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common-domain-model

Class: CreditSupportObligationsCollateralTransferAgreement

Specification of the Credit Support Obligations applicable to the Initial Margin Credit Support Annex.

URI: common_domain_model:CreditSupportObligationsCollateralTransferAgreement

 classDiagram
    class CreditSupportObligationsCollateralTransferAgreement
    click CreditSupportObligationsCollateralTransferAgreement href "../CreditSupportObligationsCollateralTransferAgreement/"
      CreditSupportObligationsBase <|-- CreditSupportObligationsCollateralTransferAgreement
        click CreditSupportObligationsBase href "../CreditSupportObligationsBase/"
      
      CreditSupportObligationsCollateralTransferAgreement : bespokeTransferTiming
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "0..1" BespokeTransferTiming : bespokeTransferTiming
        click BespokeTransferTiming href "../BespokeTransferTiming/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : collateralTransferTiming
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "0..1" CollateralTransferTiming : collateralTransferTiming
        click CollateralTransferTiming href "../CollateralTransferTiming/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : creditSupportAmount
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "1" CreditSupportAmount : creditSupportAmount
        click CreditSupportAmount href "../CreditSupportAmount/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : deliveryAmount
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "1" CSADeliveryAmount : deliveryAmount
        click CSADeliveryAmount href "../CSADeliveryAmount/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : marginApproach
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "1" MarginApproach : marginApproach
        click MarginApproach href "../MarginApproach/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : minimumTransferAmount
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "1" MinimumTransferAmount : minimumTransferAmount
        click MinimumTransferAmount href "../MinimumTransferAmount/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : otherEligibleSupportIM
        
      CreditSupportObligationsCollateralTransferAgreement : returnAmount
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "1" CSAReturnAmount : returnAmount
        click CSAReturnAmount href "../CSAReturnAmount/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : rounding
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "0..1" CollateralRounding : rounding
        click CollateralRounding href "../CollateralRounding/"
    

        
      CreditSupportObligationsCollateralTransferAgreement : threshold
        
          
    
        
        
        CreditSupportObligationsCollateralTransferAgreement --> "1" Threshold : threshold
        click Threshold href "../Threshold/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
marginApproach 1
MarginApproach		 The selection of Margin Approach applicable to the agreement direct
otherEligibleSupportIM 0..1
string		 The Other Eligible Support election direct
threshold 1
Threshold		 Represents the amount of unsecured risk that a party is willing to tolerate w… direct
creditSupportAmount 1
CreditSupportAmount		 The total amount one counterparty must deliver to the other at any time: the … direct
rounding 0..1
CollateralRounding		 The rounding methodology applicable to the Delivery Amount and the Return Amo… direct
deliveryAmount 1
CSADeliveryAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent… CreditSupportObligationsBase
returnAmount 1
CSAReturnAmount		 In respect of a Valuation Date, the amount of collateral which a party is ent… CreditSupportObligationsBase
minimumTransferAmount 1
MinimumTransferAmount		 Represents the threshold specified in the agreement below which collateral ne… CreditSupportObligationsBase
collateralTransferTiming 0..1
CollateralTransferTiming		 Specification of transfer / settlement timing for cash and securities collate… CreditSupportObligationsBase
bespokeTransferTiming 0..1
BespokeTransferTiming		 The time by which the transfer of collateral must take place when different f… CreditSupportObligationsBase

Usages

Section titled “Usages”
used by used in type used
CollateralTransferAgreementElections creditSupportObligations range CreditSupportObligationsCollateralTransferAgreement

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
doc_reference ISDA CSD_IM_English_2016 paragraph 13 General Principles clause (c) name Credit Support Obligations

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CreditSupportObligationsCollateralTransferAgreement
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSD_IM_English_2016 paragraph 13 General Principles clause (c) name
      Credit Support Obligations | ISDA CSA_IM_Japanese_2016 paragraph 13 General
      Principles clause (d) name Credit Support Obligations | ISDA CSA_IM_NewYork_2016
      paragraph 13 General Principles clause (c)  name Credit Support Obligations
description: Specification of the Credit Support Obligations applicable to the Initial
  Margin Credit Support Annex.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditSupportObligationsBase
attributes:
  marginApproach:
    name: marginApproach
    description: The selection of Margin Approach applicable to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - MarginApproach
    range: MarginApproach
    required: true
  otherEligibleSupportIM:
    name: otherEligibleSupportIM
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_IM_NewYork_2016 | ISDA CSA_IM_NewYork_2018
    description: The Other Eligible Support election. If not specified, this election
      is deemed as not applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    range: string
  threshold:
    name: threshold
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_NewYork_1994 | ISDA CSA_English_1995 | ISDA CSD_English_1995
          | ISDA CSA_VM_English_2016 | ISDA CSA_VM_NewYork_2016
    description: Represents the amount of unsecured risk that a party is willing to
      tolerate without holding any posted collateral provided by the other party.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    range: Threshold
    required: true
  creditSupportAmount:
    name: creditSupportAmount
    description: 'The total amount one counterparty must deliver to the other at any
      time: the combination of the Exposure to that party and the net Independent
      Amounts it must post, minus any agreed Threshold.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - CreditSupportAmount
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    range: CreditSupportAmount
    required: true
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    domain_of:
    - RelativeTimeOffset
    - FloatingRateIndexDefinition
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: CollateralRounding

Induced

Section titled “Induced”
name: CreditSupportObligationsCollateralTransferAgreement
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSD_IM_English_2016 paragraph 13 General Principles clause (c) name
      Credit Support Obligations | ISDA CSA_IM_Japanese_2016 paragraph 13 General
      Principles clause (d) name Credit Support Obligations | ISDA CSA_IM_NewYork_2016
      paragraph 13 General Principles clause (c)  name Credit Support Obligations
description: Specification of the Credit Support Obligations applicable to the Initial
  Margin Credit Support Annex.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditSupportObligationsBase
attributes:
  marginApproach:
    name: marginApproach
    description: The selection of Margin Approach applicable to the agreement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - MarginApproach
    range: MarginApproach
    required: true
  otherEligibleSupportIM:
    name: otherEligibleSupportIM
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_IM_NewYork_2016 | ISDA CSA_IM_NewYork_2018
    description: The Other Eligible Support election. If not specified, this election
      is deemed as not applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    range: string
  threshold:
    name: threshold
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_NewYork_1994 | ISDA CSA_English_1995 | ISDA CSD_English_1995
          | ISDA CSA_VM_English_2016 | ISDA CSA_VM_NewYork_2016
    description: Represents the amount of unsecured risk that a party is willing to
      tolerate without holding any posted collateral provided by the other party.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    range: Threshold
    required: true
  creditSupportAmount:
    name: creditSupportAmount
    description: 'The total amount one counterparty must deliver to the other at any
      time: the combination of the Exposure to that party and the net Independent
      Amounts it must post, minus any agreed Threshold.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportAmount
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    range: CreditSupportAmount
    required: true
  rounding:
    name: rounding
    description: The rounding methodology applicable to the Delivery Amount and the
      Return Amount in terms of nearest integral multiple of Base Currency units.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - RelativeTimeOffset
    - FloatingRateIndexDefinition
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: CollateralRounding
  deliveryAmount:
    name: deliveryAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be transferred to it as a Delivery Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CSADeliveryAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: CSADeliveryAmount
    required: true
  returnAmount:
    name: returnAmount
    description: In respect of a Valuation Date, the amount of collateral which a
      party is entitled to demand to be recalled to it as a Return Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CSAReturnAmount
    - CollateralRounding
    - CreditSupportObligationsBase
    - InterestAmount
    - InterestAmountApplication
    range: CSAReturnAmount
    required: true
  minimumTransferAmount:
    name: minimumTransferAmount
    annotations:
      doc_reference:
        tag: doc_reference
        value: ISDA CSA_NewYork_1994 | ISDA CSA_English_1995 | ISDA CSD_English_1995
          | ISDA CSA_VM_English_2016 | ISDA CSA_VM_NewYork_2016 | ISDA CSD_IM_English_2016
          paragraph 13 General Principles clause (c)(vi)(C) name Rounding | ISDA CSA_IM_Japanese_2016
          paragraph 13 General Principles clause (d)(vi)(C) name Rounding | ISDA CSA_IM_NewYork_2016
          paragraph 13 General Principles clause (c)(vi)(C) name Rounding
    description: Represents the threshold specified in the agreement below which collateral
      need not be delivered, and represents the smallest incremental value of exposure
      that must be reached before the parties are obliged to transfer collateral.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsBase
    range: MinimumTransferAmount
    required: true
  collateralTransferTiming:
    name: collateralTransferTiming
    description: Specification of transfer / settlement timing for cash and securities
      collateral assuming that the notice is provided before the Notification Time
      (and with a 1LBD lag introduced if the notice is delivered after the Notification
      Time), and that securities allow for a further Local Business Day for transfer
      / settlement.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsBase
    range: CollateralTransferTiming
  bespokeTransferTiming:
    name: bespokeTransferTiming
    description: The time by which the transfer of collateral must take place when
      different from the Regular Settlement Day as a result of parties' election.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: CreditSupportObligationsCollateralTransferAgreement
    domain_of:
    - CreditSupportObligationsBase
    range: BespokeTransferTiming