CreditSensitivityExpected

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/Analytics/CreditSensitivityExpected

Diagram

CreditSensitivityExpected 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.

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.

Properties

Type
xs:decimal
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
8
Sample Data
199.96

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="CreditSensitivityExpected"
            type="xs:decimal">
   <xs:annotation>
      <xs: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.




 </xs:documentation>
   </xs:annotation>
</xs:element>