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
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
Asset Number
AsstNb
Optional
Deposit Amount
DpstAmt
Optional
Deposit Type
DpstTp
Optional
Blocked Amount
BlckdAmt
Optional
Maturity Date
MtrtyDt
Optional

Value Date

ValDt
Optional

Definition: Valuation date of the cash taken as collateral.

Type: ISODate

Restrictions:

    Exchange Rate
    XchgRate
    Optional
    Collateral Value
    CollVal
    Mandatory
    Haircut
    Hrcut
    Optional
    Other Collateral
    OthrColl
    Optional
    Supplementary Data
    SplmtryData
    Repetition (0..n)
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