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)
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)
Counter Party Identification
CntrPtyId
Optional
Liquid Resource Value
LqdRsrcVal
Mandatory
Market Value
MktVal
Optional
Secured
Scrd
Mandatory

Asset Encumbered

AsstNcmbrd
Mandatory

Definition: Indicates whether the financial instruments are encumbered or not. This includes where financial instruments must be pledged to secure liquidity facilities.

Type: TrueFalseIndicator

Restrictions:

    Qualifying Resource
    QlfygRsrc
    Mandatory
    Agency Arrangements
    AgcyArrgmnts
    Mandatory
    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)
    We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.
    DenyAllow