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)
Facilities Committed Lines Of Credit
FcltiesCmmtdLinesOfCdt
Repetition (0..n)
Counter Party Identification
CntrPtyId
Optional
Liquid Resource Value
LqdRsrcVal
Mandatory
Market Value
MktVal
Optional
Secured
Scrd
Mandatory
Asset Encumbered
AsstNcmbrd
Mandatory
Qualifying Resource
QlfygRsrc
Mandatory

Agency Arrangements

AgcyArrgmnts
Mandatory

Definition: Indicates the reliance on third party entities to settle payment obligations for the CCP or a clearing member. The article 32(4) of Commission Delegated Regulated 153/2013 includes a full list of third party entities which a CCP may have a liquidity exposure to. If the value is true, the portion of the liquid resource which is assumed to be unavailable due to a dependency on third party entities. If the value is false, the portion of the liquid resource which is assumed to be available as no dependency on third party entities.

Type: TrueFalseIndicator

Restrictions:

    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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