CCPLiquidityStressTestingResultReportV01auth.063.001.01

CCPLiquidityStressTestingResultReportV01

CCPLqdtyStrssTstgRsltRpt

Mandatory

Liquidity Stress Test Result

LqdtyStrssTstRslt

Repetition (1..n)

Id

Mandatory

Scenario Defaulters

ScnroDfltrs

Mandatory

Cover 1 Identification

Cover1Id

Mandatory

Cover 2 Identification

Cover2Id

Mandatory

Definition: Identifies the member whose default would generate the second 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}

Liquidity Required And Available

LqdtyReqrdAndAvlbl

Repetition (6..6)

Supplementary Data

SplmtryData

Repetition (0..n)

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