Definition Type: ComplexType
Name: InitialMargin
Namespace: http://www.fpml.org/FpML-5/reporting
Containing Schema: fpml-repo-5-9.xsd
Abstract
Documentation:
Defines initial margin applied to a repo transaction. Initial margin is an agreed premium to the Purchase Price of a repo to determine the required Market Value of the collateral to be delivered on the Purchase Date. It reflects quality of the collateral. Its aim is to calculate the risk-adjusted or liquidation value of collateral.
Collapse XSD Schema Diagram:
Drilldown into minimumTransferAmount in schema fpml-repo-5-9_xsd Drilldown into marginThreshold in schema fpml-repo-5-9_xsd Drilldown into margin in schema fpml-repo-5-9_xsd Drilldown into marginType in schema fpml-repo-5-9_xsdXSD Diagram of InitialMargin in schema fpml-repo-5-9_xsd (Financial products Markup Language (FpML®) - Reporting)
Collapse XSD Schema Code:
<xsd:complexType name="InitialMargin">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">Defines initial margin applied to a repo transaction. Initial margin is an agreed premium to the Purchase Price of a repo to determine the required Market Value of the collateral to be delivered on the Purchase Date. It reflects quality of the collateral. Its aim is to calculate the risk-adjusted or liquidation value of collateral.</xsd:documentation>
    </xsd:annotation>
    <xsd:sequence>
        <xsd:element name="marginType" type="MarginTypeEnum" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">An element defining the type of assets (cash or securities) specified to apply as margin to the repo transaction. See GMRA 2011 paragraph 2(h) for "Cash Margin" and GMRA 2011 paragraph 2(cc) for "Margin Securities".</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="margin" type="InitialMarginCalculation" minOccurs="0" maxOccurs="unbounded">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">Initial margin calculation for a collateral asset. Initial margin requirements may be specified for multiple pieces of collateral.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="marginThreshold" type="NonNegativeMoney" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">An element defining a margin threshold which is the Net Exposure of a trade below which parties agree they will not call a margin from each other.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
        <xsd:element name="minimumTransferAmount" type="NonNegativeMoney" minOccurs="0">
            <xsd:annotation>
                <xsd:documentation xml:lang="en">An element defining a minimum transfer amount which is the minimum margin call parties will make once the margin threshold (or margin ratio threshold / haircut threshold) has been exceeded.</xsd:documentation>
            </xsd:annotation>
        </xsd:element>
    </xsd:sequence>
</xsd:complexType>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
marginType nsA:marginType 0 (1)
margin nsA:margin 0 unbounded
marginThreshold nsA:marginThreshold 0 (1)
minimumTransferAmount nsA:minimumTransferAmount 0 (1)
Collapse Derivation Tree:
Collapse References:
nsA:initialMargin
Collapse Comments:
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