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
Stress Loss
StrssLoss
Mandatory

Amount

Amt
Mandatory

Definition: Amount of money in the cash entry.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Sign
Sgn
Mandatory
Raw Stress Loss
RawStrssLoss
Optional
Cover 1 Flag
Cover1Flg
Mandatory
Cover 2 Flag
Cover2Flg
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
DenyAllow