CCPCollateralReportV01

auth.067.001.01

The CCPCollateralReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the collateral posted by clearing members at the central counterparty.

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
%% CCPCollateralReportV01 recursion level 0 with max 0
CCPCollateralReportV01 *-- "1..1" CollateralAccount4 : CollateralAccountOwner
CCPCollateralReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

CollateralAccountOwner building block

Central counterparties record of the collateral posted by clearing members to meet the obligations of the associated margin account or accounts. Provides additional information on the collateral account of the party delivering/receiving the collateral. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CollateralAccount4 recursion level 0 with max 1
CollateralAccount4 *-- "1..1" GenericIdentification165 : Identification
CollateralAccount4 *-- "1..0" AssetHolding1 : AssetHolding
%% GenericIdentification165 recursion level 1 with max 1
class GenericIdentification165{
    Identification IsoMax256Text
    Description IsoMax140Text
    Issuer IsoMax35Text
    SchemeName SchemeIdentificationType1Code
}
%% AssetHolding1 recursion level 1 with max 1
class AssetHolding1{
    PostHaircutValue IsoActiveCurrencyAnd24Amount
    CollateralRequirement CollateralAccountType3Code
}
AssetHolding1 *-- "1..1" IAssetHolding1Choice : AssetType
  

CollateralAccount4 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 CCPCollateralReportV01 implementation follows a specific implementaiton pattern. First of all, CCPCollateralReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, CCPCollateralReportV01Document implements IOuterDocument. Because CCPCollateralReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type CCPCollateralReportV01.

classDiagram
    class IOuterRecord
    CCPCollateralReportV01 --|> IOuterRecord : Implements
    CCPCollateralReportV01Document --|> IOuterDocument~CCPCollateralReportV01~ : Implements
    class IOuterDocument~CCPCollateralReportV01~ {
        CCPCollateralReportV01 Message
     }
  

Document wrapper for serialization

The only real purpose CCPCollateralReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.067.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using CCPCollateralReportV01.ToDocument() method. The returned CCPCollateralReportV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    CCPCollateralReportV01Document *-- CCPCollateralReportV01 : 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.067.001.01">
    <CCPCollRpt>
        <CollAcctOwnr>
            <!-- CollateralAccountOwner inner content -->
        </CollAcctOwnr>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </CCPCollRpt>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_5aP-IeUTEem3X-64-NKdqg"
  name="CCPCollateralReportV01"
  definition="The CCPCollateralReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the collateral posted by clearing members at the central counterparty."
  registrationStatus="Registered"
  messageSet="_5z1DIOUQEem3X-64-NKdqg"
  xmlTag="CCPCollRpt"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_5aP-KeUTEem3X-64-NKdqg"
    name="CollateralAccountOwner"
    definition="Central counterparties record of the collateral posted by clearing members to meet the obligations of the associated margin account or accounts."
    registrationStatus="Provisionally Registered"
    minOccurs="1"
    xmlTag="CollAcctOwnr"
    complexType="_0esxkK_8EeaE9YROwd69hA" />
  <messageBuildingBlock
    xmi:id="_5aP-K-UTEem3X-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="067"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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