This Extension Pack enhances the existing credit models and introduces support for the new entity known as a Credit Hub, support for the Swap Execution Facility (SEF) Auto Acceptance rule and provides capability for additional transparency on risk limits. Credit Hubs allow firms to manage risk across multiple SEFs. This enhancement introduces support for Credit Hub identifiers and status indications. The enumerations of RiskLimitCheckStatus(2343) have been extended to accommodate the SEF Auto Acceptance Rule.
[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170.
|FIX Protocol Gap Analysis - SEF Credit Limits v0.2_ASBUILT.pdf|
|File Size||2.59 MB|
|Create Date||June 20, 2017|