 Option B |
:4!c//3!a15d |
(Qualifier)(Currency Code)(Amount) |
Mandatory in mandatory sequence B
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
M |
COVA |
N |
|
B |
Value of Collateral Held |
| 2 |
M |
CCAL |
N |
|
B |
Collateral Call Amount |
| 3 |
O |
TEXA |
N |
|
B |
Total Exposure Amount |
| 4 |
O |
TCRL |
N |
C3 |
B |
Total Credit Line Amount |
| 5 |
O |
PTYB |
N |
|
B |
Party B's Exposure Amount |
This qualified generic field specifies:
| CCAL |
Collateral Call Amount |
Amount of new or additional collateral claimed by the taker. |
| COVA |
Value of Collateral Held |
Total value of the collateral (post-haircut) held by the exposed party prior to the collateral proposal. |
| PTYB |
Party B's Exposure Amount |
Exposure from party A's counterparty's viewpoint (needed for certain types of agreements). |
| TCRL |
Total Credit Line Amount |
Applicable credit line amount. |
| TEXA |
Total Exposure Amount |
Total exposure by the exposed party. |
The integer part of Amount must contain at least one digit. The decimal comma is mandatory and is included in the maximum length. The number of digits following the comma must not exceed the maximum allowed for the specified currency (Error code(s): C03,T40,T43).
Currency Code must be a valid ISO 4217 currency code (Error code(s): T52).
See also the ISDA definitions in the Usage Rules section for examples.
For qualifier COVA: -the value of the collateral held is usually zero at initiation :22H::COAL//INIT
When :22H::COAL//INIT is present
then :19B::COVA// is equal to :19B::COVA//USD0, when the currency is USD
