CCPBackTestingDefinitionReportV01auth.065.001.01

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt

Mandatory

Mthdlgy

Repetition (1..n)

Risk Model Type

RskMdlTp

Mandatory

Definition: Specifies the core model type, excluding any modifications for pro-cyclicality.

Type: ModelType1Choice

Cd

Choice

Prtry

Choice

Model Confidence Level

MdlCnfdncLvl

Mandatory

Variation Margin Clean Indicator

VartnMrgnCleanInd

Mandatory

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

We use cookies to personalize content and ads, as well as to analyze our traffic. We also share information about your use of our site with our advertising and analytics partners who may combine it with other information that you've provided to them or that they've collected from your use of their services.