TripartyCollateralAndExposureReportV01colr.022.001.01

Definition: Collateral is required to cover interest that accrues on the exposure. Margin amount would thus be the difference between collateral required and collateral value (that is COVA).

Type: ActiveOrHistoricCurrencyAndAmount (Decimal)

Restrictions:

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

Attributes:

• Ccy (ActiveOrHistoricCurrencyCode)

  Restrictions:

  • Pattern: [A-Z]{3,3}