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| Settlement UML Documentation

Summary:Attributes Properties | Detail:Attributes

Settlement
Class CMB Provisioning Net Flow

This entity stores the net flows calculated by technical netting during the provision check of a collection of settlement transactions, for each credit memorandum balance involved.

Attributes
<Primitive Type> Integer | Booking Net Flow Amount | Amount of the net flow resulting from the technical netting of the original settlement transactions of the collection, short of partial liquidity transfers, and restriction management set-ups (not applicable on CMB)
<Primitive Type> Integer | Provision Checking Amount | If positive, final headroom on either the CMB external guarantee limit or the CMB unsecured credit limit after the booking of the collection.If negative, lack on either the CMB external guarantee limit or the CMB unsecured credit limit.Both cases depend on:1- The process requesting the provision check, 2- The provision check result.
<Primitive Type> Integer | Lack Prioritisation | Indication that a lack was found on the CMB. 0: not a lack; 1: lack of highest priority; >1: the higher the value, the lower the priority. The CLP function only fills the value with 0 or 1.
<Primitive Type> Integer | Auto-collateralisation Flow Amount | Amount of the net flow resulting from the Auto-collateralisation request, if any.
<Primitive Type> Integer | Provisioning Net Flow Amount | Sum of the Booking Net Flow Amount and the Auto-collateralisation Flow Amount.
<Primitive Type> Integer | External Guarantee Headroom | Headroom on the CMB external guarantee limit before the booking of the collection.
<Primitive Type> Integer | Unsecured Credit Headroom | Headroom on the CMB unsecured credit limit before the booking of the collection.
<Primitive Type> Integer | Auto-collateralisation Headroom | Headroom on the CMB client-collateralisation limit before the booking of the collection.
<<Entity>> <Class> Credit Memorandum Balance | impacts |
<Primitive Type> Integer | Restriction Use Flow Amount | When the use of restricted resources is required by mentioning one or several restriction references, it is the technical netting calculated regarding the related restricted credit memorandum balance.

Properties:

Is Abstract | false
Is Active | false
Is Leaf | false
Name | CMB Provisioning Net Flow
Namespace | <Package> Settlement
Owner | <Package> Settlement
Package | <Package> Settlement
Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow
Stereotype | Boundary
Visibility | Public

Attribute Details

Auto-collateralisation Flow Amount

    Public <Primitive Type> Integer Auto-collateralisation Flow Amount

  Amount of the net flow resulting from the Auto-collateralisation request, if any.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Auto-collateralisation Flow Amount
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Auto-collateralisation Flow Amount
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Auto-collateralisation Headroom

    Public <Primitive Type> Integer Auto-collateralisation Headroom

  Headroom on the CMB client-collateralisation limit before the booking of the collection.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Auto-collateralisation Headroom
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Auto-collateralisation Headroom
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Booking Net Flow Amount

    Public <Primitive Type> Integer Booking Net Flow Amount

  Amount of the net flow resulting from the technical netting of the original settlement transactions of the collection, short of partial liquidity transfers, and restriction management set-ups (not applicable on CMB)

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Booking Net Flow Amount
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Booking Net Flow Amount
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

External Guarantee Headroom

    Public <Primitive Type> Integer External Guarantee Headroom

  Headroom on the CMB external guarantee limit before the booking of the collection.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | External Guarantee Headroom
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::External Guarantee Headroom
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

impacts

    Private <<Entity>> <Class> Credit Memorandum Balance impacts

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_impacts_is impacted by
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Lower Value | <Literal Integer> 1
  Multiplicity | 1
  Name | impacts
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Opposite | <Property> is impacted by : CMB Provisioning Net Flow [0..*]
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::impacts
  Type | <<Entity>> <Class> Credit Memorandum Balance
  Upper | 1
  Upper Value | <Literal Unlimited Natural> 1
  Visibility | Private

Lack Prioritisation

    Public <Primitive Type> Integer Lack Prioritisation

  Indication that a lack was found on the CMB. 0: not a lack; 1: lack of highest priority; >1: the higher the value, the lower the priority. The CLP function only fills the value with 0 or 1.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Lack Prioritisation
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Lack Prioritisation
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Provision Checking Amount

    Public <Primitive Type> Integer Provision Checking Amount

  If positive, final headroom on either the CMB external guarantee limit or the CMB unsecured credit limit after the booking of the collection.If negative, lack on either the CMB external guarantee limit or the CMB unsecured credit limit.Both cases depend on:1- The process requesting the provision check, 2- The provision check result.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Provision Checking Amount
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Provision Checking Amount
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Provisioning Net Flow Amount

    Public <Primitive Type> Integer Provisioning Net Flow Amount

  Sum of the Booking Net Flow Amount and the Auto-collateralisation Flow Amount.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Provisioning Net Flow Amount
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Provisioning Net Flow Amount
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Restriction Use Flow Amount

    Public <Primitive Type> Integer Restriction Use Flow Amount

  When the use of restricted resources is required by mentioning one or several restriction references, it is the technical netting calculated regarding the related restricted credit memorandum balance.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Restriction Use Flow Amount
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Restriction Use Flow Amount
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Unsecured Credit Headroom

    Public <Primitive Type> Integer Unsecured Credit Headroom

  Headroom on the CMB unsecured credit limit before the booking of the collection.

Constraints:
Properties:

  Aggregation | None
  Class | <<Boundary>> <Class> CMB Provisioning Net Flow
  Is Composite | false
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 1
  Multiplicity | 1
  Name | Unsecured Credit Headroom
  Namespace | <<Boundary>> <Class> CMB Provisioning Net Flow
  Owner | <<Boundary>> <Class> CMB Provisioning Net Flow
  Qualified Name | T2S Data Model::Settlement::CMB Provisioning Net Flow::Unsecured Credit Headroom
  Type | <Primitive Type> Integer
  Upper | 1
  Visibility | Public

Overview | Top | Package | Element
| Settlement UML Documentation

Summary:Attributes Properties | Detail:Attributes