CCPPortfolioStressTestingResultReportV01auth.058.001.01

CCPPortfolioStressTestingResultReportV01
CCPPrtflStrssTstgRsltRpt
Mandatory
Scenario Stress Test Result
ScnroStrssTstRslt
Repetition (1..n)
Identification
Id
Mandatory
Portfolio Stress Test Result
PrtflStrssTstRslt
Repetition (1..n)
Portfolio Identification
PrtflId
Mandatory

Identification

Id
Mandatory

Definition: Proprietary code that uniquely identifies the object or subject of interest.

Type: Max256Text (String)

Restrictions:

  • MinLength: 1
  • MaxLength: 256

Description
Desc
Optional
Issuer
Issr
Optional
Scheme Name
SchmeNm
Optional
Stress Loss
StrssLoss
Mandatory
Raw Stress Loss
RawStrssLoss
Optional
Cover 1 Flag
Cover1Flg
Mandatory
Cover 2 Flag
Cover2Flg
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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