CreditSensitivity

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

Diagram

CreditSensitivity

Documentation

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)

Properties

Type
xs:decimal
Cardinality
0..1
Namespace
xs = "http://www.w3.org/2001/XMLSchema"
vc = "http://www.w3.org/2007/XMLSchema-versioning"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level
8
Sample Data
389.95

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="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>