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Slot: threshold

Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party.

URI: common_domain_model:threshold

Applicable Classes

Name Description Modifies Slot
CreditSupportObligationsLegacy Specification of the Credit Support Obligations applicable to the Legacy (199... no
CreditSupportObligationsInitialMargin Specification of the Credit Support Obligations applicable to the Initial Mar... no
CreditSupportObligationsCollateralTransferAgreement Specification of the Credit Support Obligations applicable to the Initial Mar... no

Properties

Type and Range

Property Value
Range Threshold
Domain Of CreditSupportObligationsLegacy, CreditSupportObligationsInitialMargin, CreditSupportObligationsCollateralTransferAgreement

Cardinality and Requirements

Property Value
Required Yes

Notes

  • ISDA CSA_NewYork_1994
  • ISDA CSA_English_1995
  • ISDA CSD_English_1995
  • ISDA CSA_VM_English_2016
  • ISDA CSA_VM_NewYork_2016

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

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
domain_of:
- CreditSupportObligationsLegacy
- CreditSupportObligationsInitialMargin
- CreditSupportObligationsCollateralTransferAgreement
range: Threshold
required: true