| valuationDate | xsd:date | A date on which value of Credit support amount and Credit support balance in defined
currency is indicated.
| Settlement date | Valuation date. | 1-1,
mre,
nfr | |
| creditSupportAmount | CreditSupportDetails | Defines the value of credit support amount. Credit support amount means, with respect
to a transferor on a valuation date, the Transferee’s exposure plus all independent
amounts applicable to the transferor, if any, minus all independent amounts applicable
to the transferee, if any, minus the transferor's threshold; provided, however, that
the credit support amount will be deemed to be zero whenever the calculation of credit
support amount yields a number less than zero.
| Credit support amount. | Credit support amount. | 0-1,
sfr | |
| creditSupportBalance | CreditSupportDetails | Defines the value of credit support balance. Credit support balance means, with respect
to a transferor on a valuation date, the aggregate of all eligible credit support
that has been transferred to or received by the transferee, together with any distributions
and all proceeds of any such eligible credit support or distributions. Any equivalent
distributions or interest amount (or portion of either) not transferred will form
part of the credit support balance.
| Credit support balance. | Credit support balance. | 1-1,
sfr | |
| independentAmount | CreditSupportDetails | | Independent amount | | 1-1,
sfr | |
| creditSupportObligations | CreditSupportDetails | | Credit support obligations | | 1-1,
sfr | |