202101 Counterparty_Credit_Risk_Losses_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Aggregation bucket | String (255 long) | Aggregationbucket | Aggregationbucket | Yes | Yes | |||
2 | Traded risk data classification | String (255 long) | Tradedriskdataclassification | Tradedriskdataclassification | Yes | Yes | |||
3 | UCE for collateralised derivative netting sets | Float | UCEforcollateralisedderivativenettingsets | 0.0000 | Inclusive | - | - | ||
4 | UCE for uncollateralised derivative netting sets | Float | UCEforuncollateralisedderivativenettingsets | 0.0000 | Inclusive | - | - | ||
5 | Total UCE for derivative netting sets | Float | TotalUCEforderivativenettingsets | 0.0000 | Inclusive | - | - | ||
6 | CCE for SFT netting sets | Float | CCEforSFTnettingsets | 0.0000 | Inclusive | - | - | ||
7 | CCE for collateralised derivative netting sets | Float | CCEforcollateralisedderivativenettingsets | 0.0000 | Inclusive | - | - | ||
8 | CCE for uncollateralised derivative netting sets | Float | CCEforuncollateralisedderivativenettingsets | 0.0000 | Inclusive | - | - | ||
9 | Total CCE | Float | TotalCCE | 0.0000 | Inclusive | - | - | ||
10 | Accounting CVA (pre-hedge) | Float | AccountingCVAprehedge | 0.0000 | Inclusive | - | - | ||
11 | Accounting CVA (post-hedge) | Float | AccountingCVAposthedge | 0.0000 | Inclusive | - | - | ||
12 | CCP default fund contribution | Float | CCPdefaultfundcontribution | 0.0000 | Inclusive | - | - | ||
13 | Collateral data level 1 | String (255 long) | Collateraldatalevel1 | Collateraldatalevel1 | Yes | Yes | |||
14 | SFT assets posted | Float | SFTassetsposted | 0.0000 | Inclusive | - | - | ||
15 | Derivative collateral posted | Float | Derivativecollateralposted | 0.0000 | Inclusive | - | - | ||
16 | SFT assets received | Float | SFTassetsreceived | 0.0000 | Inclusive | - | - | ||
17 | Derivative collateral received | Float | Derivativecollateralreceived | 0.0000 | Inclusive | - | - | ||
18 | Initial margin requirement posted | Float | Initialmarginrequirementposted | 0.0000 | Inclusive | - | - | ||
19 | Initial margin requirement received | Float | Initialmarginrequirementreceived | 0.0000 | Inclusive | - | - |