CCPPortfolioStressTestingResultReportV01auth.058.001.01

CCPPortfolioStressTestingResultReportV01

CCPPrtflStrssTstgRsltRpt

Mandatory

Scenario Stress Test Result

ScnroStrssTstRslt

Repetition (1..n)

Id

Mandatory

Portfolio Stress Test Result

PrtflStrssTstRslt

Repetition (1..n)

Definition: Result from the application of a stress test scenario to the positions in a cleared portfolio.

Type: PortfolioStressTestResult1

Portfolio Identification

PrtflId

Mandatory

StrssLoss

Mandatory

Raw Stress Loss

RawStrssLoss

Optional

Cover1Flg

Mandatory

Cover2Flg

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

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