CCPLiquidityStressTestingDefinitionReportV01auth.062.001.01

CCPLiquidityStressTestingDefinitionReportV01

CCPLqdtyStrssTstgDefRpt

Mandatory

Liquidity Stress Scenario Definition

LqdtyStrssScnroDef

Repetition (1..n)

Id

Mandatory

Desc

Mandatory

Type

Tp

Optional

Definition: CCP's internal classification of stress scenario type.

Type: Max35Text (String)

Restrictions:

MinLength: 1
MaxLength: 35

Stress Currency

StrssCcy

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

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