CreditSupportObligationsBase
Type CDM 7.2.0A logical container designed to hold a set of related data. In this case, designed to hold a set of clauses that are common amongst Legacy (1994/95), Variation Margin and Initial Margin Credit Support Documents in regards to Credit Support Obligations.
Extends —
Extended by CreditSupportObligationsCollateralTransferAgreementCreditSupportObligationsInitialMarginCreditSupportObligationsLegacyCreditSupportObligationsVariationMargin
Attributes 5
Namespace cdm.legaldocumentation.csa
Attributes
All 5 declared on CreditSupportObligationsBase. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| deliveryAmount | CSADeliveryAmount | 1..1 | In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be transferred to it as a Delivery Amount. |
| returnAmount | CSAReturnAmount | 1..1 | In respect of a Valuation Date, the amount of collateral which a party is entitled to demand to be recalled to it as a Return Amount. |
| minimumTransferAmount | MinimumTransferAmount | 1..1 | Represents the threshold specified in the agreement below which collateral need not be delivered, and represents the smallest incremental value of exposure that must be reached before the parties are obliged to transfer collateral. |
| collateralTransferTiming | CollateralTransferTiming | 0..1 | Specification of transfer / settlement timing for cash and securities collateral assuming that the notice is provided before the Notification Time (and with a 1LBD lag introduced if the notice is delivered after the Notification Time), and that securities allow for a further Local Business Day for transfer / settlement. |
| bespokeTransferTiming | BespokeTransferTiming | 0..1 | The time by which the transfer of collateral must take place when different from the Regular Settlement Day as a result of parties' election. |
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