CCPIncomeStatementAndCapitalAdequacyReportV01auth.059.001.01

Mandatory
IncmStmt
Mandatory
CptlRqrmnts
Mandatory
Mandatory
Mandatory
CdtRsk
Mandatory

Counter Party Risk

CntrPtyRsk
Mandatory

Definition: Indicates the capital necessary to cover counterparty credit risks not already covered by other financial resources, such as risks stemming from clearing activity.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

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

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

MktRsk
Mandatory
BizRsk
Mandatory
NtfctnBffr
Optional
TtlCptl
Mandatory
Mandatory
HpthtclCptlMeasr
Repetition (1..n)
SplmtryData
Repetition (0..n)
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DenyAllow