CCPLiquidityStressTestingDefinitionReportV01auth.062.001.01

  • CCPLiquidityStressTestingDefinitionReportV01

Scope

The CCPLiquidityStressTestingDefinitionReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about how the central counterparty defines liquidity stress scenarios used to stress the liquidity resources and requirements of the CCP.

Outline

The CCPLiquidityStressTestingDefinitionReportV01 MessageDefinition is composed of 2 MessageBuildingBlocks:

  • Liquidity Stress Scenario Definition — Definition of scenario used to stress the liquidity needs of the CCP.
  • Supplementary Data — Additional information that cannot be captured in the structured elements and/or any other specific block.

CCPLiquidityStressTestingDefinitionReportV01

CCPLqdtyStrssTstgDefRpt
Mandatory

Type: CCPLiquidityStressTestingDefinitionReportV01

Liquidity Stress Scenario Definition
LqdtyStrssScnroDef
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPLiquidityStressTestingDefinitionReportV01
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