CreditSensitivityExpected
/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V5/Portfolio/Positions/Position/Analytics/CreditSensitivityExpected
Diagram
Documentation
A145 - Modified duration (Credit sensitivity) to the expected maturity date based on the field 143 eventually used for the spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans).
This datapoint is needed by insurance companies in case the legal/contractual maturity date is different from the expected maturity date used sor SCR calculation.
A145 - Modifizierte Duration (Kreditsensitivität) zum erwarteten Fälligkeitsdatum basierend auf Feld 143, ggf. verwendet für Spread-Risikoberechnung (z.B. basierend auf 176 (1) oder (2) DR 2015/35 für Anleihen und Darlehen).
This datapoint ist needed durch insurance companies in case rechtlich/contractual maturity Datum ist different von expected maturity Datum used sor SCR calculation.
A145 - Duration modifiée (sensibilité au crédit) à la date d'échéance attendue basée sur le champ 143 éventuellement utilisée pour le calcul du risque de spread (par exemple basé sur 176 (1) ou (2) DR 2015/35 pour les obligations et les prêts).
This datapoint est needed par insurance companies dans case juridique/contractual maturity date est different de expected maturity date used sor SCR calculation.
A145 - Gewijzigde duration (kredietgevoeligheid) naar verwachte vervaldatum op basis van veld 143 eventueel gebruikt voor spread risicoberekening (bijv. op basis van 176 (1) of (2) DR 2015/35 voor obligaties en leningen).
This datapoint is needed door insurance companies in case juridisch/contractual maturity datum is different van expected maturity datum used sor SCR calculation.
A145 - Duración modificada (sensibilidad al crédito) a la fecha de vencimiento esperada basada en el campo 143 eventualmente utilizada para el cálculo del riesgo de spread (por ejemplo, basado en 176 (1) o (2) DR 2015/35 para bonos y préstamos).
This datapoint es needed door insurance companies en case juridisch/contractual maturity fecha es different de expected maturity fecha used sor SCR calculation.
A145 - Duration modificata (sensibilità del credito) alla data di scadenza prevista in base al campo 143 eventualmente utilizzato per il calcolo del rischio spread (es. in base a 176 (1) o (2) DR 2015/35 per obbligazioni e prestiti).
Questo datapoint è necessario alle compagnie di assicurazione nel caso in cui la data di scadenza legale/contrattuale sia diversa dalla data di scadenza prevista utilizzata per il calcolo dell'SCR.
A145 - Modified duration (Credit sensitivity) to the expected maturity date based on the field 143 eventually used for the spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans).
This datapoint is needed by insurance companies in case the legal/contractual maturity date is different from the expected maturity date used sor SCR calculation.
A145 - Modified duration (Credit sensitivity) to the expected Lejarat Datum based on the Mezo 143 eventually used for the spread Kockazat calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans).
This datapoint is needed by insurance companies in case the legal/contractual Lejarat Datum is different from the expected Lejarat Datum used sor SCR calculation.
Properties
- Type
- xs:decimal
- Cardinality
- 0..1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
vc = "http://www.w3.org/2007/XMLSchema-versioning"
xml = "http://www.w3.org/XML/1998/namespace"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 8
- Sample Data
- 556.09
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:vc="http://www.w3.org/2007/XMLSchema-versioning"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
minOccurs="0"
name="CreditSensitivityExpected"
type="xs:decimal">
<xs:annotation>
<xs:documentation xml:lang="en">A145 - Modified duration (Credit sensitivity) to the expected maturity date based on the field 143 eventually used for the spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans).
This datapoint is needed by insurance companies in case the legal/contractual maturity date is different from the expected maturity date used sor SCR calculation.</xs:documentation>
<xs:documentation xml:lang="de">A145 - Modifizierte Duration (Kreditsensitivität) zum erwarteten Fälligkeitsdatum basierend auf Feld 143, ggf. verwendet für Spread-Risikoberechnung (z.B. basierend auf 176 (1) oder (2) DR 2015/35 für Anleihen und Darlehen).
This datapoint ist needed durch insurance companies in case rechtlich/contractual maturity Datum ist different von expected maturity Datum used sor SCR calculation.</xs:documentation>
<xs:documentation xml:lang="fr">A145 - Duration modifiée (sensibilité au crédit) à la date d'échéance attendue basée sur le champ 143 éventuellement utilisée pour le calcul du risque de spread (par exemple basé sur 176 (1) ou (2) DR 2015/35 pour les obligations et les prêts).
This datapoint est needed par insurance companies dans case juridique/contractual maturity date est different de expected maturity date used sor SCR calculation.</xs:documentation>
<xs:documentation xml:lang="nl">A145 - Gewijzigde duration (kredietgevoeligheid) naar verwachte vervaldatum op basis van veld 143 eventueel gebruikt voor spread risicoberekening (bijv. op basis van 176 (1) of (2) DR 2015/35 voor obligaties en leningen).
This datapoint is needed door insurance companies in case juridisch/contractual maturity datum is different van expected maturity datum used sor SCR calculation.</xs:documentation>
<xs:documentation xml:lang="es">A145 - Duración modificada (sensibilidad al crédito) a la fecha de vencimiento esperada basada en el campo 143 eventualmente utilizada para el cálculo del riesgo de spread (por ejemplo, basado en 176 (1) o (2) DR 2015/35 para bonos y préstamos).
This datapoint es needed door insurance companies en case juridisch/contractual maturity fecha es different de expected maturity fecha used sor SCR calculation.</xs:documentation>
<xs:documentation xml:lang="it">A145 - Duration modificata (sensibilità del credito) alla data di scadenza prevista in base al campo 143 eventualmente utilizzato per il calcolo del rischio spread (es. in base a 176 (1) o (2) DR 2015/35 per obbligazioni e prestiti).
Questo datapoint è necessario alle compagnie di assicurazione nel caso in cui la data di scadenza legale/contrattuale sia diversa dalla data di scadenza prevista utilizzata per il calcolo dell'SCR.</xs:documentation>
<xs:documentation xml:lang="cs">A145 - Modified duration (Credit sensitivity) to the expected maturity date based on the field 143 eventually used for the spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans).
This datapoint is needed by insurance companies in case the legal/contractual maturity date is different from the expected maturity date used sor SCR calculation.</xs:documentation>
<xs:documentation xml:lang="hu">A145 - Modified duration (Credit sensitivity) to the expected Lejarat Datum based on the Mezo 143 eventually used for the spread Kockazat calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans).
This datapoint is needed by insurance companies in case the legal/contractual Lejarat Datum is different from the expected Lejarat Datum used sor SCR calculation.</xs:documentation>
</xs:annotation>
</xs:element>