colr.003.001.05
Scope The MarginCallRequest message is sent by the collateral taker or its collateral manager to the collateral giver or its collateral manager This message is used to request new collateral at the initiation of an exposure or request additional collateral for an existing exposure. It can also be used to recall collateral upon the collateral giver or its collateral manager’s request.
The message definition is intended for use with the ISO20022 Business Application Header.
Usage When sent by the collateral taker the MarginCallRequest message is used to:
- request new collateral at the initiation of an exposure
- request additional collateral When sent by the collateral giver the MarginCallRequest message is used to:
- request the return of collateral.
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 %% MarginCallRequestV05 recursion level 0 with max 0 class MarginCallRequestV05{ TransactionIdentification IsoMax35Text } MarginCallRequestV05 *-- "1..1" Obligation9 : Obligation MarginCallRequestV05 *-- "0..1" Agreement4 : Agreement MarginCallRequestV05 *-- "1..1" MarginCallResult3 : MarginCallResult MarginCallRequestV05 *-- "0..1" MarginCall1 : MarginDetailsDueToA MarginCallRequestV05 *-- "0..1" MarginCall1 : MarginDetailsDueToB MarginCallRequestV05 *-- "0..1" IMarginRequirement1Choice : RequirementDetailsDueToA MarginCallRequestV05 *-- "0..1" IMarginRequirement1Choice : RequirementDetailsDueToB MarginCallRequestV05 *-- "0..1" IExpectedCollateral2Choice : ExpectedCollateralDueToA MarginCallRequestV05 *-- "0..1" IExpectedCollateral2Choice : ExpectedCollateralDueToB MarginCallRequestV05 *-- "0..1" MarginCall3 : MarginCallDetails MarginCallRequestV05 *-- "0..1" SupplementaryData1 : SupplementaryData
Now, we will zero-in one-by-one on each of these building blocks.
TransactionIdentification building block
Unambiguous identification of the transaction as know by the instructing party. Specifies a character string with a maximum length of 35 characters. For comparison, see the ISO20022 official specification This message is declared as Max35Text in the ISO specification. In our implementation, it is represented in source code as IsoMax35Text. Due to global using directives, it is treated as a System.String by the compiler and runtime.
Obligation building block
Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date. Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date. For comparison, see the ISO20022 official specification
classDiagram direction tb %% Obligation9 recursion level 0 with max 1 class Obligation9{ ExposureType ExposureType11Code } Obligation9 *-- "1..1" IPartyIdentification178Choice : PartyA Obligation9 *-- "0..1" IPartyIdentification178Choice : ServicingPartyA Obligation9 *-- "1..1" IPartyIdentification178Choice : PartyB Obligation9 *-- "0..1" IPartyIdentification178Choice : ServicingPartyB Obligation9 *-- "0..1" CollateralAccount3 : CollateralAccountIdentification Obligation9 *-- "0..1" BlockChainAddressWallet5 : BlockChainAddressOrWallet Obligation9 *-- "1..1" IDateAndDateTime2Choice : ValuationDate %% IPartyIdentification178Choice recursion level 1 with max 1 %% IPartyIdentification178Choice recursion level 1 with max 1 %% IPartyIdentification178Choice recursion level 1 with max 1 %% IPartyIdentification178Choice recursion level 1 with max 1 %% CollateralAccount3 recursion level 1 with max 1 class CollateralAccount3{ Identification IsoMax35Text Name IsoMax70Text } CollateralAccount3 *-- "0..1" ICollateralAccountIdentificationType3Choice : Type %% BlockChainAddressWallet5 recursion level 1 with max 1 class BlockChainAddressWallet5{ Identification IsoMax140Text Name IsoMax70Text } BlockChainAddressWallet5 *-- "0..1" ICollateralAccountIdentificationType3Choice : Type %% IDateAndDateTime2Choice recursion level 1 with max 1
Obligation9 members
Member name | Description | Data Type / Multiplicity |
---|---|---|
PartyA | Defines one of the entities associated with the collateral agreement. | IPartyIdentification178Choice - Required 1..1 |
ServicingPartyA | Specifies the party that is acting on behalf of party A and that offers collateral management services. | IPartyIdentification178Choice - Optional 0..1 |
PartyB | Defines the other entity associated with the collateral agreement. | IPartyIdentification178Choice - Required 1..1 |
ServicingPartyB | Specifies the party that is acting on behalf of party B and that offers collateral management services. | IPartyIdentification178Choice - Optional 0..1 |
CollateralAccountIdentification | Provides additional information on the collateral account of the party delivering/receiving the collateral. | CollateralAccount3 - Optional 0..1 |
BlockChainAddressOrWallet | Blockchain address or wallet where digital assets are maintained. This is the equivalent of collateral account for digital assets. | BlockChainAddressWallet5 - Optional 0..1 |
ExposureType | Specifies the underlying business area or type of trade causing the collateral movement. | ExposureType11Code - Optional 0..1 |
ValuationDate | Indicates the close of business date on which the initiating party is valuing the margin call. | IDateAndDateTime2Choice - Required 1..1 |
Agreement building block
Agreement details for the over the counter market. Agreement details for the over the counter market. For comparison, see the ISO20022 official specification
classDiagram direction tb %% Agreement4 recursion level 0 with max 1 class Agreement4{ AgreementDetails IsoMax140Text AgreementIdentification IsoMax140Text AgreementDate IsoISODate BaseCurrency ActiveCurrencyCode } Agreement4 *-- "0..1" IAgreementFramework1Choice : AgreementFramework %% IAgreementFramework1Choice recursion level 1 with max 1
Agreement4 members
Member name | Description | Data Type / Multiplicity |
---|---|---|
AgreementDetails | Full details of the supporting legal agreement under which the margin call can be issued and/or governed. | IsoMax140Text - Required 1..1 |
AgreementIdentification | Common reference to the agreement between the two counterparties. | IsoMax140Text - Optional 0..1 |
AgreementDate | Date on which the collateral agreement was signed. | IsoISODate - Required 1..1 |
BaseCurrency | Denomination currency as specified in the collateral agreement. | ActiveCurrencyCode - Required 1..1 |
AgreementFramework | Specifies the underlying master agreement. | IAgreementFramework1Choice - Optional 0..1 |
MarginCallResult building block
Summation of the call amounts per margin type. It is provided for the purposes of carrying forward for future messages that are used to compare the margin call results to determine whether a call is agreed or full/partially disputed. Provides the summation of the call amounts per margin type and optionaly the default fund amount (only for CCP). For comparison, see the ISO20022 official specification
classDiagram direction tb %% MarginCallResult3 recursion level 0 with max 1 class MarginCallResult3{ DefaultFundAmount IsoActiveCurrencyAndAmount } MarginCallResult3 *-- "1..1" IMarginCallResult2Choice : MarginCallResult %% IMarginCallResult2Choice recursion level 1 with max 1
MarginCallResult3 members
Member name | Description | Data Type / Multiplicity |
---|---|---|
DefaultFundAmount | Specifies the total amount required by the clearing member to participate to the default fund. | IsoActiveCurrencyAndAmount - Optional 0..1 |
MarginCallResult | Provides the summation of the call amounts for the variation margin and the segregated independent amount or the segregated independent amount only or the total margin call amount only. | IMarginCallResult2Choice - Required 1..1 |
MarginDetailsDueToA building block
Provides details about the margin calculation that would be due to party A. Details of the margin call request. For comparison, see the ISO20022 official specification
classDiagram direction tb %% MarginCall1 recursion level 0 with max 1 class MarginCall1{ ExposedAmountPartyA IsoActiveCurrencyAndAmount ExposedAmountPartyB IsoActiveCurrencyAndAmount ExposureConvention ExposureConventionType1Code } MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyA MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyB MarginCall1 *-- "0..1" IMarginTerms1Choice : MarginTerms MarginCall1 *-- "0..1" ICollateralBalance1Choice : CollateralBalance %% AggregatedIndependentAmount1 recursion level 1 with max 1 AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : Trade AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : ValueAtRisk AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : NetOpenPosition AggregatedIndependentAmount1 *-- "0..0" IndependentAmount2 : OtherAmount %% AggregatedIndependentAmount1 recursion level 1 with max 1 AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : Trade AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : ValueAtRisk AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : NetOpenPosition AggregatedIndependentAmount1 *-- "0..0" IndependentAmount2 : OtherAmount %% IMarginTerms1Choice recursion level 1 with max 1 %% ICollateralBalance1Choice recursion level 1 with max 1
MarginCall1 members
Member name | Description | Data Type / Multiplicity |
---|---|---|
ExposedAmountPartyA | Sum of the exposures of all transactions which are in the favour of party A. That is, all transactions which would have an amount payable by party B to party A if they were being terminated. | IsoActiveCurrencyAndAmount - Optional 0..1 |
ExposedAmountPartyB | Sum of the exposures of all transactions which are in the favour of party B. That is, all transactions which would have an amount payable by party A to party B if they were being terminated. | IsoActiveCurrencyAndAmount - Optional 0..1 |
ExposureConvention | Determines how the variation margin requirement is to be calculated: - either Net, in which the exposure of all transactions in favour of party A and the the exposure of all transactions in favour of party B will be netted together or - gross in which two separate variation margin requirements will be determined. | ExposureConventionType1Code - Optional 0..1 |
IndependentAmountPartyA | Amount applied as an add-on to the exposure (to party A) usually intended to cover a possible increase in exposure before the next valuation date. | AggregatedIndependentAmount1 - Optional 0..1 |
IndependentAmountPartyB | An amount applied as an add-on to the exposure (to party B) usually intended to cover a possible increase in exposure before the next valuation date. | AggregatedIndependentAmount1 - Optional 0..1 |
MarginTerms | Provides information like threshold amount, threshold type, minimum transfer amount, rouding amount or rounding convention, that applies to either the variation margin or the segregated independent amount. | IMarginTerms1Choice - Optional 0..1 |
CollateralBalance | Provides details about the collateral held, in transit or that still needs to be agreed by both parties with a segregation between variation margin and segregated independent amount. | ICollateralBalance1Choice - Optional 0..1 |
MarginDetailsDueToB building block
Provides details about the margin calculation that would be due to party B. Details of the margin call request. For comparison, see the ISO20022 official specification
classDiagram direction tb %% MarginCall1 recursion level 0 with max 1 class MarginCall1{ ExposedAmountPartyA IsoActiveCurrencyAndAmount ExposedAmountPartyB IsoActiveCurrencyAndAmount ExposureConvention ExposureConventionType1Code } MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyA MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyB MarginCall1 *-- "0..1" IMarginTerms1Choice : MarginTerms MarginCall1 *-- "0..1" ICollateralBalance1Choice : CollateralBalance %% AggregatedIndependentAmount1 recursion level 1 with max 1 AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : Trade AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : ValueAtRisk AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : NetOpenPosition AggregatedIndependentAmount1 *-- "0..0" IndependentAmount2 : OtherAmount %% AggregatedIndependentAmount1 recursion level 1 with max 1 AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : Trade AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : ValueAtRisk AggregatedIndependentAmount1 *-- "0..1" IndependentAmount1 : NetOpenPosition AggregatedIndependentAmount1 *-- "0..0" IndependentAmount2 : OtherAmount %% IMarginTerms1Choice recursion level 1 with max 1 %% ICollateralBalance1Choice recursion level 1 with max 1
MarginCall1 members
Member name | Description | Data Type / Multiplicity |
---|---|---|
ExposedAmountPartyA | Sum of the exposures of all transactions which are in the favour of party A. That is, all transactions which would have an amount payable by party B to party A if they were being terminated. | IsoActiveCurrencyAndAmount - Optional 0..1 |
ExposedAmountPartyB | Sum of the exposures of all transactions which are in the favour of party B. That is, all transactions which would have an amount payable by party A to party B if they were being terminated. | IsoActiveCurrencyAndAmount - Optional 0..1 |
ExposureConvention | Determines how the variation margin requirement is to be calculated: - either Net, in which the exposure of all transactions in favour of party A and the the exposure of all transactions in favour of party B will be netted together or - gross in which two separate variation margin requirements will be determined. | ExposureConventionType1Code - Optional 0..1 |
IndependentAmountPartyA | Amount applied as an add-on to the exposure (to party A) usually intended to cover a possible increase in exposure before the next valuation date. | AggregatedIndependentAmount1 - Optional 0..1 |
IndependentAmountPartyB | An amount applied as an add-on to the exposure (to party B) usually intended to cover a possible increase in exposure before the next valuation date. | AggregatedIndependentAmount1 - Optional 0..1 |
MarginTerms | Provides information like threshold amount, threshold type, minimum transfer amount, rouding amount or rounding convention, that applies to either the variation margin or the segregated independent amount. | IMarginTerms1Choice - Optional 0..1 |
CollateralBalance | Provides details about the collateral held, in transit or that still needs to be agreed by both parties with a segregation between variation margin and segregated independent amount. | ICollateralBalance1Choice - Optional 0..1 |
RequirementDetailsDueToA building block
Amount of expected margin that will be either delivered to party A by party B or recalled to party A from party B. Provides the margin requirements for the variation margin and the segregated independent amount, or the segregated independent amount only. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IMarginRequirement1Choice recursion level 0 with max 1
MarginRequirement1Choice members
Member name | Description | Data Type / Multiplicity |
---|
RequirementDetailsDueToB building block
Amount of expected margin that will be either delivered to party B by party A or recalled to party B from party A. Provides the margin requirements for the variation margin and the segregated independent amount, or the segregated independent amount only. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IMarginRequirement1Choice recursion level 0 with max 1
MarginRequirement1Choice members
Member name | Description | Data Type / Multiplicity |
---|
ExpectedCollateralDueToA building block
Provides details about the type of collateral that will be either delivered to party A by party B or recalled to party A from party B. Provides the expected collateral type and direction for the variation margin and the segregated independent amount, or the segregated independent amount only. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IExpectedCollateral2Choice recursion level 0 with max 1
ExpectedCollateral2Choice members
Member name | Description | Data Type / Multiplicity |
---|
ExpectedCollateralDueToB building block
Provides details about the type of collateral that will be either delivered to party B by party A or recalled to party B from party A. Provides the expected collateral type and direction for the variation margin and the segregated independent amount, or the segregated independent amount only. For comparison, see the ISO20022 official specification
classDiagram direction tb %% IExpectedCollateral2Choice recursion level 0 with max 1
ExpectedCollateral2Choice members
Member name | Description | Data Type / Multiplicity |
---|
MarginCallDetails building block
Allows the reporting of the margin requirements for multiple accounts and report a single margin call amount made up of the aggregate of all the individual requirement amounts. Specifies the calculation and the resulting margin and independent amount needed to cover the risk exposure of one party versus another. For comparison, see the ISO20022 official specification
classDiagram direction tb %% MarginCall3 recursion level 0 with max 1 MarginCall3 *-- "0..1" CollateralAccount3 : CollateralAccountIdentification MarginCall3 *-- "0..1" BlockChainAddressWallet5 : BlockChainAddressOrWallet MarginCall3 *-- "1..1" MarginCallResult3 : MarginCallResult MarginCall3 *-- "0..1" MarginCall1 : MarginDetailDueToA MarginCall3 *-- "0..1" MarginCall1 : MarginDetailDueToB MarginCall3 *-- "0..1" IMarginRequirement1Choice : RequirementDetailsDueToA MarginCall3 *-- "0..1" IMarginRequirement1Choice : RequirementDetailsDueToB MarginCall3 *-- "0..1" IExpectedCollateral2Choice : ExpectedCollateralDueToA MarginCall3 *-- "0..1" IExpectedCollateral2Choice : ExpectedCollateralDueToB %% CollateralAccount3 recursion level 1 with max 1 class CollateralAccount3{ Identification IsoMax35Text Name IsoMax70Text } CollateralAccount3 *-- "0..1" ICollateralAccountIdentificationType3Choice : Type %% BlockChainAddressWallet5 recursion level 1 with max 1 class BlockChainAddressWallet5{ Identification IsoMax140Text Name IsoMax70Text } BlockChainAddressWallet5 *-- "0..1" ICollateralAccountIdentificationType3Choice : Type %% MarginCallResult3 recursion level 1 with max 1 class MarginCallResult3{ DefaultFundAmount IsoActiveCurrencyAndAmount } MarginCallResult3 *-- "1..1" IMarginCallResult2Choice : MarginCallResult %% MarginCall1 recursion level 1 with max 1 class MarginCall1{ ExposedAmountPartyA IsoActiveCurrencyAndAmount ExposedAmountPartyB IsoActiveCurrencyAndAmount ExposureConvention ExposureConventionType1Code } MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyA MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyB MarginCall1 *-- "0..1" IMarginTerms1Choice : MarginTerms MarginCall1 *-- "0..1" ICollateralBalance1Choice : CollateralBalance %% MarginCall1 recursion level 1 with max 1 class MarginCall1{ ExposedAmountPartyA IsoActiveCurrencyAndAmount ExposedAmountPartyB IsoActiveCurrencyAndAmount ExposureConvention ExposureConventionType1Code } MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyA MarginCall1 *-- "0..1" AggregatedIndependentAmount1 : IndependentAmountPartyB MarginCall1 *-- "0..1" IMarginTerms1Choice : MarginTerms MarginCall1 *-- "0..1" ICollateralBalance1Choice : CollateralBalance %% IMarginRequirement1Choice recursion level 1 with max 1 %% IMarginRequirement1Choice recursion level 1 with max 1 %% IExpectedCollateral2Choice recursion level 1 with max 1 %% IExpectedCollateral2Choice recursion level 1 with max 1
MarginCall3 members
Member name | Description | Data Type / Multiplicity |
---|---|---|
CollateralAccountIdentification | Provides additional information on the collateral account of the party delivering/receiving the collateral. | CollateralAccount3 - Optional 0..1 |
BlockChainAddressOrWallet | Blockchain address or wallet where digital assets are maintained. This is the equivalent of collateral account for digital assets. | BlockChainAddressWallet5 - Optional 0..1 |
MarginCallResult | Summation of the call amounts per margin type. It is provided for the purposes of carrying forward for future messages that are used to compare the margin call results to determine whether a call is agreed or full/partially disputed. | MarginCallResult3 - Required 1..1 |
MarginDetailDueToA | Provides details about the margin calculation that would be due to party A. | MarginCall1 - Optional 0..1 |
MarginDetailDueToB | Provides details about the margin calculation that would be due to party B. | MarginCall1 - Optional 0..1 |
RequirementDetailsDueToA | Amount of expected margin that will be either delivered to party A by party B or recalled to party A from party B. | IMarginRequirement1Choice - Optional 0..1 |
RequirementDetailsDueToB | Amount of expected margin that will be either delivered to party B by party A or recalled to party B from party A. | IMarginRequirement1Choice - Optional 0..1 |
ExpectedCollateralDueToA | Provides details about the type of collateral that will be either delivered to party A by party B or recalled to party A from party B. | IExpectedCollateral2Choice - Optional 0..1 |
ExpectedCollateralDueToB | Provides details about the type of collateral that will be either delivered to party B by party A or recalled to party B from party A. | IExpectedCollateral2Choice - Optional 0..1 |
SupplementaryData building block
Additional information that can not be captured in the structured fields 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 MarginCallRequestV05 implementation follows a specific implementaiton pattern. First of all, MarginCallRequestV05 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, MarginCallRequestV05Document implements IOuterDocument. Because MarginCallRequestV05 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type MarginCallRequestV05.
classDiagram class IOuterRecord MarginCallRequestV05 --|> IOuterRecord : Implements MarginCallRequestV05Document --|> IOuterDocument~MarginCallRequestV05~ : Implements class IOuterDocument~MarginCallRequestV05~ { MarginCallRequestV05 Message }
Document wrapper for serialization
The only real purpose MarginCallRequestV05Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:colr.003.001.05’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using MarginCallRequestV05.ToDocument() method. The returned MarginCallRequestV05Document value will serialize correctly according to ISO 20022 standards.
classDiagram MarginCallRequestV05Document *-- MarginCallRequestV05 : 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:colr.003.001.05">
<MrgnCallReq>
<TxId>
<!-- TransactionIdentification inner content -->
</TxId>
<Oblgtn>
<!-- Obligation inner content -->
</Oblgtn>
<Agrmt>
<!-- Agreement inner content -->
</Agrmt>
<MrgnCallRslt>
<!-- MarginCallResult inner content -->
</MrgnCallRslt>
<MrgnDtlsDueToA>
<!-- MarginDetailsDueToA inner content -->
</MrgnDtlsDueToA>
<MrgnDtlsDueToB>
<!-- MarginDetailsDueToB inner content -->
</MrgnDtlsDueToB>
<RqrmntDtlsDueToA>
<!-- RequirementDetailsDueToA inner content -->
</RqrmntDtlsDueToA>
<RqrmntDtlsDueToB>
<!-- RequirementDetailsDueToB inner content -->
</RqrmntDtlsDueToB>
<XpctdCollDueToA>
<!-- ExpectedCollateralDueToA inner content -->
</XpctdCollDueToA>
<XpctdCollDueToB>
<!-- ExpectedCollateralDueToB inner content -->
</XpctdCollDueToB>
<MrgnCallDtls>
<!-- MarginCallDetails inner content -->
</MrgnCallDtls>
<SplmtryData>
<!-- SupplementaryData inner content -->
</SplmtryData>
</MrgnCallReq>
</Document>
Data from ISO specification
This is the technical data from the specification document.
<messageDefinition
xmi:id="_J4YkESgrEeyB747fKu7_rw"
previousVersion="_CRyfq4FsEeWtPe6Crjmeug"
name="MarginCallRequestV05"
definition="Scope
The MarginCallRequest message is sent by the collateral taker or its collateral manager to the collateral giver or its collateral manager
This message is used to request new collateral at the initiation of an exposure or request additional collateral for an existing exposure. It can also be used to recall collateral upon the collateral giver or its collateral manager's request.

The message definition is intended for use with the ISO20022 Business Application Header.

Usage
When sent by the collateral taker the MarginCallRequest message is used to:
- request new collateral at the initiation of an exposure
- request additional collateral
When sent by the collateral giver the MarginCallRequest message is used to:
- request the return of collateral."
registrationStatus="Registered"
messageSet="_L9Kq4XoIEeSUmamj3OpPWw"
xmlTag="MrgnCallReq"
rootElement="Document"
xmlns:xmi="http://www.omg.org/XMI">
<messageBuildingBlock
xmi:id="_J4YkFygrEeyB747fKu7_rw"
previousVersion="_CRyfrYFsEeWtPe6Crjmeug"
name="TransactionIdentification"
definition="Unambiguous identification of the transaction as know by the instructing party."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="TxId"
simpleType="_YW1tKdp-Ed-ak6NoX_4Aeg_1913463446" />
<messageBuildingBlock
xmi:id="_J4YkGSgrEeyB747fKu7_rw"
previousVersion="_CRyfr4FsEeWtPe6Crjmeug"
name="Obligation"
definition="Provides information like the identification of the party or parties associated with the collateral agreement, the exposure type and the valuation date."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="Oblgtn"
complexType="_wc_c4SgsEeyB747fKu7_rw" />
<messageBuildingBlock
xmi:id="_J4YkGygrEeyB747fKu7_rw"
previousVersion="_CRyfsYFsEeWtPe6Crjmeug"
name="Agreement"
definition="Agreement details for the over the counter market."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="Agrmt"
complexType="_6T7_AYbEEeWguotXa4lFgg" />
<messageBuildingBlock
xmi:id="_J4YkHSgrEeyB747fKu7_rw"
previousVersion="_CRyfu4FsEeWtPe6Crjmeug"
name="MarginCallResult"
definition="Summation of the call amounts per margin type. It is provided for the purposes of carrying forward for future messages that are used to compare the margin call results to determine whether a call is agreed or full/partially disputed."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="1"
xmlTag="MrgnCallRslt"
complexType="_9b69MKMPEeCojJW5vEuTEQ_2035479962" />
<messageBuildingBlock
xmi:id="_J4YkHygrEeyB747fKu7_rw"
previousVersion="_CRyfs4FsEeWtPe6Crjmeug"
name="MarginDetailsDueToA"
definition="Provides details about the margin calculation that would be due to party A."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MrgnDtlsDueToA"
complexType="_Uk_MJdp-Ed-ak6NoX_4Aeg_138884862" />
<messageBuildingBlock
xmi:id="_J4YkISgrEeyB747fKu7_rw"
previousVersion="_CRyftYFsEeWtPe6Crjmeug"
name="MarginDetailsDueToB"
definition="Provides details about the margin calculation that would be due to party B."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="MrgnDtlsDueToB"
complexType="_Uk_MJdp-Ed-ak6NoX_4Aeg_138884862" />
<messageBuildingBlock
xmi:id="_J4YkIygrEeyB747fKu7_rw"
previousVersion="_CRyft4FsEeWtPe6Crjmeug"
name="RequirementDetailsDueToA"
definition="Amount of expected margin that will be either delivered to party A by party B or recalled to party A from party B."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RqrmntDtlsDueToA"
complexType="_QmevONp-Ed-ak6NoX_4Aeg_-593475226" />
<messageBuildingBlock
xmi:id="_J4YkJSgrEeyB747fKu7_rw"
previousVersion="_CRyfuYFsEeWtPe6Crjmeug"
name="RequirementDetailsDueToB"
definition="Amount of expected margin that will be either delivered to party B by party A or recalled to party B from party A."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="RqrmntDtlsDueToB"
complexType="_QmevONp-Ed-ak6NoX_4Aeg_-593475226" />
<messageBuildingBlock
xmi:id="_J4YkJygrEeyB747fKu7_rw"
previousVersion="_CRyfv4FsEeWtPe6Crjmeug"
name="ExpectedCollateralDueToA"
definition="Provides details about the type of collateral that will be either delivered to party A by party B or recalled to party A from party B."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="XpctdCollDueToA"
complexType="_-UW_QYLZEeWrrO9HojbPQA" />
<messageBuildingBlock
xmi:id="_J4YkKSgrEeyB747fKu7_rw"
previousVersion="_CRyfvYFsEeWtPe6Crjmeug"
name="ExpectedCollateralDueToB"
definition="Provides details about the type of collateral that will be either delivered to party B by party A or recalled to party B from party A."
registrationStatus="Provisionally Registered"
maxOccurs="1"
minOccurs="0"
xmlTag="XpctdCollDueToB"
complexType="_-UW_QYLZEeWrrO9HojbPQA" />
<messageBuildingBlock
xmi:id="_J4YkKygrEeyB747fKu7_rw"
previousVersion="_JCbdwILVEeWrrO9HojbPQA"
name="MarginCallDetails"
definition="Allows the reporting of the margin requirements for multiple accounts and report a single margin call amount made up of the aggregate of all the individual requirement amounts."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="MrgnCallDtls"
complexType="_xPT9kSqQEeyR9JrVGfaMKw" />
<messageBuildingBlock
xmi:id="_J4YkLSgrEeyB747fKu7_rw"
previousVersion="_CRyfwYFsEeWtPe6Crjmeug"
name="SupplementaryData"
definition="Additional information that can not be captured in the structured fields and/or any other specific block."
registrationStatus="Provisionally Registered"
minOccurs="0"
xmlTag="SplmtryData"
complexType="_Qn0zC9p-Ed-ak6NoX_4Aeg_468227563" />
<messageDefinitionIdentifier
businessArea="colr"
messageFunctionality="003"
flavour="001"
version="05" />
</messageDefinition>
ISO Building Blocks
The following items are used as building blocks to construct this message.