLimitTypeEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| Asset | None | Specifies a limit on a single asset in the eligible collateral schedule |
| BaseCurrencyEquivalent | None | Specifies a limit on all cash valued in the base currency of the eligible col... |
| Issuer | None | Specifies a limit on a single issuer in the eligible collateral schedule |
| PrimaryExchange | None | Specifies a limit on a single exchange in the eligible collateral schedule |
| IndustrySector | None | Specifies a limit on a single industry sector in the eligible collateral sche... |
| UltimateParentInstitution | None | Specifies a limit on a single issuer in the eligible collateral schedule at t... |
| IssueOutstandingAmount | None | Specifies a limit of the issue compared to the outstanding amount of the asse... |
| MarketCapitalisation | None | Specifies a limit of the issue calculated as a percentage of the market capit... |
| OutstandingBalance | None | Specifies a limit on the total outstanding balance for an asset in the portfo... |
Slots
| Name | Description |
|---|---|
| concentrationLimitType | Specifies the type of concentration limit to be applied |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: ConcentrationLimitTypeEnum
description: Represents the enumerated values to identify where a concentration limit
is applied in the eligible collateral schedule.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Asset:
text: Asset
description: Specifies a limit on a single asset in the eligible collateral schedule
BaseCurrencyEquivalent:
text: BaseCurrencyEquivalent
description: Specifies a limit on all cash valued in the base currency of the
eligible collateral schedule.
Issuer:
text: Issuer
description: Specifies a limit on a single issuer in the eligible collateral schedule.
PrimaryExchange:
text: PrimaryExchange
description: Specifies a limit on a single exchange in the eligible collateral
schedule.
IndustrySector:
text: IndustrySector
description: Specifies a limit on a single industry sector in the eligible collateral
schedule.
UltimateParentInstitution:
text: UltimateParentInstitution
description: Specifies a limit on a single issuer in the eligible collateral schedule
at the ultimate parent institution level.
IssueOutstandingAmount:
text: IssueOutstandingAmount
description: Specifies a limit of the issue compared to the outstanding amount
of the asset on the market.
MarketCapitalisation:
text: MarketCapitalisation
description: Specifies a limit of the issue calculated as a percentage of the
market capitalisation of the asset on the market.
OutstandingBalance:
text: OutstandingBalance
description: Specifies a limit on the total outstanding balance for an asset in
the portfolio.