LegacyIndependentAmountRatingsXExposure
Type CDM 7.2.0Specifies that the Independent Amount is determined using both credit rating and exposure metrics.
Extends IndependentAmountRatings
Extended by —
Attributes 7 (2 own)
Namespace cdm.legaldocumentation.csa
Attributes
2 declared on LegacyIndependentAmountRatingsXExposure, 5 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| compare | IndependentAmountCompareEnum | 1..1 | Specifies how multiple credit ratings are compared when determining the applicable Independent Amount, and whether that measure is highest, lowest, or a comparison of either. | IndependentAmountRatings |
| ratedParty | RatedPartyEnum | 1..1 | Specifies the party to whom the rating agency rating applies to for the purposes of determining the Independent Amount. | IndependentAmountRatings |
| namedAffiliate | LegalEntity | 0..1 | Details the Named Affiliate where the Rated Party is Named Affiliate. | IndependentAmountRatings |
| namedEntity | LegalEntity | 0..1 | Details the Named Entity where the Rated Party is Named Entity. | IndependentAmountRatings |
| ratingType | RatingTypeEnum | 1..1 | The relevant rating type. | IndependentAmountRatings |
| highestLowestVariableSet | RatingMultiplier | 0..* | A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier where highest or lowest of the associated credit ratings are used when determining the applicable Independent Amount. | — |
| compareVariableSet | DirectionRatingMultiplier | 0..* | A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier where multiple credit ratings are compared when determining the applicable Independent Amount. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
CompareIA Condition
Ensures the appropriate variable set is populated based on how the Ratings are compared.
if compare = IndependentAmountCompareEnum -> Compare
then compareVariableSet exists and highestLowestVariableSet is absent LowestIA Condition
Ensures the appropriate variable set is populated based on how the Ratings are compared.
if compare = IndependentAmountCompareEnum -> Lowest
then highestLowestVariableSet exists and compareVariableSet is absent HighestIA Condition
Ensures the appropriate variable set is populated based on how the Ratings are compared.
if compare = IndependentAmountCompareEnum -> Highest
then highestLowestVariableSet exists and compareVariableSet is absentReferenced by
1 type holds a LegacyIndependentAmountRatingsXExposure as an attribute.
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