ContributionToSCR
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/ContributionToSCR
Diagram
Documentation
Instrument level.
The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.
Properties
- Type
- ContributionToSCRType
- Cardinality
- 0..1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 7
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| xs:decimal | A97 - Capital requirement for interest rate risk for the “up” shock. |
101.30 | |
| xs:decimal | A98 - Capital requirement for interest rate risk for the “down” shock. |
799.57 | |
| xs:decimal | A99 - Capital requirement for equity risk (EEA or OECD zone). |
399.72 | |
| xs:decimal | A100 - Capital requirement for equity risk (non OECD zone). |
645.36 | |
| xs:decimal | A101 - Capital requirement for property risk |
318.87 | |
| (anonymous) | Capital requirement for interest rate spread risk. |
||
| xs:decimal | A105a - Capital requirement for FX (upward shock) |
102.15 | |
| xs:decimal | A105b - Capital requirement for FX (downward shock) |
368.24 |
Element Definition
Element Definition
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
minOccurs="0"
name="ContributionToSCR"
type="ContributionToSCRType">
<xs:annotation>
<xs:documentation>Instrument level.
The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.</xs:documentation>
</xs:annotation>
</xs:element>
Referenced Type Definition
(ContributionToSCRType)
Referenced Type Definition (ContributionToSCRType)
<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
name="ContributionToSCRType">
<xs:annotation>
<xs:documentation>List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions</xs:documentation>
</xs:annotation>
<xs:sequence>
<xs:element minOccurs="0" name="MktIntUp" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A97 - Capital requirement for interest rate risk for the “up” shock.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MktIntDown" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A98 - Capital requirement for interest rate risk for the “down” shock.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MktEqGlobal" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A99 - Capital requirement for equity risk (EEA or OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MktEqOther" type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A100 - Capital requirement for equity risk (non OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MktProp" type="xs:decimal">
<xs:annotation>
<xs:documentation>A101 - Capital requirement for property risk</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MktSpread">
<xs:annotation>
<xs:documentation xml:lang="en">Capital requirement for interest rate spread risk.</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element minOccurs="0" name="Bonds" type="xs:decimal">
<xs:annotation>
<xs:documentation>A102</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="Structured" type="xs:decimal">
<xs:annotation>
<xs:documentation>A103</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="DerivativesUp" type="xs:decimal">
<xs:annotation>
<xs:documentation>A104</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="DerivativesDown" type="xs:decimal">
<xs:annotation>
<xs:documentation>A105</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>
<xs:element minOccurs="0" name="MktFXUp" type="xs:decimal">
<xs:annotation>
<xs:documentation>A105a - Capital requirement for FX (upward shock) </xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MktFXDown" type="xs:decimal">
<xs:annotation>
<xs:documentation>A105b - Capital requirement for FX (downward shock)</xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>