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

Operational Outflow

OprlOutflw
Mandatory

Definition: Liquidity needs arising from 'operational' procedures over the stress horizon. This includes (but is not necessarily limited to) repayment of excess cash collateral to members, cash to non‐cash collateral substitutions by members, reductions in margin requirements and related cash collateral and provision of liquidity to facilitate settlement / delivery for non‐defaulting members.

Type: AmountAndDirection102

Amount
Amt
Mandatory
Sign
Sgn
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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