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)
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)

Definition: Non-cash collateral e.g. margin provided by the defaulting counterparty that can be used to meet liquidity needs in the event of their default.

Type: LiquidResourceInformation1

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
Liquidity Horizon
LqdtyHrzn
Mandatory
Stress Liquid Resource Requirement
StrssLqdRsrcRqrmnt
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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