Class: EligibleCollateralCriteria

Represents a set of criteria used to specify eligible collateral.

URI: common_domain_model:EligibleCollateralCriteria

 classDiagram
    class EligibleCollateralCriteria
    click EligibleCollateralCriteria href "../EligibleCollateralCriteria/"
      CollateralCriteriaBase <|-- EligibleCollateralCriteria
        click CollateralCriteriaBase href "../CollateralCriteriaBase/"

      EligibleCollateralCriteria : appliesTo





        EligibleCollateralCriteria --> "*" CounterpartyRoleEnum : appliesTo
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"



      EligibleCollateralCriteria : collateralCriteria





        EligibleCollateralCriteria --> "0..1" CollateralCriteria : collateralCriteria
        click CollateralCriteria href "../CollateralCriteria/"



      EligibleCollateralCriteria : ratingPriorityResolution





        EligibleCollateralCriteria --> "0..1" RatingPriorityResolutionEnum : ratingPriorityResolution
        click RatingPriorityResolutionEnum href "../RatingPriorityResolutionEnum/"



      EligibleCollateralCriteria : restrictTo





        EligibleCollateralCriteria --> "0..1" CollateralMarginTypeEnum : restrictTo
        click CollateralMarginTypeEnum href "../CollateralMarginTypeEnum/"



      EligibleCollateralCriteria : treatment





        EligibleCollateralCriteria --> "1" CollateralTreatment : treatment
        click CollateralTreatment href "../CollateralTreatment/"

Inheritance

CollateralCriteriaBase
- EligibleCollateralCriteria

Slots

Name	Cardinality and Range	Description	Inheritance
treatment	1 CollateralTreatment	Identifies the treatment of specified collateral, e	direct
collateralCriteria	0..1 CollateralCriteria or AllCriteria or AnyCriteria or NegativeCriteria or CollateralIssuerType or CollateralGuarantorType or AssetType or IssuerCountryOfOrigin or AssetCountryOfOrigin or CurrencyCodeEnum or IssuerName or IssuerAgencyRating or SovereignAgencyRating or AssetAgencyRating or AssetMaturity or SpecificAsset or CollateralTaxonomy or ListingExchange or ListingSector or IndexType or CounterpartyOwnIssuePermitted or DomesticCurrencyIssued	The specific criteria that applies	CollateralCriteriaBase
appliesTo	* CounterpartyRoleEnum	Specifies which of the two counterparties the criteria applies to (either one...	CollateralCriteriaBase
restrictTo	0..1 CollateralMarginTypeEnum	Restrict the criteria to only apply to a specific type of margin, ie IM or VM	CollateralCriteriaBase
ratingPriorityResolution	0..1 RatingPriorityResolutionEnum	Denotes which Criteria has priority if more than one agency rating applies	CollateralCriteriaBase

Usages

used by	used in	type	used
MarginCallIssuance	recallNonCashCollateralDescription	range	EligibleCollateralCriteria
PostingObligationsElection	eligibleCollateral	range	EligibleCollateralCriteria
EligibleCollateralElection	eligibleCollateral	range	EligibleCollateralCriteria
CheckEligibilityResult	matchingEligibleCriteria	range	EligibleCollateralCriteria
CollateralProvisions	eligibleCollateral	range	EligibleCollateralCriteria
EligibleCollateralSpecification	criteria	range	EligibleCollateralCriteria

In Subsets

CdmProductCollateral

Comments

Rosetta condition: ConcentrationLimitTypeIssueOSAmountDebtOnly — if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesSecurityType(collateralCriteria, Debt) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType( item -> concentrationLimitCriteria -> collateralCriteria, Debt )) all = True
Rosetta condition: ConcentrationLimitTypeMarketCapEquityOnly — if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesSecurityType(collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType( item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True
Rosetta condition: AverageTradingVolumeEquityOnly — if treatment -> concentrationLimit -> concentrationLimitCriteria -> averageTradingVolume exists then CriteriaMatchesSecurityType(collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType( item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

Mapping Type	Mapped Value
self	common_domain_model:EligibleCollateralCriteria
native	common_domain_model:EligibleCollateralCriteria
related	gist:Specification

LinkML Source

Direct

name: EligibleCollateralCriteria
description: Represents a set of criteria used to specify eligible collateral.
comments:
- 'Rosetta condition: ConcentrationLimitTypeIssueOSAmountDebtOnly — if treatment ->
  concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element
  = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesSecurityType(collateralCriteria,
  Debt) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType( item
  -> concentrationLimitCriteria -> collateralCriteria, Debt )) all = True'
- 'Rosetta condition: ConcentrationLimitTypeMarketCapEquityOnly — if treatment ->
  concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element
  = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesSecurityType(collateralCriteria,
  Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType(
  item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True'
- 'Rosetta condition: AverageTradingVolumeEquityOnly — if treatment -> concentrationLimit
  -> concentrationLimitCriteria -> averageTradingVolume exists then CriteriaMatchesSecurityType(collateralCriteria,
  Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType(
  item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
related_mappings:
- gist:Specification
is_a: CollateralCriteriaBase
slots:
- treatment
slot_usage:
  treatment:
    name: treatment
    description: Identifies the treatment of specified collateral, e.g., haircuts,holding
      limits or exclusions.
    required: true

Induced

name: EligibleCollateralCriteria
description: Represents a set of criteria used to specify eligible collateral.
comments:
- 'Rosetta condition: ConcentrationLimitTypeIssueOSAmountDebtOnly — if treatment ->
  concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element
  = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesSecurityType(collateralCriteria,
  Debt) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType( item
  -> concentrationLimitCriteria -> collateralCriteria, Debt )) all = True'
- 'Rosetta condition: ConcentrationLimitTypeMarketCapEquityOnly — if treatment ->
  concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element
  = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesSecurityType(collateralCriteria,
  Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType(
  item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True'
- 'Rosetta condition: AverageTradingVolumeEquityOnly — if treatment -> concentrationLimit
  -> concentrationLimitCriteria -> averageTradingVolume exists then CriteriaMatchesSecurityType(collateralCriteria,
  Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType(
  item -> concentrationLimitCriteria -> collateralCriteria, Equity )) all = True'
in_subset:
- cdm_product_collateral
from_schema: https://w3id.org/lmodel/common-domain-model
related_mappings:
- gist:Specification
is_a: CollateralCriteriaBase
slot_usage:
  treatment:
    name: treatment
    description: Identifies the treatment of specified collateral, e.g., haircuts,holding
      limits or exclusions.
    required: true
attributes:
  treatment:
    name: treatment
    description: Identifies the treatment of specified collateral, e.g., haircuts,holding
      limits or exclusions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralPosition.treatment
    rank: 1000
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralPosition
    - FloatingRateProcessingParameters
    - EligibleCollateralCriteria
    range: CollateralTreatment
    required: true
  collateralCriteria:
    name: collateralCriteria
    description: The specific criteria that applies. It can be created using AND,
      OR and NOT logic, and both asset and issuer characteristics.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.collateralCriteria
    rank: 1000
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CollateralCriteria
    any_of:
    - range: AllCriteria
    - range: AnyCriteria
    - range: NegativeCriteria
    - range: CollateralIssuerType
    - range: CollateralGuarantorType
    - range: AssetType
    - range: IssuerCountryOfOrigin
    - range: AssetCountryOfOrigin
    - range: CurrencyCodeEnum
    - range: IssuerName
    - range: IssuerAgencyRating
    - range: SovereignAgencyRating
    - range: AssetAgencyRating
    - range: AssetMaturity
    - range: SpecificAsset
    - range: CollateralTaxonomy
    - range: ListingExchange
    - range: ListingSector
    - range: IndexType
    - range: CounterpartyOwnIssuePermitted
    - range: DomesticCurrencyIssued
  appliesTo:
    name: appliesTo
    description: Specifies which of the two counterparties the criteria applies to
      (either one or both counterparties). This attribute is optional, in case the
      applicable party is already specified elsewhere within a party election.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.appliesTo
    rank: 1000
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CounterpartyRoleEnum
    multivalued: true
  restrictTo:
    name: restrictTo
    description: Restrict the criteria to only apply to a specific type of margin,
      ie IM or VM.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.restrictTo
    rank: 1000
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CollateralMarginTypeEnum
  ratingPriorityResolution:
    name: ratingPriorityResolution
    description: Denotes which Criteria has priority if more than one agency rating
      applies.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralCriteriaBase.ratingPriorityResolution
    rank: 1000
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralCriteriaBase
    range: RatingPriorityResolutionEnum