NSD’s trade repository messages specifications

Current specification

CreditSupportInformation

A type for defining credit support amount and credit support balance for specified pool of trades.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
valuationDatexsd:dateA date on which value of Credit support amount and Credit support balance in defined currency is indicated. Settlement dateValuation date.1-1, mre, nfr
creditSupportA​mountCreditSupportD​etailsDefines 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
creditSupportB​alanceCreditSupportD​etailsDefines 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
independentAmo​untCreditSupportD​etailsIndependent amount1-1, sfr
creditSupportO​bligationsCreditSupportD​etailsCredit support obligations1-1, sfr
CreditSupportInformation