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. |
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| => | 1530 | RiskLimitType | @Typ | C |
Required if NoRiskLimitTypes(1529) > 0. |
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| => | 1531 | RiskLimitAmount | @Amt | N |
Specifies the risk limit amount. |
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| => | 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. |
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| => | 1766 | RiskLimitUtilizationAmount | @UtilztnAmt | N |
Not applicable in a request. |
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| => | 1765 | RiskLimitUtilizationPercent | @UtilztnPct | N |
Not applicable in a request. |
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| => | 1532 | RiskLimitCurrency | @Ccy | N |
Used to specify the currency of the risk limit amount. |
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| => | 2939 | RiskLimitCurrencyCodeSource | @CcySrc | N |
Identifies class or source of the RiskLimitCurrency(1532) value. |
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| => | 1533 | RiskLimitPlatform | @Pltfm | N |
The area to which risk limit is applicable. This can be a trading platform or an offering. |
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| => | 2336 | RiskLimitVelocityPeriod | @Velcty | N |
Conditionally required when RiskLimitType(1530) = 10 (Clip size) |
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| => | 2337 | RiskLimitVelocityUnit | @VelctyUnit | N |
Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. |
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| => | <RiskWarningLevelGrp> | N |
Time unit associated with the frequency of the bond's coupon payment. |
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