(SFTR related field) Method used to provide collateral - Indication whether the collateral is subject to a title transfer collateral arrangement, a securities financial collateral arrangement, or a securities financial with the right of use.

Reference currency.

The collateral type, which is a restriction of the collateral deemed acceptable for the purpose of the transaction.

Indication whether the collateral taker can reuse the securities provided as a collateral.

(SFTR related field) In the case of securities borrowing and lending, indication whether the borrower has exclusive access to borrow from the lender's securities portfolio. (True/False).

Indicates the rate of a currency conversion that is used to compute settlement amount for cross-currency transactions.

An element defining a haircut expressed as the percentage difference between the Market Value of the collateral and the Purchase Price of the security lending and calculated as 100 multiplied by a ratio of the difference between the Market Value of the collateral and the Purchase Price of the security lending to the Market Value of the collateral. Haircut is alternative way to adjust the value of collateral sold in a repurchase agreement to initial margin ratio. Because an initial margin is a percentage of the Purchase Price, while a haircut is a percentage of the Market Value of collateral, the arithmetic of initial margins and haircuts is slightly different. For example, an initial margin of 102% is not equivalent to a haircut of 2%, but to 1.961% (ie 100/102%). See GMRA 2011 paragraph 2(aa).

An element defining an initial margin expressed as a ratio of the Market Value of the collateral to the Purchase Price. A default value of initial margin ratio of 1.00 means there is no margin and thus no risk related with the collateral. See GMRA 2000 paragraph 2(z) and GMRA 2011 paragraph 2(bb).

Tri-party.