Documentation for Financial products Markup Language (FpML®)
Definition Type: ComplexType
Name: EligibleCollateral
Namespace: http://www.fpml.org/FpML-5/legal
Containing Schema: fpml-legal-5-10.xsd
Abstract
Documentation:
The collateral eligibility as a function of the types of asset, the maturity and rating terms.
Collapse XSD Schema Diagram:
Drilldown into valuationPercentage in schema fpml-legal-5-10_xsd Drilldown into minimumRating in schema fpml-legal-5-10_xsd Drilldown into higherMaturity in schema fpml-legal-5-10_xsd Drilldown into lowerMaturity in schema fpml-legal-5-10_xsd Drilldown into eligibleAsset in schema fpml-legal-5-10_xsdXSD Diagram of EligibleCollateral in schema fpml-legal-5-10_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:complexType name="EligibleCollateral">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">The collateral eligibility as a function of the types of asset, the maturity and rating terms.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="eligibleAsset" type="EligibleAsset">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Corresponds to the ISDA 2003 Collateral Assets definitions as part of the initial implementation. Future implementation will aim to integrate the Basle standardized haircut schedule and the corresponding nationally approved lists of collateral assets.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="lowerMaturity" type="Period" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The (optional) lower maturity band of the eligible collateral assets.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="higherMaturity" type="Period" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The (optional) higher maturity band of the eligible collateral assets.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="minimumRating" type="CreditNotations" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">The (optional) minimal rating terms that the custodian agent should comply with.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="valuationPercentage" type="RestrictedPercentage" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Specifies the haircut associated to the collateral asset, expressed as a percentage. A value of 90% means that 90% of the value of the applicable asset is considered as collateral. Absence of this element implies that the valuation percentage is 100%.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
eligibleAsset nsB:eligibleAsset (1) (1)
lowerMaturity nsB:lowerMaturity 0 (1)
higherMaturity nsB:higherMaturity 0 (1)
minimumRating nsB:minimumRating 0 (1)
valuationPercentage nsB:valuationPercentage 0 (1)
Collapse Derivation Tree:
Collapse References:
nsB:eligibleCollateral
Documentation for Financial products Markup Language (FpML®)

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