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

StrssLoss

Mandatory

Raw Stress Loss

RawStrssLoss

Optional

Definition: Calculated raw stress loss, as used in the calculation of stress testing losses to size the default fund. Indicates whether the portfolio experienced a stress loss.

Type: AmountAndDirection102

Amt

Mandatory

Sgn

Mandatory

Cover1Flg

Mandatory

Cover2Flg

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

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