CCPBackTestingDefinitionReportV01auth.065.001.01

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt

Mandatory

Mthdlgy

Repetition (1..n)

Risk Model Type

RskMdlTp

Mandatory

Model Confidence Level

MdlCnfdncLvl

Mandatory

Variation Margin Clean Indicator

VartnMrgnCleanInd

Mandatory

Description

Desc

Optional

Definition: Description of backtesting methodology.

Type: Max2000Text (String)

Restrictions:

MinLength: 1
MaxLength: 2000

Supplementary Data

SplmtryData

Repetition (0..n)

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