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

Amount

Amt
Mandatory

Definition: Amount of money in the cash entry.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

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