MarginCallResponseV05colr.004.001.05

Definition: Determines how the independent amount was applied in the calculation. It is either: - before threshold, effectively acting as an add on to exposure, - after threshold where the amount is an add on to the credit support amount and forms part of the variation margin requirement, - segregated where it is treated independently of variation margin for segregation purposes.

Type: IndependentAmountConventionType1Code (String)

Allowed Values:

• NBTR (Netted Before Threshold): Independent amount is an add on to exposure.
• NATR (Netted After Threshold): Independent amount is an add on to the credit support amount and forms part of the variation margin requirement.
• SEGR (Segregated): Independent amount is treated independently of variation margin for segregation purposes.