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
Properties
Type and Range
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
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