DefaultFundContributionReportV02secl.006.001.02

DefaultFundContributionReportV02
DfltFndCntrbtnRpt
Mandatory
Report Parameters
RptParams
Mandatory
Clearing Member
ClrMmb
Mandatory
Report Details
RptDtls
Repetition (1..n)
Default Fund Calculation
DfltFndClctn
Repetition (1..n)
Collateral Description
CollDesc
Repetition (1..n)

Post Haircut Value

PstHrcutVal
Mandatory

Definition: Value of the collateral after deduction of a percentage (the haircut) that reflects the perceived risk associated with holding this collateral.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

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

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Market Value
MktVal
Mandatory
Collateral Type
CollTp
Mandatory
Net Excess Or Deficit
NetXcssOrDfcit
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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