Credit Basket Reference Constituent

From Open Risk Manual


Credit Basket Reference Constituent. A constituent of the credit basket.

This amounts to a legal entity which is the reference entity and a security issued by that entity, as a means of measuring the credit performance of that legal entity.


This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.