202101 Market_Risk_Stressed_ProfitorLoss_Projections
Order | Field Name | Type | Enumeration | Definition | Range Bottom | Range Top | Range Scope | Mandatory | Unique |
---|---|---|---|---|---|---|---|---|---|
1 | Market risk asset class | String (255 long) | Marketriskassetclass2 | Marketriskassetclass | Yes | Yes | |||
2 | Geographic region | String (255 long) | Marketriskgeographicregion | Yes | Yes | ||||
3 | Organisational unit level 1 | String (255 long) | Organisationalunitlevel1 | Yes | Yes | ||||
4 | Organisational unit level 2 | String (255 long) | Organisationalunitlevel2 | Yes | Yes | ||||
5 | Currency of exposure | String (255 long) | Currency | CurrencyofexposureMR | Yes | Yes | |||
6 | Country of issuer | String (255 long) | CountryofExposure | Countryofissuer | Yes | Yes | |||
7 | Underlying reference | String (255 long) | Underlyingreference | Yes | Yes | ||||
8 | Delta | Float | Delta | Yes | - | ||||
9 | Delta unit | String (255 long) | Deltaunit | Yes | - | ||||
10 | Vega | Float | Vega | - | - | ||||
11 | Vega unit | String (255 long) | Vegaunit | - | - | ||||
12 | Scenario loss or gain | Float | Scenariolossorgain | Yes | - |