TripartyCollateralAllegementNotificationV01

colr.021.001.01

Scope: This message is sent by a triparty agent after the receipt of a collateral transaction or instruction from the collateral giver or taker to advise that a counterparty has alleged an instruction or a transaction against the account owner’s account at the TPA and that the TPA could not find the corresponding transaction or instruction of the account owner. The allegement is used for initiation, modification and termination.

In this message, the Sender is the triparty agent and the Receiver is either the collateral taker or the collateral giver or their account servicer.

Usage: An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner’s account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner. The account servicer/owner relationship may be:

• a central securities depository or another settlement market infrastructure acting on behalf of their participants
• an agent (sub-custodian) acting on behalf of their global custodian customer, or
• a custodian acting on behalf of an investment management institution or a broker/dealer.

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
%% TripartyCollateralAllegementNotificationV01 recursion level 0 with max 0
TripartyCollateralAllegementNotificationV01 *-- "1..1" TransactionIdentifications44 : TransactionInstructionIdentification
TripartyCollateralAllegementNotificationV01 *-- "1..1" Pagination1 : Pagination
TripartyCollateralAllegementNotificationV01 *-- "1..1" CollateralParameters11 : GeneralParameters
TripartyCollateralAllegementNotificationV01 *-- "1..1" CollateralParties8 : CollateralParties
TripartyCollateralAllegementNotificationV01 *-- "1..1" DealTransactionDetails6 : DealTransactionDetails
TripartyCollateralAllegementNotificationV01 *-- "1..1" CollateralDate2 : DealTransactionDate
TripartyCollateralAllegementNotificationV01 *-- "0..1" SecuritiesMovement7 : SecuritiesMovement
TripartyCollateralAllegementNotificationV01 *-- "0..1" CashMovement5 : CashMovement
TripartyCollateralAllegementNotificationV01 *-- "0..1" SupplementaryData1 : SupplementaryData
  

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

TransactionInstructionIdentification building block

Unambiguous identification of the transaction as know by the instructing party.

Provides unambiguous instruction or transaction identification information. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% TransactionIdentifications44 recursion level 0 with max 1
class TransactionIdentifications44{
    TripartyAgentServiceProviderCollateralInstructionIdentification IsoMax35Text
    TripartyAgentServiceProviderCollateralTransactionIdentification IsoMax35Text
    ClientCollateralInstructionIdentification IsoMax35Text
    ClientCollateralTransactionIdentification IsoMax35Text
    CounterpartyCollateralInstructionIdentification IsoMax35Text
    CounterpartyCollateralTransactionIdentification IsoMax35Text
    CommonTransactionIdentification IsoMax52Text
}
  

TransactionIdentifications44 members

Pagination building block

Page number of the message and continuation indicator to indicate that the multi-part preliminary advice is to continue or that the message is the last page of the multi-part preliminary advice. Number used to sequence pages when it is not possible for data to be conveyed in a single message and the data has to be split across several pages (messages). For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% Pagination1 recursion level 0 with max 1
class Pagination1{
    PageNumber IsoMax5NumericText
    LastPageIndicator IsoYesNoIndicator
}
  

Pagination1 members

GeneralParameters building block

Specifies the different parameters of the collateral instruction or transaction.

Parameters which explicitly state the conditions that must be fulfilled before a particular triparty collateral instruction/transaction can be confirmed. These parameters are defined by the instructing party in compliance with triparty collateral rules in the market the instruction/transaction will take place. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CollateralParameters11 recursion level 0 with max 1
class CollateralParameters11{
    CollateralSide CollateralRole1Code
    TransferTitle IsoYesNoIndicator
}
CollateralParameters11 *-- "1..1" ICollateralTransactionType1Choice : CollateralInstructionType
CollateralParameters11 *-- "1..1" IExposureType23Choice : ExposureType
CollateralParameters11 *-- "0..1" IRateOrType1Choice : ValueSoughtMarginRate
CollateralParameters11 *-- "0..1" GenericIdentification1 : EligibilitySetProfile
CollateralParameters11 *-- "0..1" GenericIdentification30 : SettlementProcess
%% ICollateralTransactionType1Choice recursion level 1 with max 1
%% IExposureType23Choice recursion level 1 with max 1
%% IRateOrType1Choice recursion level 1 with max 1
%% GenericIdentification1 recursion level 1 with max 1
class GenericIdentification1{
    Identification IsoMax35Text
    SchemeName IsoMax35Text
    Issuer IsoMax35Text
}
%% GenericIdentification30 recursion level 1 with max 1
class GenericIdentification30{
    Identification IsoExact4AlphaNumericText
    Issuer IsoMax35Text
    SchemeName IsoMax35Text
}
  

CollateralParameters11 members

CollateralParties building block

Identifies the chain of collateral parties. Party A and B will be the opposite from that provided in the unmatched instruction. Choice of format for the trading capacity. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CollateralParties8 recursion level 0 with max 1
CollateralParties8 *-- "1..1" PartyIdentificationAndAccount202 : PartyA
CollateralParties8 *-- "0..1" PartyIdentificationAndAccount193 : ClientPartyA
CollateralParties8 *-- "1..1" PartyIdentificationAndAccount203 : PartyB
CollateralParties8 *-- "0..1" PartyIdentificationAndAccount193 : ClientPartyB
CollateralParties8 *-- "0..1" PartyIdentification136 : TripartyAgent
%% PartyIdentificationAndAccount202 recursion level 1 with max 1
class PartyIdentificationAndAccount202{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount202 *-- "1..1" IPartyIdentification120Choice : Identification
PartyIdentificationAndAccount202 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount202 *-- "0..1" SecuritiesAccount19 : SafekeepingAccount
PartyIdentificationAndAccount202 *-- "0..1" BlockChainAddressWallet3 : BlockChainAddressOrWallet
PartyIdentificationAndAccount202 *-- "0..1" PartyIdentification136 : AccountOwner
PartyIdentificationAndAccount202 *-- "0..1" ITradingPartyCapacity5Choice : PartyCapacity
%% PartyIdentificationAndAccount193 recursion level 1 with max 1
class PartyIdentificationAndAccount193{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount193 *-- "1..1" IPartyIdentification120Choice : Identification
PartyIdentificationAndAccount193 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
%% PartyIdentificationAndAccount203 recursion level 1 with max 1
class PartyIdentificationAndAccount203{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount203 *-- "1..1" IPartyIdentification120Choice : Identification
PartyIdentificationAndAccount203 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
PartyIdentificationAndAccount203 *-- "0..1" SecuritiesAccount19 : SafekeepingAccount
PartyIdentificationAndAccount203 *-- "0..1" BlockChainAddressWallet3 : BlockChainAddressOrWallet
PartyIdentificationAndAccount203 *-- "0..1" ITradingPartyCapacity5Choice : PartyCapacity
%% PartyIdentificationAndAccount193 recursion level 1 with max 1
class PartyIdentificationAndAccount193{
    LEI IsoLEIIdentifier
}
PartyIdentificationAndAccount193 *-- "1..1" IPartyIdentification120Choice : Identification
PartyIdentificationAndAccount193 *-- "0..1" AlternatePartyIdentification7 : AlternateIdentification
%% PartyIdentification136 recursion level 1 with max 1
class PartyIdentification136{
    LEI IsoLEIIdentifier
}
PartyIdentification136 *-- "1..1" IPartyIdentification120Choice : Identification
  

CollateralParties8 members

DealTransactionDetails building block

Specifies the information related to the deal. Details of the triparty collateral transaction deal. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% DealTransactionDetails6 recursion level 0 with max 1
class DealTransactionDetails6{
    MinimumNoticePeriod IsoExact3NumericText
    Spread IsoPercentageRate
    Payment DeliveryReceiptType2Code
    TerminationOption RepoTerminationOption1Code
}
DealTransactionDetails6 *-- "1..1" IClosingDate4Choice : ClosingDate
DealTransactionDetails6 *-- "0..1" CollateralAmount12 : DealDetailsAmount
DealTransactionDetails6 *-- "0..1" IRateOrName4Choice : PricingRateAndIndex
DealTransactionDetails6 *-- "0..1" IFrequencyRateFixing1Choice : OvernightFrequencyRateFixing
DealTransactionDetails6 *-- "0..1" IInterestComputationMethodFormat4Choice : DayCountBasis
DealTransactionDetails6 *-- "0..1" IOptionType6Choice : OptionType
%% IClosingDate4Choice recursion level 1 with max 1
%% CollateralAmount12 recursion level 1 with max 1
class CollateralAmount12{
    CompoundSimpleAccrualCalculation CalculationMethod1Code
    InterestPaymentDelay IsoMax3NumericText
}
CollateralAmount12 *-- "0..1" AmountAndDirection49 : Transaction
CollateralAmount12 *-- "0..1" AmountAndDirection49 : Termination
CollateralAmount12 *-- "0..1" AmountAndDirection49 : Accrued
CollateralAmount12 *-- "0..1" IFrequency38Choice : PaymentFrequency
CollateralAmount12 *-- "0..1" AmountAndDirection49 : ValueSought
%% IRateOrName4Choice recursion level 1 with max 1
%% IFrequencyRateFixing1Choice recursion level 1 with max 1
%% IInterestComputationMethodFormat4Choice recursion level 1 with max 1
%% IOptionType6Choice recursion level 1 with max 1
  

DealTransactionDetails6 members

DealTransactionDate building block

Identifies the dates related to the triparty collateral instruction or transactions.

Dates related to the triparty collateral instruction or transactions.

For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CollateralDate2 recursion level 0 with max 1
class CollateralDate2{
    TradeDate IsoISODate
    SettlementDate IsoISODate
}
CollateralDate2 *-- "0..1" IDateAndDateTime2Choice : RequestedExecutionDate
%% IDateAndDateTime2Choice recursion level 1 with max 1
  

CollateralDate2 members

SecuritiesMovement building block

Securities movements.

Movements of securities. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% SecuritiesMovement7 recursion level 0 with max 1
class SecuritiesMovement7{
    SecuritiesMovementType CollateralEntryType1Code
    CollateralMovement IsoYesNoIndicator
    ClientSecuritiesMovementIdentification IsoMax35Text
    TripartyAgentServiceProviderSecuritiesMovementIdentification IsoMax35Text
}
SecuritiesMovement7 *-- "1..1" SecurityIdentification19 : FinancialInstrumentIdentification
SecuritiesMovement7 *-- "1..1" IFinancialInstrumentQuantity33Choice : Quantity
%% SecurityIdentification19 recursion level 1 with max 1
class SecurityIdentification19{
    ISIN IsoISINOct2015Identifier
    Description IsoMax140Text
}
SecurityIdentification19 *-- "0..0" OtherIdentification1 : OtherIdentification
%% IFinancialInstrumentQuantity33Choice recursion level 1 with max 1
  

SecuritiesMovement7 members

CashMovement building block

Cash movements.

Movements of cash. For comparison, see the ISO20022 official specification

classDiagram
   direction tb
%% CashMovement5 recursion level 0 with max 1
class CashMovement5{
    CashMovement CollateralEntryType1Code
    CashAmount IsoActiveCurrencyAndAmount
    CollateralMovement IsoYesNoIndicator
    ClientCashMovementIdentification IsoMax35Text
    TripartyAgentServiceProviderCashMovementIdentification IsoMax35Text
}
  

CashMovement5 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 TripartyCollateralAllegementNotificationV01 implementation follows a specific implementaiton pattern. First of all, TripartyCollateralAllegementNotificationV01 impleemnts IOuterRecord indicating it is the outermost logical part of the message definition. Like all message wrappers, TripartyCollateralAllegementNotificationV01Document implements IOuterDocument. Because TripartyCollateralAllegementNotificationV01 implements IOuterDocument, it is a suitable template parameter for IOuterDocument, and causes the internal ‘Message’ to be of type TripartyCollateralAllegementNotificationV01.

classDiagram
    class IOuterRecord
    TripartyCollateralAllegementNotificationV01 --|> IOuterRecord : Implements
    TripartyCollateralAllegementNotificationV01Document --|> IOuterDocument~TripartyCollateralAllegementNotificationV01~ : Implements
    class IOuterDocument~TripartyCollateralAllegementNotificationV01~ {
        TripartyCollateralAllegementNotificationV01 Message
     }
  

Document wrapper for serialization

The only real purpose TripartyCollateralAllegementNotificationV01Document serves is to cause the document to be serialized into the ‘urn:iso:std:iso:20022:tech:xsd:colr.021.001.01’ namespace. Therefore, it will probably be the usual practice to build the message and construct this wrapper at the last minute using TripartyCollateralAllegementNotificationV01.ToDocument() method. The returned TripartyCollateralAllegementNotificationV01Document value will serialize correctly according to ISO 20022 standards.

classDiagram
    TripartyCollateralAllegementNotificationV01Document *-- TripartyCollateralAllegementNotificationV01 : 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.021.001.01">
    <TrptyCollAllgmtNtfctn>
        <TxInstrId>
            <!-- TransactionInstructionIdentification inner content -->
        </TxInstrId>
        <Pgntn>
            <!-- Pagination inner content -->
        </Pgntn>
        <GnlParams>
            <!-- GeneralParameters inner content -->
        </GnlParams>
        <CollPties>
            <!-- CollateralParties inner content -->
        </CollPties>
        <DealTxDtls>
            <!-- DealTransactionDetails inner content -->
        </DealTxDtls>
        <DealTxDt>
            <!-- DealTransactionDate inner content -->
        </DealTxDt>
        <SctiesMvmnt>
            <!-- SecuritiesMovement inner content -->
        </SctiesMvmnt>
        <CshMvmnt>
            <!-- CashMovement inner content -->
        </CshMvmnt>
        <SplmtryData>
            <!-- SupplementaryData inner content -->
        </SplmtryData>
    </TrptyCollAllgmtNtfctn>
</Document>

Data from ISO specification

This is the technical data from the specification document.

<messageDefinition
  xmi:id="_xMpNYSs7EeySlt9bF77XfA"
  name="TripartyCollateralAllegementNotificationV01"
  definition="Scope:&#xD;&#xA;This message is sent by a triparty agent after the receipt of a collateral transaction or instruction from the collateral giver or taker to advise  that a counterparty has alleged an instruction or a transaction against the account owner's account at the TPA and that the TPA could not find the corresponding transaction or instruction of the account owner.&#xD;&#xA;The allegement is used for initiation, modification and termination.&#xD;&#xA;&#xD;&#xA;In this message, the Sender is the triparty agent and the Receiver is either the collateral taker or the collateral giver or their account servicer.&#xD;&#xA;&#xD;&#xA;Usage:&#xD;&#xA;An account servicer sends a SecuritiesSettlementTransactionAllegementNotification to an account owner to advise the account owner that a counterparty has alleged an instruction against the account owner's account at the account servicer and that the account servicer could not find the corresponding instruction of the account owner.&#xD;&#xA;The account servicer/owner relationship may be:&#xD;&#xA;- a central securities depository or another settlement market infrastructure acting on behalf of their participants&#xD;&#xA;- an agent (sub-custodian) acting on behalf of their global custodian customer, or&#xD;&#xA;- a custodian acting on behalf of an investment management institution or a broker/dealer."
  registrationStatus="Registered"
  messageSet="_-NT5QSs5EeyjDaA8ufxSSw"
  xmlTag="TrptyCollAllgmtNtfctn"
  rootElement="Document"
  xmlns:xmi="http://www.omg.org/XMI">
  <messageBuildingBlock
    xmi:id="_xMpNYys7EeySlt9bF77XfA"
    name="TransactionInstructionIdentification"
    definition="Unambiguous identification of the transaction as know by the instructing party.&#xD;&#xA;&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="TxInstrId"
    complexType="_UJ6-h-OPEem5PtD3jXNVeQ" />
  <messageBuildingBlock
    xmi:id="_xMpNZSs7EeySlt9bF77XfA"
    name="Pagination"
    definition="Page number of the message and continuation indicator to indicate that the multi-part preliminary advice is to continue or that the message is the last page of the multi-part preliminary advice."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="Pgntn"
    complexType="_xhMHQa6XEees_ufOy2ci-g" />
  <messageBuildingBlock
    xmi:id="_xMpNZys7EeySlt9bF77XfA"
    name="GeneralParameters"
    definition="Specifies the different parameters of the collateral instruction or transaction.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="GnlParams"
    complexType="_LgF2lSs9EeySlt9bF77XfA" />
  <messageBuildingBlock
    xmi:id="_xMpNaSs7EeySlt9bF77XfA"
    name="CollateralParties"
    definition="Identifies the chain of collateral parties. Party A and B will be the opposite  from that provided in the unmatched instruction."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="CollPties"
    complexType="_XXfF4Ss-EeySlt9bF77XfA" />
  <messageBuildingBlock
    xmi:id="_xMpNays7EeySlt9bF77XfA"
    name="DealTransactionDetails"
    definition="Specifies the information related to the deal."
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="DealTxDtls"
    complexType="_lpi_4RIcEeyLzJfz3xPQNA" />
  <messageBuildingBlock
    xmi:id="_xMpNbSs7EeySlt9bF77XfA"
    name="DealTransactionDate"
    definition="Identifies the dates related to the triparty collateral instruction or transactions.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    maxOccurs="1"
    minOccurs="1"
    xmlTag="DealTxDt"
    complexType="_qxz5MRInEeyZaPkaPAzTvQ" />
  <messageBuildingBlock
    xmi:id="_xMpNbys7EeySlt9bF77XfA"
    name="SecuritiesMovement"
    definition="Securities movements.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="SctiesMvmnt"
    complexType="_9t61QSs-EeySlt9bF77XfA" />
  <messageBuildingBlock
    xmi:id="_xMpNcSs7EeySlt9bF77XfA"
    name="CashMovement"
    definition="Cash movements.&#xD;&#xA;"
    registrationStatus="Provisionally Registered"
    minOccurs="0"
    xmlTag="CshMvmnt"
    complexType="_1ahuN5a-EeuPNt5jNVou1A" />
  <messageBuildingBlock
    xmi:id="_xMpNcys7EeySlt9bF77XfA"
    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="colr"
    messageFunctionality="021"
    flavour="001"
    version="01" />
</messageDefinition>

ISO Building Blocks

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