CCPPortfolioStressTestingResultReportV01auth.058.001.01

CCPPortfolioStressTestingResultReportV01
CCPPrtflStrssTstgRsltRpt
Mandatory

Scenario Stress Test Result

ScnroStrssTstRslt
Repetition (1..n)

Definition: Identification of the stressed account, and data on the simulated profits and losses resulting from the application of a stress test scenario to the positions in a cleared portfolio.

Type: ScenarioStressTestResult1

Identification
Id
Mandatory
Portfolio Stress Test Result
PrtflStrssTstRslt
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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