CCPLiquidityStressTestingResultReportV01auth.063.001.01

CCPLiquidityStressTestingResultReportV01

CCPLqdtyStrssTstgRsltRpt

Mandatory

Liquidity Stress Test Result

LqdtyStrssTstRslt

Repetition (1..n)

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

Variation Margin Payment Obligation

VartnMrgnPmtOblgtn

Mandatory

Settlement Or Delivery

SttlmOrDlvry

Mandatory

Other

Othr

Mandatory

Definition: Other liquidity requirements not captured elsewhere.

Type: AmountAndDirection102

Amt

Mandatory

Sgn

Mandatory

Supplementary Data

SplmtryData

Repetition (0..n)

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