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
Asset Number
AsstNb
Optional
Security Identification
SctyId
Mandatory
Maturity Date
MtrtyDt
Optional
Collateral Ownership
CollOwnrsh
Optional
Limited Coverage Indicator
LtdCvrgInd
Optional
Quantity
Qty
Mandatory
Blocked Quantity
BlckdQty
Optional
Price
Pric
Optional
Market Value
MktVal
Optional
Haircut
Hrcut
Optional
Collateral Value
CollVal
Optional

Value Date

ValDt
Optional

Definition: Valuation date of the securities taken as collateral.

Type: ISODate

Restrictions:

    Safekeeping Account
    SfkpgAcct
    Optional
    Block Chain Address Or Wallet
    BlckChainAdrOrWllt
    Optional
    Safekeeping Place
    SfkpgPlc
    Mandatory
    Cash Collateral
    CshColl
    Optional
    Other Collateral
    OthrColl
    Optional
    Supplementary Data
    SplmtryData
    Repetition (0..n)
    We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
    DenyAllow