201701 MarketriskandCVARWA
Order | Field Name | Enumeration | Definition |
---|---|---|---|
1 | Market risk capital requirement level 1 | Marketriskcapitalrequirementlevel1 | A classification of traded risk used to capture capital requirements related to market risk and credit valuation adjustment. |
2 | Context | Context_CVA | The sheet name within the STDF template of which the data item is being referenced. |
3 | Rule ID | The rule ID the comment refers to. | |
4 | Comment | The comment made by the firm in relate to the rule or context of the respective template. |