202101 Stressed_PVA_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Book type | String (255 long) | BookType | BookType | Yes | Yes | |||
2 | Portfolio | String (255 long) | PVAportfolio | PVAportfolio | Yes | Yes | |||
3 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
4 | Projection period | String (255 long) | Projectionperiod | Projectionperiod | Yes | Yes | |||
5 | Methodology type | String (255 long) | Methodologytype | Methodologytype | Yes | Yes | |||
6 | Product name | String (255 long) | Productname | - | Yes | ||||
7 | Underlying reference | String (255 long) | Underlyingreference | - | Yes | ||||
8 | Concentrated positions AVA | Float | ConcentratedpositionsAVA | - | - | ||||
9 | Relevant exposure measure | String (255 long) | Relevantexposuremeasure | Yes | - | ||||
10 | Exposure amount | Float | Exposureamount | - | - | ||||
11 | Estimated daily trading volume/risk amount | Float | Estimateddailytradingvolumeriskamount | - | - | ||||
12 | Estimated exit horizon | Float | Estimatedexithorizon | - | - | ||||
13 | Related fair value adjustment - Liquidity | Float | RelatedfairvalueadjustmentLiquidity | - | - | ||||
14 | Related fair value adjustment - Other | Float | RelatedfairvalueadjustmentOther | - | - | ||||
15 | Fair value assets | Float | Fairvalueassets | - | - | ||||
16 | Fair value liabilities | Float | Fairvalueliabilities | - | - | ||||
17 | Gross notional | Float | Grossnotional | - | - |