CreditSupportObligationsLegacy
Type CDM 7.2.0Specification of the Credit Support Obligations applicable to the Legacy (1994/95) Credit Support Annex.
Extends CreditSupportObligationsBase
Extended by —
Attributes 10 (5 own)
Namespace cdm.legaldocumentation.csa
Attributes
5 declared on CreditSupportObligationsLegacy, 5 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| 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. | CreditSupportObligationsBase |
| 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. | CreditSupportObligationsBase |
| 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. | CreditSupportObligationsBase |
| 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. | CreditSupportObligationsBase |
| 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. | CreditSupportObligationsBase |
| threshold | Threshold | 1..1 | Represents the amount of unsecured risk that a party is willing to tolerate without holding any posted collateral provided by the other party. | — |
| rounding | CollateralRounding | 1..1 | The rounding methodology applicable to the Delivery Amount and the Return Amount in terms of nearest integral multiple of Base Currency units. | — |
| independentAmount | LegacyIndependentAmount | 1..1 | Specifies the additional amount of collateral that is required to be delivered by a party irrespective of the mark-to-market exposure under the related Transactions. It may take the form of a fixed amount or may be determined using ratings. | — |
| creditSupportAmount | CreditSupportAmount | 1..1 | The total amount one counterparty must deliver to the other at any time: the combination of the Exposure to that party and the net Independent Amounts it must post, minus any agreed Threshold. | — |
| eligibleCreditSupport | EligibleCreditSupport | 1..1 | Specification of the Eligible Collateral or Credit Support applicable to the Agreement. | — |
Referenced by
1 type holds a CreditSupportObligationsLegacy as an attribute.
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