CCPPortfolioStressTestingDefinitionReportV02auth.057.001.02

CCPPortfolioStressTestingDefinitionReportV02
CCPPrtflStrssTstgDefRpt
Mandatory

Scenario Definition

ScnroDef
Repetition (1..n)

Definition: Contains high level data on a stress scenario being applied to portfolios in order to calculate stress losses.

Type: ScenarioDefinition2

Identification
Id
Mandatory
Scenario Type
ScnroTp
Mandatory
Strategy Stress Type
StrtgyStrssTp
Mandatory
Stress Item
StrssItm
Repetition (1..n)
Description
Desc
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPPortfolioStressTestingDefinitionReportV02
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