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common-domain-model

Class: CSAIndependentAmount

Sets out the additional amount of collateral that is required to be delivered by that party irrespective of the mark-to-market exposure under the related Transactions. It may take the form of a fixed amount, or be determined using credit ratings.

URI: common_domain_model:CSAIndependentAmount

 classDiagram
    class CSAIndependentAmount
    click CSAIndependentAmount href "../CSAIndependentAmount/"
      CSAIndependentAmount : additionalLanguage
        
      CSAIndependentAmount : partyElection
        
          
    
        
        
        CSAIndependentAmount --> "1..*" LegacyIndependentAmountParty : partyElection
        click LegacyIndependentAmountParty href "../LegacyIndependentAmountParty/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
partyElection 1..*
LegacyIndependentAmountParty		 The party specific elections for the Independent Amount clause direct
additionalLanguage 0..1
string		 The additional language that might be specified by the parties to the legal a… direct

Usages

Section titled “Usages”
used by used in type used
CreditSupportObligationsLegacy independentAmount range CSAIndependentAmount
CreditSupportObligationsVariationMargin independentAmount range CSAIndependentAmount

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
doc_reference ISDA CSA_NewYork_1994 paragraph 13 clause (b)(iv)(A)

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:CSAIndependentAmount
native common_domain_model:CSAIndependentAmount

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CSAIndependentAmount
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_NewYork_1994 paragraph 13 clause (b)(iv)(A) | ISDA CSA_English_1995
      paragraph 11 clause (b)(iii)(A) | ISDA CSD_English_1995 paragraph 11 clause
      (c)(iii)(A)
description: Sets out the additional amount of collateral that is required to be delivered
  by that party irrespective of the mark-to-market exposure under the related Transactions.
  It may take the form of a fixed amount, or be determined using credit ratings.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: The party specific elections for the Independent Amount clause.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - AdditionalRepresentation
    - AddressesForTransfer
    - CSAIndependentAmount
    - CollateralManagementAgreement
    - ControlAgreement
    - Custodian
    - CustodianRisk
    - DemandsAndNotices
    - EligibleCreditSupport
    - ExposureScope
    - FrenchLawAddendum
    - HoldingAndUsingPostedCollateral
    - MinimumTransferAmount
    - PostingObligations
    - ProcessAgent
    - RecalculationOfValue
    - SecurityProviderRightsEvent
    - SensitivityMethodologies
    - SimmCalculationCurrency
    - SpecifiedConditionOrAccessCondition
    - SubstitutedRegime
    - Substitution
    - TerminationCurrencyAmendment
    - Threshold
    - ValuationCalculationDateLocation
    - AutomaticEarlyTermination
    - CreditEventUponMerger
    - IsdaAdditionalTerminationEvent
    - TerminationCurrencySelection
    - EventsOfDefault
    range: LegacyIndependentAmountParty
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CSADeliveryAmount
    - CSAIndependentAmount
    - CSAValuationDate
    - CollateralTransferTimingDefinition
    - CollateralValueMethod
    - CreditSupportAmount
    - CustodianElection
    - FinalReturns
    - HoldingAndUsingPostedCollateral
    - LegacyExposureScopeElection
    - LegacyResolutionAlternative
    - MasterAgreementDatedAsOfDate
    - PostingObligationsElection
    - ResolutionValue
    - SpecifiedConditionOrAccessCondition
    - TransferSettlementTiming
    - ValuationAgent
    - ValuationTime
    range: string

Induced

Section titled “Induced”
name: CSAIndependentAmount
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_NewYork_1994 paragraph 13 clause (b)(iv)(A) | ISDA CSA_English_1995
      paragraph 11 clause (b)(iii)(A) | ISDA CSD_English_1995 paragraph 11 clause
      (c)(iii)(A)
description: Sets out the additional amount of collateral that is required to be delivered
  by that party irrespective of the mark-to-market exposure under the related Transactions.
  It may take the form of a fixed amount, or be determined using credit ratings.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: The party specific elections for the Independent Amount clause.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CSAIndependentAmount
    domain_of:
    - AdditionalRepresentation
    - AddressesForTransfer
    - CSAIndependentAmount
    - CollateralManagementAgreement
    - ControlAgreement
    - Custodian
    - CustodianRisk
    - DemandsAndNotices
    - EligibleCreditSupport
    - ExposureScope
    - FrenchLawAddendum
    - HoldingAndUsingPostedCollateral
    - MinimumTransferAmount
    - PostingObligations
    - ProcessAgent
    - RecalculationOfValue
    - SecurityProviderRightsEvent
    - SensitivityMethodologies
    - SimmCalculationCurrency
    - SpecifiedConditionOrAccessCondition
    - SubstitutedRegime
    - Substitution
    - TerminationCurrencyAmendment
    - Threshold
    - ValuationCalculationDateLocation
    - AutomaticEarlyTermination
    - CreditEventUponMerger
    - IsdaAdditionalTerminationEvent
    - TerminationCurrencySelection
    - EventsOfDefault
    range: LegacyIndependentAmountParty
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2
  additionalLanguage:
    name: additionalLanguage
    description: The additional language that might be specified by the parties to
      the legal agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CSAIndependentAmount
    domain_of:
    - UmbrellaAgreementSet
    - AdditionalRepresentationElection
    - CSADeliveryAmount
    - CSAIndependentAmount
    - CSAValuationDate
    - CollateralTransferTimingDefinition
    - CollateralValueMethod
    - CreditSupportAmount
    - CustodianElection
    - FinalReturns
    - HoldingAndUsingPostedCollateral
    - LegacyExposureScopeElection
    - LegacyResolutionAlternative
    - MasterAgreementDatedAsOfDate
    - PostingObligationsElection
    - ResolutionValue
    - SpecifiedConditionOrAccessCondition
    - TransferSettlementTiming
    - ValuationAgent
    - ValuationTime
    range: string