PET - Plain English Taxonomy

Name: ExemptionsFromMarginRequirementDimension
Label: Exemptions From Margin Requirement Dimension
TREF ID: DM973
Type: Predefined
Description:
The information reported categorises reasons why a transaction is exempt from margin requirements.
Usage:

Dimension Members
Name Label TREF ID Description
BelowThreeBillionQualifyingLevel Below Three Billion Qualifying Level DV8870
The reason for exemption from variation margin requirements is the margining group of the covered counterparty is below the 3 billion qualifying level specified in Prudential Standard CPS 226.
DoubtfulNettingAgreementEnforceability Doubtful Netting Agreement Enforceability DV8869
The reason for exemption from margin requirements is doubtful netting agreement enforceability.
JurisdictionsNotPermittingRequiredSafeKeepingOfInitialMargin Jurisdictions Not Permitting Required Safe Keeping Of Initial Margin DV8871
The reason for exemption from initial margin requirements is that the legal jurisdiction does not permit the entity or its counterparty to satisfy the safe-keeping requirements for initial margin.
QuestionableCollateralArrangementEnforceability Questionable Collateral Arrangement Enforceability DV8868
The reason for exemption from margin requirements is questionable collateral arrangement enforceability.