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auth: Authorities

auth.064 CCP Available Financial Resources Report

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auth.064 is the ISO 20022 CCPAvailableFinancialResourcesReport message in the Authorities business area (auth). The latest version is auth.064.001.02, and 2 versions are in the repository.

Message
CCPAvailableFinancialResourcesReport
Latest version
auth.064.001.02
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.064 is for

The CCPAvailableFinancialResourcesReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the aggregate quantum of resources available in each default waterfall to absorb losses resulting from the failure of one or more clearing member(s).

V02 amends the reporting asset types to be consistent across the scope of CCP Supervisory Reporting data collection.

Definition from the ISO 20022 e-Repository, release of 24 April 2025.

auth.064 versions

Every version published in the e-Repository, newest first. A message keeps its business purpose across versions; each new version is a separate schema with its own namespace.

VersionRegistration statusPublished in
auth.064.001.02latestRegisteredLatest version set
auth.064.001.01RegisteredPrevious version set

auth.064 message structure

The building blocks of auth.064.001.02 to three levels, with multiplicity ([0..1] optional, [1..1] mandatory, * any number) and the data type or component. Element names and definitions are from the ISO 20022 repository; usage guidelines such as CBPR+ or a market infrastructure's rules can restrict them further.

  • Document [1..1]
    • CCPAvlblFinRsrcsRpt CCPAvailableFinancialResourcesReport [1..1]
      • AvlblFinRsrcsAmt Available Financial Resources Amount [1..1]AvailableFinancialResourcesAmount2

        Construct used by a central counterparty to define the size of the aggregate quantum of resources available from a clearing member.

        • TtlInitlMrgn Total Initial Margin [1..1]ActiveCurrencyAndAmount

          Total value of the initial margin (IM) requirement for all members at the last business day of the month.

        • TtlPrfnddDfltFnd Total Prefunded Default Fund [1..1]ActiveCurrencyAndAmount

          Total value of the clearing member pre-funded default fund, excluding pre-funded contributions to the default fund from the CCP.

        • CCPSkinInTheGame CCP Skin In The Game [1..*]ReportingAssetBreakdown2

          Value of the CCP’s own contribution to the default waterfall junior to the pre-funded default fund contributions of the non-defaulting clearing...

          • RptgAsstTp Reporting Asset Type [1..1]ProductType6Code
          • DebtIssrTp Debt Issuer Type [0..1]DebtIssuerType1Code
          • Id Identification [0..1]Max350Text
          • Amt Amount [1..1]ActiveCurrencyAndAmount
        • OthrDfltFndCntrbtn Other Default Fund Contribution [1..1]ActiveCurrencyAndAmount

          Total value of other contributions to the pre-funded default fund, not received from clearing members, including any contribution from the CCP that...

        • UfnddMmbCmmtmnt Unfunded Member Commitment [1..1]ActiveCurrencyAndAmount

          Total value of all legally‐bound commitments for members to provide additional resources to available to mutualise losses on exhaustion of the...

        • UfnddThrdPtyCmmtmnt Unfunded Third Party Commitment [1..1]ActiveCurrencyAndAmount

          Total value of any third‐party commitments to provide additional resources to absorb losses, for example, from insurers.

      • OthrPrfnddRsrcs Other Prefunded Resources [0..1]ReportingAssetBreakdown2

        Breakdown of other CCP prefunded resources required as part of the default waterfall.

        • RptgAsstTp Reporting Asset Type [1..1]ProductType6Code

          Class of the asset which is a component of the breakdown.

        • DebtIssrTp Debt Issuer Type [0..1]DebtIssuerType1Code

          Identifies the type of the issuer of a bond.

        • Id Identification [0..1]Max350Text

          Identifies the reporting asset.

        • Amt Amount [1..1]ActiveCurrencyAndAmount

          Value of the reporting asset.

      • SplmtryData Supplementary Data [0..*]SupplementaryData1

        Additional information that cannot be captured in the structured elements and/or any other specific block.

        • PlcAndNm Place And Name [0..1]Max350Text

          Unambiguous reference to the location where the supplementary data must be inserted in the message instance.

        • Envlp Envelope [1..1]SupplementaryDataEnvelope1

          Technical element wrapping the supplementary data.

Have a auth.064 message? Paste it into the parser to see every element with its name and definition, and format checks on BICs, IBANs, dates and amounts.

auth.064 questions

What is the latest version of auth.064?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.064.001.02.
What is the root element of auth.064?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.064.001.02, and its message element is CCPAvlblFinRsrcsRpt (CCPAvailableFinancialResourcesReport).
Is there an MT equivalent of auth.064?
No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.

All ISO 20022 messages · ISO 20022 code sets · MT messages

The ISO 20022 message definitions, element names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.