MarginCallBase
Type CDM 7.2.0Represents common attributes required for Issuance and Response to a Margin Call action as a result of a demand for delivery or return of collateral determined under a legal agreement such as a credit support document or equivalent.
Extends —
Attributes 14
Namespace cdm.event.common
Attributes
All 14 declared on MarginCallBase. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| instructionType | MarginCallInstructionType | 1..1 | Identifies the enumeration values to specify the call notification type, direction, specific action type. |
| party | Party | 0..* | Represents the parties to the margin call. The cardinality is optional to address the case where both parties of the event are specified and a third party if applicable. |
| partyRole | PartyRole | 0..* | Represents the role each specified party takes in the margin call. further to the principal roles, payer and receiver. |
| clearingBroker | Party | 0..1 | Indicates the name of the Clearing Broker FCM/DCM. |
| callIdentifier | Identifier | 0..1 | Represents a unique Identifier for a margin call message, that can be referenced throughout all points of the process. |
| callAgreementType | AgreementName | 1..1 | Specifies the legal agreement type the margin call is generated from and governed by. |
| agreementMinimumTransferAmount | Money | 0..1 | Specifies the collateral legal agreement minimum transfer amount in base currency. |
| agreementThreshold | Money | 0..1 | Specifies the collateral legal agreement threshold amount in base currency. |
| agreementRounding | Money | 0..1 | Specifies the collateral legal agreement rounding in base currency. |
| regMarginType | RegMarginTypeEnum | 1..1 | Identifies margin type and if related regulatory mandate |
| regIMRole | RegIMRoleEnum | 0..1 | Indicates the role of the party in an regulatory initial margin call instruction (i.e Pledgor party or Secured party). |
| baseCurrencyExposure | MarginCallExposure | 0..1 | Represents the current mark to market value or IM calculation value of the trade portfolio as recorded by the principle (in base currency), to be referenced in a margin call. |
| collateralPortfolio | CollateralPortfolio | 0..1 | Represents attributes to define the details of collateral assets within a collateral portfolio to be used in margin call messaging and contribute to collateral balances e.g securities in a collateral account recorded by the principal as held or posted. |
| independentAmountBalance | CollateralBalance | 0..1 | Represents additional credit support amount over and above mark to market value. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
RegIMRoleIMOnly Condition
Specifies a condition to ensure that RegIMRole (Pledgor or Secured Party)is only applicable if the Reg margin type is defined as RegIM (Regulatory Initial Margin).
if regIMRole exists
then regMarginType = RegMarginTypeEnum -> RegIMOpen MarginCallBase in the Model Browser
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