ConcentrationLimitCriteria
Type CDM 7.2.0Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.
Attributes
2 declared on ConcentrationLimitCriteria, 4 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| collateralCriteria | CollateralCriteria | 0..1 | The specific criteria that applies. It can be created using AND, OR and NOT logic, and both asset and issuer characteristics. | CollateralCriteriaBase |
| appliesTo | CounterpartyRoleEnum | 0..2 | Specifies which of the two counterparties the criteria applies to (either one or both counterparties). This attribute is optional, in case the applicable party is already specified elsewhere within a party election. | CollateralCriteriaBase |
| restrictTo | CollateralMarginTypeEnum | 0..1 | Restrict the criteria to only apply to a specific type of margin, ie IM or VM. | CollateralCriteriaBase |
| ratingPriorityResolution | RatingPriorityResolutionEnum | 0..1 | Denotes which Criteria has priority if more than one agency rating applies. | CollateralCriteriaBase |
| concentrationLimitType | ConcentrationLimitTypeEnum | 0..1 | Specifies the type of concentration limit to be applied. | — |
| averageTradingVolume | AverageTradingVolume | 0..1 | Specifies an average trading volume on an exchange in relation to Equity products. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
ConcentrationLimitTypeChoice Condition
Either a limit type or limit criteria must be specified.
required choice concentrationLimitType, averageTradingVolume, collateralCriteriaReferenced by
1 type holds a ConcentrationLimitCriteria as an attribute.
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