PostedCreditSupportItem
Type CDM 7.2.0Posted Credit Support item with corresponding Valuation Percentage, FX Haircut Percentage and any related disputed Posted Credit Support valuation.
Extends —
Extended by —
Attributes 5
Namespace cdm.legaldocumentation.csa
Attributes
All 5 declared on PostedCreditSupportItem. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| cashOrSecurityValue | Money | 1..1 | The Base Currency Equivalent of Cash or Security. |
| haircutPercentage | number | 1..1 | Valuation Percentage means, for any item of Eligible Collateral (IM), the percentage specified in accordance with Paragraph 13. |
| fxHaircutPercentage | number | 0..1 | FX Haircut Percentage means, for any item of Eligible Collateral (IM), the percentage specified in accordance with Paragraph 13. |
| additionalHaircutPercentage | number | 0..1 | Percentage value of any additional haircut to be applied to a collateral asset,the percentage value is expressed as the discount haircut to the value of the collateral- as an example a 5% haircut would be expressed as 0.05. |
| disputedCashOrSecurityValue | Money | 1..1 | Paragraph 5. If a party (a 'Disputing Party') disputes the Value of any Posted Credit Support (IM). |
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| PostedCreditSupportItemAmount | takes | Calculates the Value for the given Posted Credit Support item. |
| UndisputedAdjustedPostedCreditSupportAmount | takes | Calculates the value for Undisputed Adjusted Posted Credit Support Item. |
| ReturnAmount | takes | — |
| DeliveryAmount | takes | — |
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