CCPBackTestingDefinitionReportV01auth.065.001.01

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt

Mandatory

Methodology

Mthdlgy

Repetition (1..n)

Definition: Details parameters and methodology used to conduct the back test.

Type: BackTestingMethodology1

Risk Model Type

RskMdlTp

Mandatory

Model Confidence Level

MdlCnfdncLvl

Mandatory

Variation Margin Clean Indicator

VartnMrgnCleanInd

Mandatory

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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