auth.101.001.01
The SettlementFailsAnnualReport is sent by a central securities depository or by a central bank operating a securities settlement system to the CSD competent authority to provide annual aggregated data on the number and the nature of settlement instructions which failed to settle on their intended settlement day. The report contains annual statistical information on the number and value of overall settlement instructions, settled instructions, and settlement fails that occurred during a specified period and within a given securities settlement system.
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
%% SettlementFailsAnnualReportV01 recursion level 0 with max 0
SettlementFailsAnnualReportV01 *-- "1..1" SettlementFailsReportHeader2 : ReportHeader
SettlementFailsAnnualReportV01 *-- "1..1" SettlementFailsData4 : AnnualAggregate
SettlementFailsAnnualReportV01 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
ReportHeader building block
Specifies parameters of the report. Specifies parameters of the report. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementFailsReportHeader2 recursion level 0 with max 1
class SettlementFailsReportHeader2{
CreationDateTime IsoISODateTime
Currency ActiveCurrencyCode
ReportStatus TransactionOperationType4Code
}
SettlementFailsReportHeader2 *-- "1..1" DatePeriod2 : ReportingPeriod
SettlementFailsReportHeader2 *-- "1..1" SecuritiesSettlementSystemIdentification2 : SecuritiesSettlementSystem
%% DatePeriod2 recursion level 1 with max 1
class DatePeriod2{
FromDate IsoISODate
ToDate IsoISODate
}
%% SecuritiesSettlementSystemIdentification2 recursion level 1 with max 1
class SecuritiesSettlementSystemIdentification2{
SystemIdentification IsoMax35Text
SystemName IsoMax140Text
CountryOfJurisdiction CountryCode
CSDLegalName IsoMax140Text
LEI IsoLEIIdentifier
}
SecuritiesSettlementSystemIdentification2 *-- "0..0" Contact9 : ResponsibleParty
SettlementFailsReportHeader2 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| CreationDateTime | Provides the reporting timestamp, when the report was submitted from the CSD to the Competent Authority. | IsoISODateTime - Required 1..1 |
| ReportingPeriod | Period covered by the report. | DatePeriod2 - Required 1..1 |
| Currency | Specifies the currency used to report the aggregated values of the transactions. Usage: this is the currency in which the values have to be reported, when no explicit currency is provided. | ActiveCurrencyCode - Required 1..1 |
| ReportStatus | Provides the status of the report. | TransactionOperationType4Code - Required 1..1 |
| SecuritiesSettlementSystem | Specifies the securities settlement system used in a settlement process. | SecuritiesSettlementSystemIdentification2 - Required 1..1 |
AnnualAggregate building block
Aggregated annual volume and value of settled, failed, total of failed settlement instructions performed during the period covered by the report, for financial instruments, types of transactions, types of clients and cash transfers. Specifies the aggregated data of settlement fails instructions. For comparison, see the ISO20022 official specification
classDiagram
direction tb
%% SettlementFailsData4 recursion level 0 with max 1
SettlementFailsData4 *-- "1..1" SettlementTotalData1 : Total
SettlementFailsData4 *-- "1..1" SettlementFailureReason3 : FailureReason
SettlementFailsData4 *-- "1..1" SettlementFailsDerogation1 : EligibleForDerogation
%% SettlementTotalData1 recursion level 1 with max 1
SettlementTotalData1 *-- "1..1" SettlementDataVolume2 : Settled
SettlementTotalData1 *-- "1..1" SettlementDataVolume2 : Failed
SettlementTotalData1 *-- "1..1" SettlementDataVolume2 : Total
SettlementTotalData1 *-- "1..1" SettlementDataRate2 : FailedRate
%% SettlementFailureReason3 recursion level 1 with max 1
class SettlementFailureReason3{
AverageDuration IsoMax2Fraction1NonNegativeNumber
}
SettlementFailureReason3 *-- "1..0" SettlementFailureReason2 : Description
%% SettlementFailsDerogation1 recursion level 1 with max 1
class SettlementFailsDerogation1{
EligibilityIndicator IsoTrueFalseIndicator
}
SettlementFailsDerogation1 *-- "0..1" SettlementFailsJustification1 : Justification
SettlementFailsData4 members
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| Total | Total of all types of settlement transactions. | SettlementTotalData1 - Required 1..1 |
| FailureReason | Further details on the reason for the settlement fails. | SettlementFailureReason3 - Required 1..1 |
| EligibleForDerogation | Eligible for derogation under the local regulation on settlement discipline, including the justification. | SettlementFailsDerogation1 - Required 1..1 |
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
| Member name | Description | Data Type / Multiplicity |
|---|---|---|
| PlaceAndName | Unambiguous reference to the location where the supplementary data must be inserted in the message instance. In the case of XML, this is expressed by a valid XPath. | IsoMax350Text - Optional 0..1 |
| Envelope | Technical element wrapping the supplementary data. | IsoSupplementaryDataEnvelope1 - Required 1..1 |
Extensibility and generalization considerations
To facilitate generalized design patterns in the system, the SettlementFailsAnnualReportV01 implementation follows a specific implementaiton pattern. First of all, SettlementFailsAnnualReportV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, SettlementFailsAnnualReportV01Document implements IOuterDocument. Because SettlementFailsAnnualReportV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type SettlementFailsAnnualReportV01.
classDiagram
class IOuterRecord
SettlementFailsAnnualReportV01 --|> IOuterRecord : Implements
SettlementFailsAnnualReportV01Document --|> IOuterDocument~SettlementFailsAnnualReportV01~ : Implements
class IOuterDocument~SettlementFailsAnnualReportV01~ {
SettlementFailsAnnualReportV01 Message
}
Document wrapper for serialization
The only real purpose SettlementFailsAnnualReportV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:auth.101.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using SettlementFailsAnnualReportV01.ToDocument() method. The returned SettlementFailsAnnualReportV01Document value will serialize correctly according to ISO 20022 standards.
classDiagram
SettlementFailsAnnualReportV01Document *-- SettlementFailsAnnualReportV01 : 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.101.001.01">
<SttlmFlsAnlRpt>
<RptHdr>
<!-- ReportHeader inner content -->
</RptHdr>
<AnlAggt>
<!-- AnnualAggregate inner content -->
</AnlAggt>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</SttlmFlsAnlRpt>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_pq7TsUEXEeqXB_DgAcRqgw"
name="SettlementFailsAnnualReportV01"
definition="The SettlementFailsAnnualReport is sent by a central securities depository or by a central bank operating a securities settlement system to the CSD competent authority to provide annual aggregated data on the number and the nature of settlement instructions which failed to settle on their intended settlement day. The report contains annual statistical information on the number and value of overall settlement instructions, settled instructions, and settlement fails that occurred during a specified period and within a given securities settlement system."
registrationStatus="Registered"
messageSet="_t2waJMTEEem1btCrV7DGXw"
xmlTag="SttlmFlsAnlRpt"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<messageBuildingBlock
xmi:id="_pq7Ts0EXEeqXB_DgAcRqgw"
name="ReportHeader"
definition="Specifies parameters of the report."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="RptHdr"
complexType="_h8xRgR2yEeqF2P5v-Rtejg" />
<messageBuildingBlock
xmi:id="_pq7TtUEXEeqXB_DgAcRqgw"
name="AnnualAggregate"
definition="Aggregated annual volume and value of settled, failed, total of failed settlement instructions performed during the period covered by the report, for financial instruments, types of transactions, types of clients and cash transfers."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="AnlAggt"
complexType="_nUbWwSGkEeqlG_HhjTmcZg" />
<messageBuildingBlock
xmi:id="_pq7Tt0EXEeqXB_DgAcRqgw"
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="101"
flavour="001"
version="01" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.