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
Exposed Amount Party A
XpsdAmtPtyA
Optional
Exposed Amount Party B
XpsdAmtPtyB
Optional
Exposure Type
XpsrTp
Mandatory
Total Value Of Collateral
TtlValOfColl
Mandatory
Net Excess Deficit
NetXcssDfcit
Optional
Net Excess Deficit Indicator
NetXcssDfcitInd
Optional
Valuation Date Time
ValtnDtTm
Mandatory
Requested Settlement Date
ReqdSttlmDt
Optional
Summary Details
SummryDtls
Optional
Threshold Amount
ThrshldAmt
Optional
Threshold Type
ThrshldTp
Optional
Pre Haircut Collateral Value
PreHrcutCollVal
Optional
Adjusted Exposure
AdjstdXpsr
Optional
Collateral Required
CollReqrd
Optional
Return Excess Cash And Collateral Currency
RtrXcssCshAndCollCcy
Repetition (0..n)
Return Excess Cash Type
RtrXcssCshTp
Mandatory

Code

Cd
Choice

Definition: Return excess cash type expressed as a code.

Type: ReturnExcessCash1Code (String)

Allowed Values:

  • RTND (Automatically Returned): Excess cash in the currency is returned.
  • RTDN (No Automatic Return): Automatic return of excess cash has not been requested for the currency.
  • SSPD (Suspended): Automatic return of cash is temporarily suspended (for example due to a currency holiday).

Proprietary
Prtry
Choice
Cash Collateral Currency
CshCollCcy
Mandatory
Minimum Transfer Amount
MinTrfAmt
Optional
Rounding Amount
RndgAmt
Optional
Previous Exposure Value
PrvsXpsrVal
Optional
Previous Collateral Value
PrvsCollVal
Optional
Total Pending Incoming Collateral
TtlPdgIncmgColl
Optional
Total Pending Outgoing Collateral
TtlPdgOutgngColl
Optional
Total Accrued Interest Amount
TtlAcrdIntrstAmt
Optional
Total Fees
TtlFees
Optional
Collateral Valuation
CollValtn
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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