| ID |
Name |
Abbr |
Presence |
Description |
| 1530 | RiskLimitType | Typ |
optional |
SYNOPSIS:
Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
|
| 1531 | RiskLimitAmount | Amt |
optional |
SYNOPSIS:
Specifies the risk limit amount.
|
| 1767 | RiskLimitAction | Actn |
optional |
SYNOPSIS:
Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.
|
| 1766 | RiskLimitUtilizationAmount | UtilztnAmt |
optional |
SYNOPSIS:
Absolute amount of utilization of a party's set risk limit.
|
| 1765 | RiskLimitUtilizationPercent | UtilztnPct |
optional |
SYNOPSIS:
Percentage of utilization of a party's set risk limit.
|
| 1532 | RiskLimitCurrency | Ccy |
optional |
SYNOPSIS:
Used to specify the currency of the risk limit amount.
|
| 1533 | RiskLimitPlatform | Pltfm |
optional |
SYNOPSIS:
The area to which risk limit is applicable. This can be a trading platform or an offering.
|
| 2336 | RiskLimitVelocityPeriod | Velcty |
optional |
SYNOPSIS:
The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337).
|
| 2337 | RiskLimitVelocityUnit | VelctyUnit |
optional |
SYNOPSIS:
Unit of time in which RiskLimitVelocityPeriod(2336) is expressed.
|
| 2164 | RiskWarningLevelGrp | WarnLvl | optional | SYNOPSIS:
Risk warning levels.
ELABORATION:
|