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

Amt

Mandatory

Sign

Sgn

Mandatory

Definition: Indicates that the amount value is positive or negative.

Type: PlusOrMinusIndicator

Restrictions:

Cover1Flg

Mandatory

Cover2Flg

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

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