MarginCallRequestV05colr.003.001.05

MarginCallRequestV05
MrgnCallReq
Mandatory
Transaction Identification
TxId
Mandatory
Obligation
Oblgtn
Mandatory
Agreement
Agrmt
Optional
Margin Call Result
MrgnCallRslt
Mandatory
Margin Details Due To A
MrgnDtlsDueToA
Optional
Margin Details Due To B
MrgnDtlsDueToB
Optional
Exposed Amount Party A
XpsdAmtPtyA
Optional
Exposed Amount Party B
XpsdAmtPtyB
Optional
Exposure Convention
XpsrCnvntn
Optional
Independent Amount Party A
IndpdntAmtPtyA
Optional
Trade
Trad
Optional

Value At Risk

ValAtRsk
Optional

Definition: Portfolio level independent amount that reflects portfolio change over a short time period using statistical techniques such as volatility and risk factor correlations.

Type: IndependentAmount1

Amount
Amt
Mandatory
Convention
Cnvntn
Mandatory
Net Open Position
NetOpnPos
Optional
Other Amount
OthrAmt
Repetition (0..n)
Independent Amount Party B
IndpdntAmtPtyB
Optional
Margin Terms
MrgnTerms
Optional
Collateral Balance
CollBal
Optional
Requirement Details Due To A
RqrmntDtlsDueToA
Optional
Requirement Details Due To B
RqrmntDtlsDueToB
Optional
Expected Collateral Due To A
XpctdCollDueToA
Optional
Expected Collateral Due To B
XpctdCollDueToB
Optional
Margin Call Details
MrgnCallDtls
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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