CCPBackTestingResultReportV01auth.066.001.01

CCPBackTestingResultReportV01

CCPBckTstgRsltRpt

Mandatory

Monthly Result

MnthlyRslt

Repetition (1..n)

Definition: Reports the results of the central counterparties production backtesting.

Type: MonthlyResult1

Number Of Observations

NbOfObsrvtns

Mandatory

Number Of Exceptions

NbOfXcptns

Mandatory

Cvrg

Mandatory

Largest Exception

LrgstXcptn

Mandatory

Average Exception

AvrgXcptn

Mandatory

Largest Exception Identification

LrgstXcptnId

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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