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)

StrssPdct

Mandatory

Product

Pdct

Choice

Definition: Identification and stress size of the major representative product.

Type: StressedProduct1

Id

Mandatory

Maximum Stress Size

MaxStrssSz

Mandatory

Minimum Stress Size

MinStrssSz

Mandatory

Strtgy

Choice

RskFctr

Choice

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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