MarginCallResponseV05 (MrgnCallRspn)

Scope

The MarginCallResponse message is sent by the collateral giver or its collateral manager to the collateral taker or its collateral manager or vice versa. This is a response to the MarginCallRequest message. The margin call can be accepted, fully disputed or partially disputed. The message definition is intended for use with the ISO20022 Business Application Header.

Usage

When sent by the collateral giver the MarginCallResponse message is used to: - fully accept the MarginCallRequest - or partially accept the MarginCallRequest. When sent by the collateral taker the MarginCallResponse message is used to: - fully accept the recall of collateral - or partially accept the recall of collateral.

Outline

The MarginCallResponseV05 MessageDefinition is composed of 9 MessageBuildingBlocks:

Transaction Identification — Unambiguous identification of the transaction as know by the instructing party.
Obligation — Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date.
Agreement — Agreement details for the over the counter market.
Margin Details Due To A — Provides details about the margin calculation that would be due to party A.
Margin Details Due To B — Provides details about the margin calculation that would be due to party B.
Agreed Amount Due To A — Provides details about the agreed amount that would be due to party A.
Agreed Amount Due To B — Provides details about the agreed amount that would be due to party B.
Response Details — Provides response details about the margin call.
Supplementary Data — Additional information that can not be captured in the structured fields and/or any other specific block.