RatingMultiplier
Type CDM 7.2.0A logical container to hold a defined set of related data. In this case the collation of Ratings Information and associated exposure multiplier.
Attributes
All 2 declared on RatingMultiplier. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| ratingVariableSet | CreditNotation | 1..* | Allows a grouping of Rating agencies and Rating values. |
| exposureMultiplier | number | 1..1 | Specifies the multiplier applied to exposure based on the credit rating of the rated party. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
ratingVariableSet -> scale is absent
and ratingVariableSet -> outlook is absent
and ratingVariableSet -> debt is absent
and ratingVariableSet -> creditWatch is absent
and ratingVariableSet -> agency exists
and ratingVariableSet -> notation exists Referenced by
1 type holds a RatingMultiplier as an attribute.
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