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)

Stress Product

StrssPdct

Mandatory

Definition: Set of information relating to major representative product being stressed under the stress scenario.

Type: StressItem1Choice

Pdct

Choice

Strtgy

Choice

RskFctr

Choice

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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