Class: 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

 classDiagram
    class Threshold
    click Threshold href "../Threshold/"
      Threshold : partyElection
        
          
    
        
        
        Threshold --> "1..*" ThresholdElection : partyElection
        click ThresholdElection href "../ThresholdElection/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
partyElection	1..* ThresholdElection	The party specific election for the threshold clause	direct

Usages

used by	used in	type	used
CreditSupportObligationsCollateralTransferAgreement	threshold	range	Threshold
CreditSupportObligationsInitialMargin	threshold	range	Threshold
CreditSupportObligationsLegacy	threshold	range	Threshold

Identifier and Mapping Information

Annotations

property	value
doc_reference	ISDA CSA_NewYork_1994 name Threshold

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

Mappings

Mapping Type	Mapped Value
self	common_domain_model:Threshold
native	common_domain_model:Threshold

LinkML Source

Direct

name: Threshold
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_NewYork_1994 name Threshold | ISDA CSA_English_1995 name Threshold
      | ISDA CSD_English_1995 name Threshold | ISDA CSA_VM_English_2016 name Threshold
      | ISDA CSA_VM_NewYork_2016 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.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: The party specific election for the threshold 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: ThresholdElection
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2

Induced

name: Threshold
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_NewYork_1994 name Threshold | ISDA CSA_English_1995 name Threshold
      | ISDA CSD_English_1995 name Threshold | ISDA CSA_VM_English_2016 name Threshold
      | ISDA CSA_VM_NewYork_2016 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.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  partyElection:
    name: partyElection
    description: The party specific election for the threshold clause.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    owner: Threshold
    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: ThresholdElection
    required: true
    multivalued: true
    minimum_cardinality: 2
    maximum_cardinality: 2