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Class: CreditSupportObligationsCollateralTransferAgreement

Specification of the Credit Support Obligations applicable to the Initial Margin Credit Support Annex.

URI: common_domain_model:CreditSupportObligationsCollateralTransferAgreement

 classDiagram
    class CreditSupportObligationsCollateralTransferAgreement
    click CreditSupportObligationsCollateralTransferAgreement href "../CreditSupportObligationsCollateralTransferAgreement/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsCollateralTransferAgreement
        click CreditSupportObligationsBase href "../CreditSupportObligationsBase/"

      CreditSupportObligationsCollateralTransferAgreement : bespokeTransferTiming





        CreditSupportObligationsCollateralTransferAgreement --> "0..1" BespokeTransferTiming : bespokeTransferTiming
        click BespokeTransferTiming href "../BespokeTransferTiming/"



      CreditSupportObligationsCollateralTransferAgreement : collateralTransferTiming





        CreditSupportObligationsCollateralTransferAgreement --> "0..1" CollateralTransferTiming : collateralTransferTiming
        click CollateralTransferTiming href "../CollateralTransferTiming/"



      CreditSupportObligationsCollateralTransferAgreement : creditSupportAmount





        CreditSupportObligationsCollateralTransferAgreement --> "1" CreditSupportAmount : creditSupportAmount
        click CreditSupportAmount href "../CreditSupportAmount/"



      CreditSupportObligationsCollateralTransferAgreement : deliveryAmount





        CreditSupportObligationsCollateralTransferAgreement --> "1" CSADeliveryAmount : deliveryAmount
        click CSADeliveryAmount href "../CSADeliveryAmount/"



      CreditSupportObligationsCollateralTransferAgreement : marginApproach





        CreditSupportObligationsCollateralTransferAgreement --> "1" MarginApproach : marginApproach
        click MarginApproach href "../MarginApproach/"



      CreditSupportObligationsCollateralTransferAgreement : minimumTransferAmount





        CreditSupportObligationsCollateralTransferAgreement --> "1" MinimumTransferAmount : minimumTransferAmount
        click MinimumTransferAmount href "../MinimumTransferAmount/"



      CreditSupportObligationsCollateralTransferAgreement : otherEligibleSupportIM

      CreditSupportObligationsCollateralTransferAgreement : returnAmount





        CreditSupportObligationsCollateralTransferAgreement --> "1" CSAReturnAmount : returnAmount
        click CSAReturnAmount href "../CSAReturnAmount/"



      CreditSupportObligationsCollateralTransferAgreement : rounding





        CreditSupportObligationsCollateralTransferAgreement --> "0..1" CollateralRounding : rounding
        click CollateralRounding href "../CollateralRounding/"



      CreditSupportObligationsCollateralTransferAgreement : threshold





        CreditSupportObligationsCollateralTransferAgreement --> "1" Threshold : threshold
        click Threshold href "../Threshold/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
marginApproach 1
MarginApproach		 The selection of Margin Approach applicable to the agreement direct
otherEligibleSupportIM 0..1
string		 The Other Eligible Support election direct
threshold 1
Threshold		 Represents the amount of unsecured risk that a party is willing to tolerate w... direct
creditSupportAmount 1
CreditSupportAmount		 The total amount one counterparty must deliver to the other at any time: the ... direct
rounding 0..1
CollateralRounding		 The rounding methodology applicable to the Delivery Amount and the Return Amo... direct
deliveryAmount 1
CSADeliveryAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent... CreditSupportObligationsBase
returnAmount 1
CSAReturnAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent... CreditSupportObligationsBase
minimumTransferAmount 1
MinimumTransferAmount		 Represents the threshold specified in the agreement below which collateral ne... CreditSupportObligationsBase
collateralTransferTiming 0..1
CollateralTransferTiming		 Specification of transfer / settlement timing for cash and securities collate... CreditSupportObligationsBase
bespokeTransferTiming 0..1
BespokeTransferTiming		 The time by which the transfer of collateral must take place when different f... CreditSupportObligationsBase

Usages

used by used in type used
CollateralTransferAgreementElections creditSupportObligations range CreditSupportObligationsCollateralTransferAgreement

In Subsets

See Also

Notes

  • ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)" name "Credit Support Obligations"
  • ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)" name "Credit Support Obligations"
  • ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c) " name "Credit Support Obligations"

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:CreditSupportObligationsCollateralTransferAgreement
native common_domain_model:CreditSupportObligationsCollateralTransferAgreement

LinkML Source

Direct

name: CreditSupportObligationsCollateralTransferAgreement
description: Specification of the Credit Support Obligations applicable to the Initial
  Margin Credit Support Annex.
notes:
- ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)" name "Credit
  Support Obligations"
- ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)" name "Credit
  Support Obligations"
- ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c) " name "Credit
  Support Obligations"
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSD_IM_English_2016
- isda:CSA_IM_Japanese_2016
- isda:CSA_IM_NewYork_2016
is_a: CreditSupportObligationsBase
slots:
- marginApproach
- otherEligibleSupportIM
- threshold
- creditSupportAmount
- rounding
slot_usage:
  marginApproach:
    name: marginApproach
    description: The selection of Margin Approach applicable to the agreement.
    range: MarginApproach
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    range: CollateralRounding

Induced

name: CreditSupportObligationsCollateralTransferAgreement
description: Specification of the Credit Support Obligations applicable to the Initial
  Margin Credit Support Annex.
notes:
- ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)" name "Credit
  Support Obligations"
- ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)" name "Credit
  Support Obligations"
- ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c) " name "Credit
  Support Obligations"
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- isda:CSD_IM_English_2016
- isda:CSA_IM_Japanese_2016
- isda:CSA_IM_NewYork_2016
is_a: CreditSupportObligationsBase
slot_usage:
  marginApproach:
    name: marginApproach
    description: The selection of Margin Approach applicable to the agreement.
    range: MarginApproach
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    range: CollateralRounding
attributes:
  marginApproach:
    name: marginApproach
    description: The selection of Margin Approach applicable to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - MarginApproach
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    range: MarginApproach
    required: true
  otherEligibleSupportIM:
    name: otherEligibleSupportIM
    description: The Other Eligible Support election. If not specified, this election
      is deemed as not applicable.
    notes:
    - ISDA CSA_IM_NewYork_2016
    - ISDA CSA_IM_NewYork_2018
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    range: string
  threshold:
    name: threshold
    description: Represents the amount of unsecured risk that a party is willing to
      tolerate without holding any posted collateral provided by the other party.
    notes:
    - ISDA CSA_NewYork_1994
    - ISDA CSA_English_1995
    - ISDA CSD_English_1995
    - ISDA CSA_VM_English_2016
    - ISDA CSA_VM_NewYork_2016
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    range: Threshold
    required: true
  creditSupportAmount:
    name: creditSupportAmount
    description: 'The total amount one counterparty must deliver to the other at any
      time: the combination of the Exposure to that party and the net Independent
      Amounts it must post, minus any agreed Threshold.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportAmount
    range: CreditSupportAmount
    required: true
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - RelativeTimeOffset
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: CollateralRounding
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.deliveryAmount
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CollateralRounding
    - InterestAmount
    - CreditSupportObligationsBase
    - CSADeliveryAmount
    - InterestAmountApplication
    range: CSADeliveryAmount
    required: true
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralRounding.returnAmount
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CollateralRounding
    - InterestAmount
    - CreditSupportObligationsBase
    - CSAReturnAmount
    - InterestAmountApplication
    range: CSAReturnAmount
    required: true
  minimumTransferAmount:
    name: minimumTransferAmount
    description: Represents the threshold specified in the agreement below which collateral
      need not be delivered, and represents the smallest incremental value of exposure
      that must be reached before the parties are obliged to transfer collateral.
    notes:
    - ISDA CSA_NewYork_1994
    - ISDA CSA_English_1995
    - ISDA CSD_English_1995
    - ISDA CSA_VM_English_2016
    - ISDA CSA_VM_NewYork_2016
    - ISDA CSD_IM_English_2016 paragraph "13 General Principles" clause "(c)(vi)(C)"
      name "Rounding"
    - ISDA CSA_IM_Japanese_2016 paragraph "13 General Principles" clause "(d)(vi)(C)"
      name "Rounding"
    - ISDA CSA_IM_NewYork_2016 paragraph "13 General Principles" clause "(c)(vi)(C)"
      name "Rounding"
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsBase
    range: MinimumTransferAmount
    required: true
  collateralTransferTiming:
    name: collateralTransferTiming
    description: Specification of transfer / settlement timing for cash and securities
      collateral assuming that the notice is provided before the Notification Time
      (and with a 1LBD lag introduced if the notice is delivered after the Notification
      Time), and that securities allow for a further Local Business Day for transfer
      / settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsBase
    range: CollateralTransferTiming
  bespokeTransferTiming:
    name: bespokeTransferTiming
    description: The time by which the transfer of collateral must take place when
      different from the Regular Settlement Day as a result of parties' election.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsBase
    range: BespokeTransferTiming