202101 MarketriskandCVARWA
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Market risk capital requirement level 1 | String (255 long) | Marketriskcapitalrequirementlevel1 | Marketriskcapitalrequirementlevel1 | Yes | Yes | |||
2 | Market risk capital requirement level 2 | String (255 long) | Marketriskcapitalrequirementlevel2 | Marketriskcapitalrequirementlevel2 | Yes | Yes | |||
3 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
4 | Projection period | String (255 long) | Projectionperiod | Projectionperiod | Yes | Yes | |||
5 | RWA | Float | RWA | 0.0000 | Inclusive | Yes | - |