CCPBackTestingResultReportV01auth.066.001.01

CCPBackTestingResultReportV01
CCPBckTstgRsltRpt
Mandatory
Monthly Result
MnthlyRslt
Repetition (1..n)
Number Of Observations
NbOfObsrvtns
Mandatory

Number Of Exceptions

NbOfXcptns
Mandatory

Definition: Number of times that margin coverage held against any account fell below the marked‐to‐ market exposure of that member account, based on the backtesting results.

Type: NonNegativeNumber (Decimal)

Restrictions:

  • FractionDigits: 0
  • TotalDigits: 18
  • MinInclusive: 0

Coverage
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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