ContributionToSCR

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/ContributionToSCR

Diagram

ContributionToSCR 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. List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions MktIntUp xs:decimal 0..1 MktIntDown xs:decimal 0..1 MktEqGlobal xs:decimal 0..1 MktEqOther xs:decimal 0..1 MktProp xs:decimal 0..1 MktSpread (anonymous) 0..1 MktFXUp xs:decimal 0..1 MktFXDown xs:decimal 0..1

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
/RegulatoryReportings/.../MktIntUp xs:decimal

A97 - Capital requirement for interest rate risk for the “up” shock.

 742.57
/RegulatoryReportings/.../MktIntDown xs:decimal

A98 - Capital requirement for interest rate risk for the “down” shock.

 910.52
/RegulatoryReportings/.../MktEqGlobal xs:decimal

A99 - Capital requirement for equity risk (EEA or OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.

 198.42
/RegulatoryReportings/.../MktEqOther xs:decimal

A100 - Capital requirement for equity risk (non OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.

 227.32
/RegulatoryReportings/.../MktProp xs:decimal

A101 - Capital requirement for property risk

 608.83
/RegulatoryReportings/.../MktSpread (anonymous)

Capital requirement for interest rate spread risk.
/RegulatoryReportings/.../MktFXUp xs:decimal

A105a - Capital requirement for FX (upward shock)

 834.72
/RegulatoryReportings/.../MktFXDown xs:decimal

A105b - Capital requirement for FX (downward shock)

 449.43

XML Snippet

<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>