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)

Portfolio Identification

PrtflId

Mandatory

Id

Mandatory

Desc

Optional

Issuer

Issr

Optional

Definition: Entity that assigns the identification.

Type: Max35Text (String)

Restrictions:

MinLength: 1
MaxLength: 35

SchmeNm

Optional

StrssLoss

Mandatory

Raw Stress Loss

RawStrssLoss

Optional

Cover1Flg

Mandatory

Cover2Flg

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

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