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Enum: ConcentrationLimitTypeEnum

Represents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.

URI: common_domain_model:ConcentrationLimitTypeEnum

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
name: ConcentrationLimitTypeEnum
description: 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-model
rank: 1000
permissible_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.