CCPLiquidityStressTestingResultReportV01auth.063.001.01

Scope

The CCPLiquidityStressTestingResultReport 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 liquidity stress tests.

Outline

The CCPLiquidityStressTestingResultReportV01 MessageDefinition is composed of 2 MessageBuildingBlocks:

  • Liquidity Stress Test Result — Results from a 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.

CCPLiquidityStressTestingResultReportV01

CCPLqdtyStrssTstgRsltRpt
Mandatory

Type: CCPLiquidityStressTestingResultReportV01

LqdtyStrssTstRslt
Repetition (1..n)
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPLiquidityStressTestingResultReportV01
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