CCPPortfolioStressTestingDefinitionReportV01auth.057.001.01

CCPPortfolioStressTestingDefinitionReportV01

CCPPrtflStrssTstgDefRpt

Mandatory

Scenario Definition

ScnroDef

Repetition (1..n)

Definition: Contains high level data on a stress scenario being applied to portfolios in order to calculate stress losses.

Type: ScenarioDefinition1

Id

Mandatory

ScnroTp

Mandatory

Strategy Stress Type

StrtgyStrssTp

Mandatory

StrssItm

Repetition (1..2)

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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