CollateralAndExposureReportV05 (CollAndXpsrRpt)

Scope

The CollateralAndExposureReport message is sent by: - the collateral giver, or its collateral manager, to the collateral taker, or its collateral manager, - the collateral taker, or its collateral manager to the collateral giver, or its collateral manager The message definition is intended for use with the ISO20022 Business Application Header.

Usage

The CollateralAndExposureReport message is used to provide the details of the valuation of the collateral, that is, the valuation of securities collateral, cash collateral or other type of collateral, posted at a specific calculation date.

Outline

The CollateralAndExposureReportV05 MessageDefinition is composed of 6 MessageBuildingBlocks:

Report Parameters — Provides information about the report such as the report identification, the report date and time or the report frequency.
Pagination — Specifies the page number and an indicator of whether it is the only or last page, or if there are additional pages.
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.
Collateral Report — Details of the collateral.
Supplementary Data — Additional information that can not be captured in the structured fields and/or any other specific block.