PET - Plain English Taxonomy

Name: DerivativeMarginingTypeDimension
Label: Derivative Margining Type Dimension
TREF ID: DM990
Type: Predefined
Description:
Information categorised according to whether a derivative is margined or not.
Usage:

Dimension Members
Name Label TREF ID Description
Margined Margined DV9000
Derivatives where the variation margins are being used as settlement. Derivatives that are margined can still have a balance sheet position (footprint), such as when the margining only takes place when a specific threshold is reached.
NotMargined Not Margined DV8999
Derivatives where either the variation margins are being treated as collateral or the derivative is not subject to a margining process.