CCPBackTestingResultReportV01auth.066.001.01

CCPBackTestingResultReportV01

CCPBckTstgRsltRpt

Mandatory

MnthlyRslt

Repetition (1..n)

Number Of Observations

NbOfObsrvtns

Mandatory

Definition: Total number of accounts subject to backtesting in the month.

Type: PositiveNumber (Decimal)

Restrictions:

FractionDigits: 0
TotalDigits: 18
MinInclusive: 1

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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