CCPPortfolioStressTestingDefinitionReportV02auth.057.001.02

CCPPortfolioStressTestingDefinitionReportV02
CCPPrtflStrssTstgDefRpt
Mandatory
Scenario Definition
ScnroDef
Repetition (1..n)
Identification
Id
Mandatory
Scenario Type
ScnroTp
Mandatory
Strategy Stress Type
StrtgyStrssTp
Mandatory

Stress Item

StrssItm
Repetition (1..n)

Definition: Information relating to at least one major representative product.

Type: StressItem1

Stress Product
StrssPdct
Mandatory
Description
Desc
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPPortfolioStressTestingDefinitionReportV02
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