Enum: ConcentrationLimitTypeEnum
Represents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.
URI: common_domain_model:ConcentrationLimitTypeEnum
Permissible Values
Section titled “Permissible Values”| Value | Meaning | Description |
|---|---|---|
| Asset | None | Specifies a limit on a single asset in the eligible collateral schedule |
| BaseCurrencyEquivalent | None | Specifies a limit on all cash valued in the base currency of the eligible col… |
| Issuer | None | Specifies a limit on a single issuer in the eligible collateral schedule |
| PrimaryExchange | None | Specifies a limit on a single exchange in the eligible collateral schedule |
| IndustrySector | None | Specifies a limit on a single industry sector in the eligible collateral sche… |
| UltimateParentInstitution | None | Specifies a limit on a single issuer in the eligible collateral schedule at t… |
| IssueOutstandingAmount | None | Specifies a limit of the issue compared to the outstanding amount of the asse… |
| MarketCapitalisation | None | Specifies a limit of the issue calculated as a percentage of the market capit… |
| OutstandingBalance | None | Specifies a limit on the total outstanding balance for an asset in the portfo… |
| Name | Description |
|---|---|
| concentrationLimitType | Specifies the type of concentration limit to be applied |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
Section titled “LinkML Source”name: ConcentrationLimitTypeEnumdescription: Represents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.from_schema: https://w3id.org/lmodel/common-domain-modelrank: 1000permissible_values: Asset: text: Asset description: Specifies a limit on a single asset in the eligible collateral schedule BaseCurrencyEquivalent: text: BaseCurrencyEquivalent description: Specifies a limit on all cash valued in the base currency of the eligible collateral schedule. Issuer: text: Issuer description: Specifies a limit on a single issuer in the eligible collateral schedule. PrimaryExchange: text: PrimaryExchange description: Specifies a limit on a single exchange in the eligible collateral schedule. IndustrySector: text: IndustrySector description: Specifies a limit on a single industry sector in the eligible collateral schedule. UltimateParentInstitution: text: UltimateParentInstitution description: Specifies a limit on a single issuer in the eligible collateral schedule at the ultimate parent institution level. IssueOutstandingAmount: text: IssueOutstandingAmount description: Specifies a limit of the issue compared to the outstanding amount of the asset on the market. MarketCapitalisation: text: MarketCapitalisation description: Specifies a limit of the issue calculated as a percentage of the market capitalisation of the asset on the market. OutstandingBalance: text: OutstandingBalance description: Specifies a limit on the total outstanding balance for an asset in the portfolio.