ConcentrationLimitTypeEnum
Enum CDM 7.2.0Represents the enumerated values to identify where a concentration limit is applied in the eligible collateral schedule.
Values 9
Namespace cdm.product.collateral
Values
9 permitted values.
| Value | Description |
|---|---|
| Asset | Specifies a limit on a single asset in the eligible collateral schedule |
| BaseCurrencyEquivalent | Specifies a limit on all cash valued in the base currency of the eligible collateral schedule. |
| Issuer | Specifies a limit on a single issuer in the eligible collateral schedule. |
| PrimaryExchange | Specifies a limit on a single exchange in the eligible collateral schedule. |
| IndustrySector | Specifies a limit on a single industry sector in the eligible collateral schedule. |
| UltimateParentInstitution | Specifies a limit on a single issuer in the eligible collateral schedule at the ultimate parent institution level. |
| IssueOutstandingAmount | Specifies a limit of the issue compared to the outstanding amount of the asset on the market. |
| MarketCapitalisation | Specifies a limit of the issue calculated as a percentage of the market capitalisation of the asset on the market. |
| OutstandingBalance | Specifies a limit on the total outstanding balance for an asset in the portfolio. |
Referenced by
1 type holds a ConcentrationLimitTypeEnum as an attribute.
Open ConcentrationLimitTypeEnum in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the enumeration has changed. Free, no signup.