CCPBackTestingDefinitionReportV01auth.065.001.01

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt

Mandatory

Mthdlgy

Repetition (1..n)

Risk Model Type

RskMdlTp

Mandatory

Model Confidence Level

MdlCnfdncLvl

Mandatory

Definition: Specifies the confidence interval used on a daily basis to assess the performance of the model.

Type: BaseOneRate (Decimal)

Restrictions:

FractionDigits: 10
TotalDigits: 11

Variation Margin Clean Indicator

VartnMrgnCleanInd

Mandatory

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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