CollateralAndExposureReportV05colr.016.001.05

CollateralAndExposureReportV05
CollAndXpsrRpt
Mandatory
Report Parameters
RptParams
Mandatory
Pagination
Pgntn
Optional
Obligation
Oblgtn
Mandatory
Agreement
Agrmt
Optional
Collateral Report
CollRpt
Repetition (1..n)
Account Identification
AcctId
Optional
Block Chain Address Or Wallet
BlckChainAdrOrWllt
Optional
Report Summary
RptSummry
Mandatory
Collateral Valuation
CollValtn
Repetition (0..n)
Collateral Identification
CollId
Optional
Collateral Type
CollTp
Mandatory
Collateral Direction
CollDrctn
Optional
Settlement Status
SttlmSts
Mandatory

Applied Excess Indicator

ApldXcssInd
Optional

Definition: Indicates if the collateral being reported is applied or in excess.

Type: CollateralAppliedExcess1Code (String)

Allowed Values:

  • APLD (Applied): Collateral used by the collateral receiver to discharge liabilities owed to it by the collateral provider.
  • EXCS (Excess): Collateral held by the collateral receiver either in anticipation of future liabilities or towards previously liabilities no longer owed to it.

Number Of Days Accrued
NbOfDaysAcrd
Optional
Valuation Amounts
ValtnAmts
Mandatory
Day Count Basis
DayCntBsis
Optional
Exchange Rate
XchgRate
Optional
Currency Haircut
CcyHrcut
Optional
Adjusted Rate
AdjstdRate
Optional
Securities Collateral
SctiesColl
Optional
Cash Collateral
CshColl
Optional
Other Collateral
OthrColl
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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