| 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. |