CCPAvailableFinancialResourcesReportV01

auth.064.001.01

The CCPAvailableFinancialResourcesReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the aggregate quantum of resources available in each default waterfall to absorb losses resulting from the failure of one or more clearing member(s).

Message Construction

Every ISO20022 message has at the highest level what we call ‘building blocks’. Because the message is constructed as immutable records, the association is by composition. Below you can see the relationship between the message and its constituent building blocks: For comparison, see the ISO20022 official specification

classDiagram
     direction LR
%% CCPAvailableFinancialResourcesReportV01 recursion level 0 with max 0
CCPAvailableFinancialResourcesReportV01 *-- "1..1" AvailableFinancialResourcesAmount1 : AvailableFinancialResourcesAmount
CCPAvailableFinancialResourcesReportV01 *-- "0..1" ReportingAssetBreakdown1 : OtherPrefundedResources
CCPAvailableFinancialResourcesReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

Now, we will zero-in one-by-one on each of these building blocks.

AvailableFinancialResourcesAmount building block

Construct used by a central counterparty to define the size of the aggregate quantum of resources available from a clearing member. Construct used by a central counterparty to define the size of the aggregate quantum of resources available from a clearing member. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% AvailableFinancialResourcesAmount1 recursion level 0 with max 1
class AvailableFinancialResourcesAmount1{
    TotalInitialMargin IsoActiveCurrencyAndAmount
    TotalPrefundedDefaultFund IsoActiveCurrencyAndAmount
    OtherDefaultFundContribution IsoActiveCurrencyAndAmount
    UnfundedMemberCommitment IsoActiveCurrencyAndAmount
    UnfundedThirdPartyCommitment IsoActiveCurrencyAndAmount
}
AvailableFinancialResourcesAmount1 *-- "1..0" ReportingAssetBreakdown1 : CCPSkinInTheGame
%% ReportingAssetBreakdown1 recursion level 1 with max 1
class ReportingAssetBreakdown1{
    ReportingAssetType ProductType6Code
    Identification IsoMax350Text
    Amount IsoActiveCurrencyAndAmount
}
  

AvailableFinancialResourcesAmount1 members

OtherPrefundedResources building block

Breakdown of other CCP prefunded resources required as part of the default waterfall. Specifies the breakdown of a reported amount that can be split across a range of assets: bonds, cash, equities, or another asset class. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% ReportingAssetBreakdown1 recursion level 0 with max 1
class ReportingAssetBreakdown1{
    ReportingAssetType ProductType6Code
    Identification IsoMax350Text
    Amount IsoActiveCurrencyAndAmount
}
  

ReportingAssetBreakdown1 members

SupplementaryData building block

Additional information that cannot be captured in the structured elements and/or any other specific block. Additional information that can not be captured in the structured fields and/or any other specific block. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SupplementaryData1 recursion level 0 with max 1
class SupplementaryData1{
    PlaceAndName IsoMax350Text
}
SupplementaryData1 *-- "1..1" IsoSupplementaryDataEnvelope1 : Envelope
%% IsoSupplementaryDataEnvelope1 recursion level 1 with max 1
  

SupplementaryData1 members

Extensibility and generalization considerations

To facilitate generalized design patterns in the system, the CCPAvailableFinancialResourcesReportV01 implementation follows a specific implementaiton pattern. First of all, CCPAvailableFinancialResourcesReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CCPAvailableFinancialResourcesReportV01Document implements IOuterDocument. Because CCPAvailableFinancialResourcesReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CCPAvailableFinancialResourcesReportV01.

classDiagram
    class IOuterRecord
    CCPAvailableFinancialResourcesReportV01 --|> IOuterRecord : Implements
    CCPAvailableFinancialResourcesReportV01Document --|> IOuterDocument~CCPAvailableFinancialResourcesReportV01~ : Implements
    class IOuterDocument~CCPAvailableFinancialResourcesReportV01~ {
        CCPAvailableFinancialResourcesReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose CCPAvailableFinancialResourcesReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.064.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CCPAvailableFinancialResourcesReportV01.ToDocument() method. The returned CCPAvailableFinancialResourcesReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CCPAvailableFinancialResourcesReportV01Document *-- CCPAvailableFinancialResourcesReportV01 : Document
  

Sample of message format

This is an abbreviated version of what the message should look like.

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:auth.064.001.01">
    <CCPAvlblFinRsrcsRpt>
        <AvlblFinRsrcsAmt>
            <!-- AvailableFinancialResourcesAmount inner content -->
        </AvlblFinRsrcsAmt>
        <OthrPrfnddRsrcs>
            <!-- OtherPrefundedResources inner content -->
        </OthrPrfnddRsrcs>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </CCPAvlblFinRsrcsRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_omGWYeUREem3X-64-NKdqg"
  name="CCPAvailableFinancialResourcesReportV01"
  definition="The CCPAvailableFinancialResourcesReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the aggregate quantum of resources available in each default waterfall to absorb losses resulting from the failure of one or more clearing member(s)."
  registrationStatus="Registered"
  messageSet="_5z1DIOUQEem3X-64-NKdqg"
  xmlTag="CCPAvlblFinRsrcsRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_omGWaeUREem3X-64-NKdqg"
    name="AvailableFinancialResourcesAmount"
    definition="Construct used by a central counterparty to define the size of the aggregate quantum of resources available from a clearing member."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="AvlblFinRsrcsAmt"
    complexType="_cu3rILV3EeeKi_hRJkOpmQ" />
  <messageBuildingBlock
    xmi:id="_omGWa-UREem3X-64-NKdqg"
    name="OtherPrefundedResources"
    definition="Breakdown of other CCP prefunded resources required as part of the default waterfall."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="0"
    xmlTag="OthrPrfnddRsrcs"
    complexType="_J02CgDWzEemdWfjs3tykFQ" />
  <messageBuildingBlock
    xmi:id="_omGWbeUREem3X-64-NKdqg"
    name="SupplementaryData"
    definition="Additional information that cannot be captured in the structured elements and/or any other specific block."
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SplmtryData"
    complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
  <messageDefinitionIdentifier
    businessArea="auth"
    messageFunctionality="064"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

The following items are used as building blocks to construct this message.