TripartyCollateralAndExposureReportV01colr.022.001.01

TripartyCollateralAndExposureReportV01

TrptyCollAndXpsrRpt

Mandatory

Pgntn

Mandatory

Statement General Details

StmtGnlDtls

Mandatory

Collateral Parties

CollPties

Mandatory

Overall Collateral Aggregation

OvrllCollAggtn

Optional

Exposure Type Aggregation

XpsrTpAggtn

Repetition (0..n)

XpsrTp

Mandatory

Settlement Process

SttlmPrc

Optional

Valuation Amounts

ValtnAmts

Repetition (1..n)

MrgnRate

Optional

Global Exposure Type Status

GblXpsrTpSts

Optional

Definition: Provides the status after comparing the total collateral required and the total collateral value of all transactions of the same exposure type.

Type: CollateralStatus1Code (String)

Allowed Values:

EXCS (Collateral Excess): Excess of collateral.
DEFI (Collateral Shortage): Shortage of collateral.
FLAT (No Excess Collateral): Collateral covers the exposure and there is no excess.

Counterparty Aggregation

CtrPtyAggtn

Repetition (0..n)

Txs

Repetition (0..n)

Account Base Currency Total Amounts

AcctBaseCcyTtlAmts

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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