CreditSensitivity

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position/Analytics/CreditSensitivity

Diagram

Documentation

A92 Modified duration based on maturity date (contractual) indicated in datapoint 39) eventually used for the SCR spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans)

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: 68.28

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="CreditSensitivity"
            type="xs:decimal">
   <xs:annotation>
      <xs:documentation xml:lang="en">A92 Modified duration based on maturity date (contractual) indicated in datapoint 39) eventually  used for the SCR spread risk calculation (e.g. based on 176 (1) or (2) DR 2015/35 for bonds and loans)</xs:documentation>
   </xs:annotation>
</xs:element>