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| T2S Dedicated Cash Account Data Management UML Documentation

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Static Data Management::T2S Dedicated Cash Account Data Management
Class Credit Memorandum Balance

This entity includes all reference data for Credit Memorandum Balances defined on T2S Dedicated Cash Accounts {T2S.16.616}. The Credit Memorandum Balance is the mechanism to track the credit provision of a payment bank to one of its clients for a T2S Dedicated Cash Account on which the payment bank can set and monitor the external guarantee limit, the unsecured credit limit and the auto-collateralisation limit. T2S creates a Credit Memorandum Balance for the payment bank when an NCB creates a new T2S Dedicated Cash Account for the payment bank. {T2S.16.611} T2S requires the NCB the set up of the auto-collateralisation limit for the same T2S Dedicated Cash Account at the same time . T2S also create a Credit Memorandum Balance for a given T2S Dedicated Cash Account when the payment bank holding the account authorises one of its clients (by specifying the relevant BICs of this client ) to use this account for settlement. In this case, T2S requires the set up of three client limits (for external guarantee, unsecured credit and auto-collateralisation) for the combination of BICs of the client and T2S Dedicated Cash Account . {T2S.16.614}{T2S.16.592}. Each Credit Memorandum Balance is linked to the relevant T2S Dedicated Cash Account and occurrences of the T2S BIC Directory (i.e. the BICs of the relevant payment bank or NCB). In addition, it is also linked to one or three Limits {T2S.16.612} and it may be linked to one or many CMB Securities Account Links and to one Securities Account of the credit provider for the collateral. Finally, in the case of client collateralisation, it is linked to the Securities Account holding the collateral securities positions related to the reverse (collateral settlement transactions) not reimbursed at the end of the settlement day and it may be linked to a T2S Dedicated Cash Account of the NCB providing the intraday credit (this account will also be used during the EOD period for collateral relocation).

Attributes
<<Entity>> <Class> T2S Dedicated Cash Account | is issued by |
<<Entity>> <Class> Limit | limit |
<<Entity>> <Class> CMB Securities Account Link | includes |
<<Boundary>> <Class> CMB Provisioning Net Flow | is impacted by |
<Primitive Type> Boolean | Primary CMB | Boolean attribute specifying whether CMB has been set by NCB for a settlement bank.
<<Entity>> <Class> BIC Matching Rule | is authorized for |
<<Entity>> <Class> Regular Securities Account | sets |
<<Entity>> <Class> Receiving Securities Account | sets |
<<Entity>> <Class> NCB T2S Dedicated Cash Account | provides intraday credit |

Properties:

Is Abstract | false
Is Active | false
Is Leaf | false
Name | Credit Memorandum Balance
Namespace | <Package> T2S Dedicated Cash Account Data Management
Owner | <Package> T2S Dedicated Cash Account Data Management
Package | <Package> T2S Dedicated Cash Account Data Management
Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance
Stereotype | Entity
Visibility | Public

Attribute Details

includes

    Private <<Entity>> <Class> CMB Securities Account Link includes

Constraints:
Properties:

  Aggregation | Composite
  Association | <Association> A_includes_credit Memorandum Balance
  Class | <<Entity>> <Class> Credit Memorandum Balance
  Is Composite | true
  Is Derived | false
  Is Derived Union | false
  Is Leaf | false
  Is Ordered | false
  Is Read Only | false
  Is Static | false
  Is Unique | true
  Lower | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | includes
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::includes
  Type | <<Entity>> <Class> CMB Securities Account Link
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

is authorized for

    Private <<Entity>> <Class> BIC Matching Rule is authorized for

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_is authorized for_identifies authorized BICs for
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | is authorized for
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> identifies authorized BICs for : Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::is authorized for
  Type | <<Entity>> <Class> BIC Matching Rule
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

is impacted by

    Private <<Boundary>> <Class> CMB Provisioning Net Flow is impacted by

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_impacts_is impacted by
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | is impacted by
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> impacts : Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::is impacted by
  Type | <<Boundary>> <Class> CMB Provisioning Net Flow
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

is issued by

    Private <<Entity>> <Class> T2S Dedicated Cash Account is issued by

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_issues_is issued by
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | is issued by
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> issues : Credit Memorandum Balance [0..*]
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::is issued by
  Type | <<Entity>> <Class> T2S Dedicated Cash Account
  Upper | 1
  Upper Value | <Literal Unlimited Natural> 1
  Visibility | Private

limit

    Private <<Entity>> <Class> Limit limit

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_limit_is set for
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | <Opaque Expression> 1,3
  Multiplicity | 1,3
  Name | limit
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> is set for : Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::limit
  Type | <<Entity>> <Class> Limit
  Upper | 1
  Upper Value | <Opaque Expression> 1,3
  Visibility | Private

Primary CMB

    Public <Primitive Type> Boolean Primary CMB

  Boolean attribute specifying whether CMB has been set by NCB for a settlement bank.

Constraints:
Properties:

  Aggregation | None
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | Primary CMB
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::Primary CMB
  Type | <Primitive Type> Boolean
  Upper | 1
  Visibility | Public

provides intraday credit

    Private <<Entity>> <Class> NCB T2S Dedicated Cash Account provides intraday credit

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_provides intraday credit_set up for
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | provides intraday credit
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> set up for : Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::provides intraday credit
  Type | <<Entity>> <Class> NCB T2S Dedicated Cash Account
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

sets

    Private <<Entity>> <Class> Regular Securities Account sets

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_sets_is defined for
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | sets
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> is defined for : Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::sets
  Type | <<Entity>> <Class> Regular Securities Account
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

sets

    Private <<Entity>> <Class> Receiving Securities Account sets

Constraints:
Properties:

  Aggregation | None
  Association | <Association> A_sets_is defined for
  Class | <<Entity>> <Class> Credit Memorandum Balance
  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 | 0
  Lower Value | <Literal Integer> 0
  Multiplicity | *
  Name | sets
  Namespace | <<Entity>> <Class> Credit Memorandum Balance
  Opposite | <Property> is defined for : Credit Memorandum Balance
  Owner | <<Entity>> <Class> Credit Memorandum Balance
  Qualified Name | T2S Data Model::Static Data Management::T2S Dedicated Cash Account Data Management::Credit Memorandum Balance::sets
  Type | <<Entity>> <Class> Receiving Securities Account
  Upper | *
  Upper Value | <Literal Unlimited Natural> *
  Visibility | Private

Overview | Top | Package | Element
| T2S Dedicated Cash Account Data Management UML Documentation

Summary:Attributes Properties | Detail:Attributes