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
Variation Margin Payment Obligation
VartnMrgnPmtOblgtn
Mandatory

Settlement Or Delivery

SttlmOrDlvry
Mandatory

Definition: Liquidity needed by the CCP to fulfil the settlement/delivery obligations arising from the cleared trades of defaulting CM1 and CM2.

Type: AmountAndDirection102

Amount
Amt
Mandatory
Sign
Sgn
Mandatory
Other
Othr
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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