CCPBackTestingDefinitionReportV01auth.065.001.01

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt

Mandatory

Mthdlgy

Repetition (1..n)

Risk Model Type

RskMdlTp

Mandatory

Cd

Choice

Prtry

Choice

Identification

Id

Mandatory

Definition: Proprietary information, often a code, issued by the data source scheme issuer.

Type: Max35Text (String)

Restrictions:

MinLength: 1
MaxLength: 35

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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