202101 Stressed_PVA_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Book type | String (255 long) | BookType | BookType | Yes | Yes | |||
2 | Portfolio | String (255 long) | PVAportfolio | PVAportfolio | Yes | Yes | |||
3 | Scenario | String (255 long) | ScenarioACS | Scenario | Yes | Yes | |||
4 | Projection period | String (255 long) | Projectionperiod | Projectionperiod | Yes | Yes | |||
5 | Methodology type | String (255 long) | Methodologytype | Methodologytype | Yes | Yes | |||
6 | Total AVA | Float | TotalAVA | Yes | - | ||||
7 | Market price uncertainty AVA | Float | MarketpriceuncertaintyAVA | Yes | - | ||||
8 | Diversifications and offsets (related to market price uncertainty AVA) | Float | DiversificationsandoffsetsrelatedtomarketpriceuncertaintyAVA | Yes | - | ||||
9 | Close-out cost uncertainty AVA | Float | CloseoutcostuncertaintyAVA | Yes | - | ||||
10 | Diversifications and offsets (related to close out cost uncertainty AVA) | Float | DiversificationsandoffsetsrelatedtocloseoutcostuncertaintyAVA | Yes | - | ||||
11 | Model risk AVA | Float | ModelriskAVA | Yes | - | ||||
12 | Diversifications and offsets (related to model risk AVA) | Float | DiversificationsandoffsetsrelatedtomodelriskAVA | Yes | - | ||||
13 | Concentrated positions AVA | Float | ConcentratedpositionsAVA | Yes | - | ||||
14 | Unearned credit spreads AVA | Float | UnearnedcreditspreadsAVA | Yes | - | ||||
15 | Diversifications and offsets (related to unearned credit spreads AVA) | Float | DiversificationsandoffsetsrelatedtounearnedcreditspreadsAVA | Yes | - | ||||
16 | Investing and funding cost AVA | Float | InvestingandfundingcostAVA | Yes | - | ||||
17 | Diversifications and offsets (related to investing and funding cost AVA) | Float | DiversificationsandoffsetsrelatedtoinvestingandfundingcostAVA | Yes | - | ||||
18 | Future administration cost AVA | Float | FutureadministrationcostAVA | Yes | - | ||||
19 | Early termination AVA | Float | EarlyterminationAVA | Yes | - | ||||
20 | Operational risk AVA | Float | OperationalriskAVA | Yes | - | ||||
21 | Other offsetting items | Float | Otheroffsettingitems | Yes | - | ||||
22 | Upside uncertainty | Float | Upsideuncertainty | Yes | - | ||||
23 | Related fair value adjustment - Price uncertainty | Float | RelatedfairvalueadjustmentPriceuncertainty | Yes | - | ||||
24 | Related fair value adjustment - Bid offer | Float | RelatedfairvalueadjustmentBidoffer | Yes | - | ||||
25 | Related fair value adjustment - Model risk | Float | RelatedfairvalueadjustmentModelrisk | Yes | - | ||||
26 | Related fair value adjustment - Overhedge | Float | RelatedfairvalueadjustmentOverhedge | Yes | - | ||||
27 | Related fair value adjustment - Liquidity | Float | RelatedfairvalueadjustmentLiquidity | Yes | - | ||||
28 | Related fair value adjustment - CVA | Float | RelatedfairvalueadjustmentCVA | Yes | - | ||||
29 | Related fair value adjustment - FFVA | Float | RelatedfairvalueadjustmentFFVA | Yes | - | ||||
30 | Related fair value adjustment - Other | Float | RelatedfairvalueadjustmentOther | Yes | - | ||||
31 | Fair value assets | Float | Fairvalueassets | Yes | - | ||||
32 | Fair value liabilities | Float | Fairvalueliabilities | Yes | - | ||||
33 | Gross notional | Float | Grossnotional | Yes | - |