<RiskLimitTypesGrp> Component Block

Repeating group of risk limit types and values.

Used in :

Tag Field Name FIXML Req'd Comments
1529 NoRiskLimitTypes RiskLmtTyp N

Number of risk limits with associated warning levels.

=> 1530 RiskLimitType @Typ C

Required if NoRiskLimitTypes(1529) > 0.

=> 1531 RiskLimitAmount @Amt N

Specifies the risk limit amount.

=> 1767 RiskLimitAction @Actn N

Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.

=> 1766 RiskLimitUtilizationAmount @UtilztnAmt N

Not applicable in a request.

=> 1765 RiskLimitUtilizationPercent @UtilztnPct N

Not applicable in a request.

=> 1532 RiskLimitCurrency @Ccy N

Used to specify the currency of the risk limit amount.

=> 2939 RiskLimitCurrencyCodeSource @CcySrc N

Identifies class or source of the RiskLimitCurrency(1532) value.

=> 1533 RiskLimitPlatform @Pltfm N

The area to which risk limit is applicable. This can be a trading platform or an offering.

=> 2336 RiskLimitVelocityPeriod @Velcty N

Conditionally required when RiskLimitType(1530) = 10 (Clip size)

=> 2337 RiskLimitVelocityUnit @VelctyUnit N

Unit of time in which RiskLimitVelocityPeriod(2336) is expressed.

=> <RiskWarningLevelGrp> N

Time unit associated with the frequency of the bond's coupon payment.