CollateralAndExposureReportV05colr.016.001.05

Mandatory
RptParams
Mandatory
Pgntn
Optional
Oblgtn
Mandatory
Agrmt
Optional
Repetition (1..n)
Optional
BlckChainAdrOrWllt
Optional
RptSummry
Mandatory
Optional
Optional
XpsrTp
Mandatory
Mandatory
NetXcssDfcit
Optional
Optional
Mandatory
Optional
SummryDtls
Optional

Threshold Amount

ThrshldAmt
Optional

Definition: Amount of unsecured exposure a counterparty will accept before issuing a margin call in the base currency.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

ThrshldTp
Optional
Optional
AdjstdXpsr
Optional
Optional
Repetition (0..n)
Optional
RndgAmt
Optional
Optional
Optional
Optional
Optional
Optional
TtlFees
Optional
Repetition (0..n)
SplmtryData
Repetition (0..n)
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