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 | Organisational unit level 1 | String (255 long) | Organisationalunitlevel1 | Yes | Yes | ||||
4 | Organisational unit level 2 | String (255 long) | Organisationalunitlevel2 | Yes | Yes | ||||
5 | Currency of exposure | String (255 long) | Currency | CurrencyofexposureMR | Yes | Yes | |||
6 | Illiquidity type | String (255 long) | Illiquiditytype | Yes | Yes | ||||
7 | Scenario description | String (255 long) | Scenariodescription | Yes | Yes | ||||
8 | Liquidity horizon | String (255 long) | Liquidityhorizon | Yes | Yes | ||||
9 | Stress shift | String (255 long) | Stressshift | Yes | Yes | ||||
10 | Revaluation method | String (255 long) | Revaluationmethod | Yes | Yes | ||||
11 | Scenario loss or gain | Float | Scenariolossorgain | Yes | - | ||||
12 | Basis of preparation reference | String (255 long) | Basisofpreparationreference | Yes | - |