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

Definition: Variation margin payment obligation of the CCP that is modelled to arise due to the default of CM1 and CM2 over the stress horizon.

Type: AmountAndDirection102

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