Message - Investor portfolio metrics

Index	Field	Type	Required	Description
1	PositionAccountAddress	object	YES	Address of the position account to which the metrics refer. Also known as the 'triplet' (Clearing Member-Carrying Participant-Account).
1.1	ClearingMemberCode	string	YES	Clearing member code
1.2	CarryingCode	string	YES	Full trading participant or settlement participant code
1.3	AccountCode	string	YES	Account code
2	CalculationType	integer	YES	Type of calculation that produced these metrics. Possible values: CalculationType
3	CalculationDateTime	string	YES	Time at which the calculation was performed, in UTC. ISO 8601: `YYYY-MM-DDTHH:mm:ssZ`
4	WorstAccumulatedCashFlow	decimal	YES	Worst Accumulated Cash Flow - Largest amount disbursed by the clearinghouse throughout the portfolio closeout process.
5	PermanentLoss	decimal	YES	Permanent Loss - Loss incurred by the clearinghouse at the end of the portfolio closeout process.
6	PartialRisk	decimal	YES	Partial Risk - Difference between the Worst Accumulated Cash Flow and the Permanent Loss.
7	PartialRiskWithFinancingMechanism	decimal	YES	Partial Risk* - Partial Risk not covered by the financing mechanism available to the clearinghouse.
8	TotalRisk	decimal	YES	Total Risk - Amount of the Margin Call issued by the clearinghouse.
9	RiskBalance	decimal	YES	Risk Coverage Balance - Indicates whether the portfolio has a collateral deficit or surplus, which may result from excess collateral or a benefit generated by positions.
10	CollateralBalance	decimal	YES	Collateral Balance - Indicates whether there is a collateral deficit or surplus that contributes to reducing the investor's margin call.
11	WorstAccumulatedCashFlowOfPositions	decimal	YES	Position Risk - Indicates the risk that positions add to the portfolio's total risk.
12	RequiredMargin	decimal	YES	Required Margin - Indicates the risk of the positions comprising the portfolio after use of the available Financing Mechanism.
13	TotalDepositedCollaterals	decimal	YES	Deposited Collateral - Indicates the total value of collateral deposited on behalf of the investor's account, already valued under the risk scenario.
14	TotalWithdrawableCollaterals	decimal	YES	Withdrawable Collateral - Indicates the value of collateral that may be withdrawn from the portfolio without increasing the investor's Margin Call.
15	IlliquidCollateralExcess	decimal	YES	Illiquid Collateral Excess - Indicates the value of deposited illiquid collateral that does not contribute to reducing the portfolio's Margin Call.
16	UsedFinancingMechanism	decimal	YES	Financing Mechanism Used - Indicates how much of Base Clearing's financing mechanism was used to cover the portfolio's temporary liquidity requirement.
17	PotentialFinancingMechanism	decimal	YES	Potential Financing Mechanism - Indicates the benefit that positions add to the portfolio. If positive, the metric indicates the amount of risk that could be assigned on the portfolio's first day without triggering a Margin Call.

¶ Usage and Context

¶ Fields

¶ Example: Investor account metrics