CCPLiquidityStressTestingDefinitionReportV01auth.062.001.01

CCPLiquidityStressTestingDefinitionReportV01

CCPLqdtyStrssTstgDefRpt

Mandatory

Liquidity Stress Scenario Definition

LqdtyStrssScnroDef

Repetition (1..n)

Id

Mandatory

Desc

Mandatory

Tp

Optional

Stress Currency

StrssCcy

Mandatory

Definition: Stress currency, or if aggregate, report 'XLL'.

Type: ActiveCurrencyCode (String)

Restrictions:

Pattern: [A-Z]{3,3}

Supplementary Data

SplmtryData

Repetition (0..n)

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