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)
Liquid Resources
LqdRsrcs
Mandatory
Cash Due
CshDue
Repetition (1..n)
Counter Party Identification
CntrPtyId
Optional
Liquid Resource Value
LqdRsrcVal
Mandatory
Market Value
MktVal
Optional

Secured

Scrd
Mandatory

Definition: Indicates whether the facility is secured or not.

Type: TrueFalseIndicator

Restrictions:

    Asset Encumbered
    AsstNcmbrd
    Mandatory
    Qualifying Resource
    QlfygRsrc
    Mandatory
    Agency Arrangements
    AgcyArrgmnts
    Mandatory
    Facilities Committed Lines Of Credit
    FcltiesCmmtdLinesOfCdt
    Repetition (0..n)
    Facilities Committed Repurchase Agreements
    FcltiesCmmtdRpAgrmts
    Repetition (0..n)
    Facilities Committed FX Swaps
    FcltiesCmmtdFxSwps
    Repetition (0..n)
    Facilities Other Committed
    FcltiesOthrCmmtd
    Repetition (0..n)
    Facilities Uncommitted
    FcltiesUcmmtd
    Repetition (0..n)
    Financial Instruments CCP
    FinInstrmsCCP
    Repetition (0..n)
    Financial Instruments Treasury Investments
    FinInstrmsTrsrInvstmts
    Repetition (0..n)
    Financial Instruments Defaulters Settlement Collateral
    FinInstrmsDfltrsSttlmColl
    Repetition (0..n)
    Financial Instruments Defaulters Non Cash Collateral
    FinInstrmsDfltrsNonCshColl
    Repetition (0..n)
    Liquidity Horizon
    LqdtyHrzn
    Mandatory
    Stress Liquid Resource Requirement
    StrssLqdRsrcRqrmnt
    Mandatory
    Supplementary Data
    SplmtryData
    Repetition (0..n)
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