MarginCallIssuance
Type CDM 7.2.0Represents common attributes required for a Margin Call Issuance under a legal agreement such as a credit support document or equivalent.
Attributes
2 declared on MarginCallIssuance, 14 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| instructionType | MarginCallInstructionType | 1..1 | Identifies the enumeration values to specify the call notification type, direction, specific action type. | MarginCallBase |
| 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. | MarginCallBase |
| partyRole | PartyRole | 0..* | Represents the role each specified party takes in the margin call. further to the principal roles, payer and receiver. | MarginCallBase |
| clearingBroker | Party | 0..1 | Indicates the name of the Clearing Broker FCM/DCM. | MarginCallBase |
| callIdentifier | Identifier | 0..1 | Represents a unique Identifier for a margin call message, that can be referenced throughout all points of the process. | MarginCallBase |
| callAgreementType | AgreementName | 1..1 | Specifies the legal agreement type the margin call is generated from and governed by. | MarginCallBase |
| agreementMinimumTransferAmount | Money | 0..1 | Specifies the collateral legal agreement minimum transfer amount in base currency. | MarginCallBase |
| agreementThreshold | Money | 0..1 | Specifies the collateral legal agreement threshold amount in base currency. | MarginCallBase |
| agreementRounding | Money | 0..1 | Specifies the collateral legal agreement rounding in base currency. | MarginCallBase |
| regMarginType | RegMarginTypeEnum | 1..1 | Identifies margin type and if related regulatory mandate | MarginCallBase |
| regIMRole | RegIMRoleEnum | 0..1 | Indicates the role of the party in an regulatory initial margin call instruction (i.e Pledgor party or Secured party). | MarginCallBase |
| 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. | MarginCallBase |
| 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. | MarginCallBase |
| independentAmountBalance | CollateralBalance | 0..1 | Represents additional credit support amount over and above mark to market value. | MarginCallBase |
| callAmountInBaseCurrency | Money | 1..1 | Specifies the amount of margin being called for which accounts for margin calculation inclusive of exposure, independent amount,threshold,collateral balance, MTA, rounding increments (in base currency detailed in supporting collateral agreement). | — |
| recallNonCashCollateralDescription | EligibleCollateralCriteria | 0..* | Specifies the details to describe or identify non-cash collateral eligible assets for recall purposes. | — |
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