Enum: ValueSecuritiesEnum

Details of how securities collateral is valued when resolving disputes.

URI: common_domain_model:ValueSecuritiesEnum

Permissible Values

Value	Meaning	Description
Securities - Bid Price multiplied by Valuation Percentage	None	Securities collateral is valued using the bid price multiplied by the valuati…
Securities - Bid Price multiplied by (Valuation Percentage - FX Haircut)	None	Securities collateral is valued using the bid price multiplied by the valuati…
Securities - Mid Price multiplied by Valuation Percentage	None	Securities collateral is valued using the mid price multiplied by the valuati…
Securities - Mid Price multiplied by (Valuation Percentage - FX Haircut)	None	Securities collateral is valued using the mid price multiplied by the valuati…
Other	None	Exception value

Slots

Name	Description
securitiesCollateral	Details of how securities collateral is valued
securities	Details of how securities collateral is valued when resolving disputes

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: ValueSecuritiesEnum
description: Details of how securities collateral is valued when resolving disputes.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Securities - Bid Price multiplied by Valuation Percentage:
    text: Securities - Bid Price multiplied by Valuation Percentage
    description: Securities collateral is valued using the bid price multiplied by
      the valuation percentage.
    aliases:
    - BidPricePercentage
  Securities - Bid Price multiplied by (Valuation Percentage - FX Haircut):
    text: Securities - Bid Price multiplied by (Valuation Percentage - FX Haircut)
    description: Securities collateral is valued using the bid price multiplied by
      the valuation percentage less the FX haircut.
    aliases:
    - BidPricePercentageLessHaircut
  Securities - Mid Price multiplied by Valuation Percentage:
    text: Securities - Mid Price multiplied by Valuation Percentage
    description: Securities collateral is valued using the mid price multiplied by
      the valuation percentage.
    aliases:
    - MidPricePercentage
  Securities - Mid Price multiplied by (Valuation Percentage - FX Haircut):
    text: Securities - Mid Price multiplied by (Valuation Percentage - FX Haircut)
    description: Securities collateral is valued using the mid price multiplied by
      the valuation percentage less the FX haircut.
    aliases:
    - MidPricePercentageLessHaircut
  Other:
    text: Other
    description: Exception value.