CCPBackTestingDefinitionReportV01auth.065.001.01

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt

Mandatory

Mthdlgy

Repetition (1..n)

Risk Model Type

RskMdlTp

Mandatory

Cd

Choice

Proprietary

Prtry

Choice

Definition: Proprietary or institution's own code that specifies the type of margin model used by the central counterparty.

Type: GenericIdentification36

Id

Mandatory

Issr

Mandatory

SchmeNm

Optional

Model Confidence Level

MdlCnfdncLvl

Mandatory

Variation Margin Clean Indicator

VartnMrgnCleanInd

Mandatory

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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