CCPLiquidityStressTestingResultReportV01auth.063.001.01

CCPLiquidityStressTestingResultReportV01
CCPLqdtyStrssTstgRsltRpt
Mandatory
Liquidity Stress Test Result
LqdtyStrssTstRslt
Repetition (1..n)
Identification
Id
Mandatory
Scenario Defaulters
ScnroDfltrs
Mandatory

Liquidity Required And Available

LqdtyReqrdAndAvlbl
Repetition (6..6)

Definition: Indicates the stressed resources and liquidity requirements under the liquidity stress test. The balance of resources are reported as of day 'T‐1'. The requirements and any flows of resources are reported on their respective day from day ' T' to 'T+5'.

Type: LiquidityRequiredAndAvailable1

Liquid Resources
LqdRsrcs
Mandatory
Liquidity Horizon
LqdtyHrzn
Mandatory
Stress Liquid Resource Requirement
StrssLqdRsrcRqrmnt
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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