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

Definition: The market value of the financial instruments being used to secure the facility.

Type: AmountAndDirection102

Amount
Amt
Mandatory
Sign
Sgn
Mandatory
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)
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