SWIFT ISO 20022 - Message description - Collateral And Exposure Report (colr.016.001)

Scope

The CollateralAndExposureReport message is sent:

• either by the collateral giver, or its collateral manager, to the collateral taker, or its collateral manager, or
• or by the collateral taker, or its collateral manager to the collateral giver, or its collateral manager

The message definition is intended for use with the ISO20022 Business Application Header.

Usage

The CollateralAndExposureReport is used to provide the details of the valuation of the collateral, that is, the valuation of securities collateral, cash collateral or other type of collateral, posted at a specific calculation date.

CollAndXpsrRpt