202101 Market_Risk_Stressed_ProfitorLoss_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Market risk asset class | String (255 long) | Marketriskassetclass2 | Marketriskassetclass | Yes | Yes | |||
2 | Geographic region | String (255 long) | Marketriskgeographicregion | Yes | Yes | ||||
3 | Risk factor | String (255 long) | Riskfactor | Yes | Yes | ||||
4 | Risk factor tenor | String (255 long) | Riskfactortenor | Yes | Yes | ||||
5 | Risk factor currency | String (255 long) | Currency | Riskfactorcurrency | Yes | Yes | |||
6 | BoE or firm defined shock | String (255 long) | BoEorfirmdefinedshock | BoEorfirmdefinedshock | Yes | Yes | |||
7 | Liquidity type | String (255 long) | Liquiditytype | Liquiditytype | Yes | Yes | |||
8 | Liquidity horizon | String (255 long) | Liquidityhorizon | Yes | Yes | ||||
9 | Shock type | String (255 long) | Shocktype | Shocktype | Yes | Yes | |||
10 | Shock unit | String (255 long) | Shockunit | Shockunit | Yes | Yes | |||
11 | Shock size | Float | Shocksize | Yes | - |