CCPPortfolioStressTestingDefinitionReportV02auth.057.001.02

CCPPortfolioStressTestingDefinitionReportV02

CCPPrtflStrssTstgDefRpt

Mandatory

Scenario Definition

ScnroDef

Repetition (1..n)

Id

Mandatory

Identification

Id

Mandatory

Definition: Proprietary code that uniquely identifies the object or subject of interest.

Type: Max256Text (String)

Restrictions:

MinLength: 1
MaxLength: 256

Desc

Optional

Issr

Optional

SchmeNm

Optional

ScnroTp

Mandatory

Strategy Stress Type

StrtgyStrssTp

Mandatory

StrssItm

Repetition (1..n)

Desc

Optional

Supplementary Data

SplmtryData

Repetition (0..n)

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