CCPPortfolioStressTestingDefinitionReportV01auth.057.001.01

CCPPortfolioStressTestingDefinitionReportV01

CCPPrtflStrssTstgDefRpt

Mandatory

Scenario Definition

ScnroDef

Repetition (1..n)

Id

Mandatory

ScnroTp

Mandatory

Strategy Stress Type

StrtgyStrssTp

Mandatory

StrssItm

Repetition (1..2)

Description

Desc

Optional

Definition: Long description of the scenario.

Type: Max2000Text (String)

Restrictions:

MinLength: 1
MaxLength: 2000

Supplementary Data

SplmtryData

Repetition (0..n)

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