202101 Stressed_XVA_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Risk factor | String (255 long) | Riskfactor | Yes | Yes | ||||
2 | Marginal CVA impact | Float | MarginalCVAimpact | Yes | - | ||||
3 | Marginal FVA impact | Float | MarginalFVAimpact | Yes | - | ||||
4 | CVA gross impact | Float | CVAgrossimpact | Yes | - | ||||
5 | FVA gross impact | Float | FVAgrossimpact | Yes | - | ||||
6 | Hedge impact | Float | Hedgeimpact | Yes | - |