CCPBackTestingResultReportV01auth.066.001.01

CCPBackTestingResultReportV01

CCPBckTstgRsltRpt

Mandatory

MnthlyRslt

Repetition (1..n)

Number Of Observations

NbOfObsrvtns

Mandatory

Number Of Exceptions

NbOfXcptns

Mandatory

Coverage

Cvrg

Mandatory

Definition: Achieved coverage level.

Type: BaseOneRate (Decimal)

Restrictions:

FractionDigits: 10
TotalDigits: 11

Largest Exception

LrgstXcptn

Mandatory

Average Exception

AvrgXcptn

Mandatory

Largest Exception Identification

LrgstXcptnId

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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