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

Definition: Computation method of (accrued) interest of the security.

Type: InterestComputationMethod2Code (String)

Allowed Values:

  • A001
  • A002
  • A003
  • A004
  • A005
  • A006
  • A007
  • A008
  • A009
  • A010
  • A011
  • A012
  • A013
  • A014
  • NARR (Narrative): Other method than A001-A020. See Narrative.

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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