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

Pdct

Choice

Strtgy

Choice

RskFctr

Choice

Id

Mandatory

StrssSz

Mandatory

Relative

Rltv

Choice

Definition: Percentage shift if the shift is defined as a relative move.

Type: BaseOneRate (Decimal)

Restrictions:

FractionDigits: 10
TotalDigits: 11

Abs

Choice

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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