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
Amount
Amt
Mandatory

Sign

Sgn
Mandatory

Definition: Indicates that the amount value is positive or negative.

Type: PlusOrMinusIndicator

Restrictions:

    Market Value
    MktVal
    Optional
    Secured
    Scrd
    Mandatory
    Asset Encumbered
    AsstNcmbrd
    Mandatory
    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)
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