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)
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

Definition: Indicates whether the available liquid resource counts towards the liquid requirements in the scenario or not.

Type: TrueFalseIndicator

Restrictions:

    Agency Arrangements
    AgcyArrgmnts
    Mandatory
    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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