CCPPortfolioStressTestingResultReportV01auth.058.001.01

  • CCPPortfolioStressTestingResultReportV01

Scope

The CCPPortfolioStressTestingResultReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the results of the stress testing carried out by the central counterparty on clearing member positions.

Outline

The CCPPortfolioStressTestingResultReportV01 MessageDefinition is composed of 2 MessageBuildingBlocks:

  • Scenario Stress Test Result — Identification of the stressed account, and data on the simulated profits and losses resulting from the application of a stress test scenario to the positions in a cleared portfolio.
  • Supplementary Data — Additional information that cannot be captured in the structured elements and/or any other specific block.

CCPPortfolioStressTestingResultReportV01

CCPPrtflStrssTstgRsltRpt
Mandatory

Type: CCPPortfolioStressTestingResultReportV01

Scenario Stress Test Result
ScnroStrssTstRslt
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPPortfolioStressTestingResultReportV01
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