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
Liquidity Horizon
LqdtyHrzn
Mandatory

Stress Liquid Resource Requirement

StrssLqdRsrcRqrmnt
Mandatory

Definition: Total expected liquidity need under Scenario ID for the relevant currency over each day of the horizon from day T onwards.

Type: StressLiquidResourceRequirement1

Operational Outflow
OprlOutflw
Mandatory
Variation Margin Payment Obligation
VartnMrgnPmtOblgtn
Mandatory
Settlement Or Delivery
SttlmOrDlvry
Mandatory
Other
Othr
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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