CCPBackTestingDefinitionReportV01auth.065.001.01

  • CCPBackTestingDefinitionReportV01

Scope

The CCPBackTestingDefinitionReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the methodology used to carry out backtesting.

Outline

The CCPBackTestingDefinitionReportV01 MessageDefinition is composed of 2 MessageBuildingBlocks:

  • Methodology — Details parameters and methodology used to conduct the back test.
  • Supplementary Data — Additional information that cannot be captured in the structured elements and/or any other specific block.

CCPBackTestingDefinitionReportV01

CCPBckTstgDefRpt
Mandatory

Type: CCPBackTestingDefinitionReportV01

Methodology
Mthdlgy
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPBackTestingDefinitionReportV01
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