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 | Exposure type | String (255 long) | Exposuretype | Exposuretype | Yes | Yes | |||
7 | Exposure unit | String (255 long) | Exposureunit | Yes | - | ||||
8 | Exposure amount | Float | Exposureamount | Yes | - | ||||
9 | Market price uncertainty AVA | Float | MarketpriceuncertaintyAVA | - | - | ||||
10 | Diversifications and offsets (related to market price uncertainty AVA) | Float | DiversificationsandoffsetsrelatedtomarketpriceuncertaintyAVA | - | - | ||||
11 | Related fair value adjustment - Price uncertainty | Float | RelatedfairvalueadjustmentPriceuncertainty | - | - | ||||
12 | Related fair value adjustment - Other | Float | RelatedfairvalueadjustmentOther | - | - | ||||
13 | Fair value assets | Float | Fairvalueassets | - | - | ||||
14 | Fair value liabilities | Float | Fairvalueliabilities | - | - | ||||
15 | Gross notional | Float | Grossnotional | - | - |