202101 Stressed_XVA_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | XVA level 1 | String (255 long) | XVAlevel1 | XVAlevel1 | Yes | Yes | |||
2 | Year 0 (stock) | Float | Year0stock | Yes | - | ||||
3 | Year 1 (stock) | Float | Year1stock | Yes | - | ||||
4 | Year 1 (change) | Float | Year1change | Yes | - | ||||
5 | Year 1 explain (approach 1) Rates exc inflation | Float | Year1explainapproach1Ratesexcinflation | Yes | - | ||||
6 | Year 1 explain (approach 1) Inflation | Float | Year1explainapproach1Inflation | Yes | - | ||||
7 | Year 1 explain (approach 1) Own credit/funding spread | Float | Year1explainapproach1Owncreditfundingspread | Yes | - | ||||
8 | Year 1 explain (approach 1) Other credit spread | Float | Year1explainapproach1Othercreditspread | Yes | - | ||||
9 | Year 1 explain (approach 1) FX | Float | Year1explainapproach1FX | Yes | - | ||||
10 | Year 1 explain (approach 1) Equities | Float | Year1explainapproach1Equities | Yes | - | ||||
11 | Year 1 explain (approach 1) Commodities | Float | Year1explainapproach1Commodities | Yes | - | ||||
12 | Year 1 explain (approach 1) Other | Float | Year1explainapproach1Other | Yes | - | ||||
13 | Year 1 explain (approach 2) Rates exc inflation | Float | Year1explainapproach2Ratesexcinflation | Yes | - | ||||
14 | Year 1 explain (approach 2) Inflation | Float | Year1explainapproach2Inflation | Yes | - | ||||
15 | Year 1 explain (approach 2) FX | Float | Year1explainapproach2FX | Yes | - | ||||
16 | Year 1 explain (approach 2) Equities | Float | Year1explainapproach2Equities | Yes | - | ||||
17 | Year 1 explain (approach 2) Commodities | Float | Year1explainapproach2Commodities | Yes | - | ||||
18 | Year 1 explain (approach 2) Other | Float | Year1explainapproach2Other | Yes | - |