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common-domain-model

Slot: defaultRequirement

In relation to certain credit events, serves as a threshold for Obligation Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring. Market standard is USD 10,000,000 (JPY 1,000,000,000 for all Japanese Yen trades). This is applied on an aggregate or total basis across all Obligations of the Reference Entity. Used to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Default Requirement.

URI: common_domain_model:defaultRequirement

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
CreditEvents A class to specify the applicable Credit Events that would trigger a settleme… no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range Money
Domain Of CreditEvents

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner CreditEvents

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”
name: defaultRequirement
description: 'In relation to certain credit events, serves as a threshold for Obligation
  Acceleration, Obligation Default, Repudiation/Moratorium and Restructuring. Market
  standard is USD 10,000,000 (JPY 1,000,000,000 for all Japanese Yen trades). This
  is applied on an aggregate or total basis across all Obligations of the Reference
  Entity. Used to prevent technical/operational errors from triggering credit events.
  ISDA 2003 Term: Default Requirement.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditEvents
domain_of:
- CreditEvents
range: Money