CCPLiquidityStressTestingResultReportV01auth.063.001.01

CCPLiquidityStressTestingResultReportV01
CCPLqdtyStrssTstgRsltRpt
Mandatory
Liquidity Stress Test Result
LqdtyStrssTstRslt
Repetition (1..n)
Identification
Id
Mandatory
Scenario Defaulters
ScnroDfltrs
Mandatory

Cover 1 Identification

Cover1Id
Mandatory

Definition: Identifies the member whose default would generate the largest liquidity exposure for the CCP under the scenario and for the relevant currency.

Type: LEIIdentifier (String)

Restrictions:

  • Pattern: [A-Z0-9]{18,18}[0-9]{2,2}

Cover 2 Identification
Cover2Id
Mandatory
Liquidity Required And Available
LqdtyReqrdAndAvlbl
Repetition (6..6)
Supplementary Data
SplmtryData
Repetition (0..n)
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DenyAllow