CCPMemberRequirementsReportV01auth.055.001.01

CCPMemberRequirementsReportV01
CCPMmbRqrmntsRpt
Mandatory
Intra Day Requirement Amount
IntraDayRqrmntAmt
Repetition (1..n)
Intra Day Margin Call
IntraDayMrgnCall
Repetition (0..n)
End Of Day Requirement
EndOfDayRqrmnt
Repetition (1..n)
Initial Margin Requirements
InitlMrgnRqrmnts
Mandatory
Initial Margin Exposure
InitlMrgnXpsr
Repetition (1..n)
Amount
Amt
Mandatory
Type
Tp
Mandatory

Core Indicator

CoreInd
Mandatory

Definition: Indicates whether the component is considered a core part of the margin model. Usage: In the context of European central counterparties, if the component is included in backtesting procedures in order to assess the performance of the initial margin model as required by EMIR RTS Article (49)(1).

Type: TrueFalseIndicator

Restrictions:

    Credit
    Cdt
    Mandatory
    Variation Margin Requirements
    VartnMrgnRqrmnts
    Mandatory
    Margin Account Identification
    MrgnAcctId
    Mandatory
    Default Fund Requirement
    DfltFndRqrmnt
    Repetition (1..n)
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
    DenyAllow