ContributionToSCR

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

Diagram

ContributionToSCR 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

EN

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.

DE

Instrument level.
The block ist optional. However, wenn block ist present, alle SCRs inside can be present, mit non relevant ones set zu 0.

FR

Instrument level.
The block est optionnel. However, si block est present, tous SCRs inside can be present, avec non relevant ones set à 0.

NL

Instrument level.
The block is optioneel. However, als block is present, alle SCRs inside can be present, met non relevant ones set naar 0.

Properties

Type
ContributionToSCRType
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
7

Child Elements & Attributes

Child elements and attributes of this element
Name (XPath) Type Documentation Sample Data
xs:decimal

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

A97 - Kapitalanforderung for interest rate risk for the “up” Schock.

A97 - Capital requirement pour intérêt taux risque pour “up” shock.

A97 - Capital requirement voor rente tarief risico voor “up” shock.

408.95
xs:decimal

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

A98 - Kapitalanforderung for interest rate risk for the “down” Schock.

A98 - Capital requirement pour intérêt taux risque pour “down” shock.

A98 - Capital requirement voor rente tarief risico voor “down” shock.

278.29
xs:decimal

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

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

A99 - Capital requirement pour action risque (EEA ou OECD zone).
Onlyl MktEqGlobal ou MktEqOther will be non zero.

A99 - Capital requirement voor aandeel risico (EEA van OECD zone).
Onlyl MktEqGlobal van MktEqOther will be non zero.

607.06
xs:decimal

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

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

A100 - Capital requirement pour action risque (non OECD zone).
Onlyl MktEqGlobal ou MktEqOther will be non zero.

A100 - Capital requirement voor aandeel risico (non OECD zone).
Onlyl MktEqGlobal van MktEqOther will be non zero.

396.03
xs:decimal

A101 - Capital requirement for property risk

A101 - Capital requirement für property Risiko

A101 - Capital requirement pour property risque

A101 - Capital requirement voor property risico

985.68
(anonymous)

Capital requirement for interest rate spread risk.

Kapitalanforderung for interest rate spread risk.

Capital requirement pour intérêt taux spread risque.

Capital requirement voor rente tarief spread risico.

xs:decimal

A105a - Capital requirement for FX (upward shock)

A105a - Capital requirement für FX (upward shock)

A105a - Capital requirement pour FX (upward shock)

A105a - Capital requirement voor FX (upward shock)

835.76
xs:decimal

A105b - Capital requirement for FX (downward shock)

A105b - Capital requirement für FX (downward shock)

A105b - Capital requirement pour FX (downward shock)

A105b - Capital requirement voor FX (downward shock)

989.40

Element Definition

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            minOccurs="0"
            name="ContributionToSCR"
            type="ContributionToSCRType">
   <xs:annotation>
      <xs:documentation xml:lang="en">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:documentation xml:lang="de">Instrument level.
The block ist optional. However, wenn block ist present, alle SCRs inside can be present, mit non relevant ones set zu 0.</xs:documentation>
      <xs:documentation xml:lang="fr">Instrument level.
The block est optionnel. However, si block est present, tous SCRs inside can be present, avec non relevant ones set à 0.</xs:documentation>
      <xs:documentation xml:lang="nl">Instrument level.
The block is optioneel. However, als block is present, alle SCRs inside can be present, met non relevant ones set naar 0.</xs:documentation>
   </xs:annotation>
</xs:element>

Referenced Type Definition (ContributionToSCRType)

<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
                xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
                xmlns:xs="http://www.w3.org/2001/XMLSchema"
                name="ContributionToSCRType">
   <xs:annotation>
      <xs:documentation xml:lang="en">List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions</xs:documentation>
      <xs:documentation xml:lang="de">Liste von possible contributions zu global SCR. Applicable zu ein Position.Could also be used für ein Gruppe von Positions</xs:documentation>
      <xs:documentation xml:lang="fr">Liste de possible contributions à global SCR. Applicable à un Position.Could also be used pour un groupe de Positions</xs:documentation>
      <xs:documentation xml:lang="nl">Lijst van possible contributions naar global SCR. Applicable naar een Positie.Could also be used voor een groep van Positions</xs:documentation>
   </xs:annotation>
   <xs:sequence>
      <xs:element minOccurs="0" name="MktIntUp" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A97 - Capital requirement for interest rate risk for the “up” shock.</xs:documentation>
            <xs:documentation xml:lang="de">A97 - Kapitalanforderung for interest rate risk for the “up” Schock.</xs:documentation>
            <xs:documentation xml:lang="fr">A97 - Capital requirement pour intérêt taux risque pour “up” shock.</xs:documentation>
            <xs:documentation xml:lang="nl">A97 - Capital requirement voor rente tarief risico voor “up” shock.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="MktIntDown" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A98 - Capital requirement for interest rate risk for the “down” shock.</xs:documentation>
            <xs:documentation xml:lang="de">A98 - Kapitalanforderung for interest rate risk for the “down” Schock.</xs:documentation>
            <xs:documentation xml:lang="fr">A98 - Capital requirement pour intérêt taux risque pour “down” shock.</xs:documentation>
            <xs:documentation xml:lang="nl">A98 - Capital requirement voor rente tarief risico voor “down” shock.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="MktEqGlobal" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A99 - Capital requirement for equity risk (EEA or OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.</xs:documentation>
            <xs:documentation xml:lang="de">A99 - Kapitalanforderung for equity risk (EEA or OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.</xs:documentation>
            <xs:documentation xml:lang="fr">A99 - Capital requirement pour action risque (EEA ou OECD zone).
Onlyl MktEqGlobal ou MktEqOther will be non zero.</xs:documentation>
            <xs:documentation xml:lang="nl">A99 - Capital requirement voor aandeel risico (EEA van OECD zone).
Onlyl MktEqGlobal van MktEqOther will be non zero.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="MktEqOther" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A100 - Capital requirement for equity risk (non OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.</xs:documentation>
            <xs:documentation xml:lang="de">A100 - Kapitalanforderung for equity risk (non OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.</xs:documentation>
            <xs:documentation xml:lang="fr">A100 - Capital requirement pour action risque (non OECD zone).
Onlyl MktEqGlobal ou MktEqOther will be non zero.</xs:documentation>
            <xs:documentation xml:lang="nl">A100 - Capital requirement voor aandeel risico (non OECD zone).
Onlyl MktEqGlobal van MktEqOther will be non zero.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="MktProp" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A101 - Capital requirement for property risk</xs:documentation>
            <xs:documentation xml:lang="de">A101 - Capital requirement für property Risiko</xs:documentation>
            <xs:documentation xml:lang="fr">A101 - Capital requirement pour property risque</xs:documentation>
            <xs:documentation xml:lang="nl">A101 - Capital requirement voor property risico</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="MktSpread">
         <xs:annotation>
            <xs:documentation xml:lang="en">Capital requirement for interest rate spread risk.</xs:documentation>
            <xs:documentation xml:lang="de">Kapitalanforderung for interest rate spread risk.</xs:documentation>
            <xs:documentation xml:lang="fr">Capital requirement pour intérêt taux spread risque.</xs:documentation>
            <xs:documentation xml:lang="nl">Capital requirement voor rente tarief spread risico.</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element minOccurs="0" name="Bonds" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A102</xs:documentation>
                     <xs:documentation xml:lang="de">A102</xs:documentation>
                     <xs:documentation xml:lang="fr">A102</xs:documentation>
                     <xs:documentation xml:lang="nl">A102</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Structured" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A103</xs:documentation>
                     <xs:documentation xml:lang="de">A103</xs:documentation>
                     <xs:documentation xml:lang="fr">A103</xs:documentation>
                     <xs:documentation xml:lang="nl">A103</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="DerivativesUp" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A104</xs:documentation>
                     <xs:documentation xml:lang="de">A104</xs:documentation>
                     <xs:documentation xml:lang="fr">A104</xs:documentation>
                     <xs:documentation xml:lang="nl">A104</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="DerivativesDown" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A105</xs:documentation>
                     <xs:documentation xml:lang="de">A105</xs:documentation>
                     <xs:documentation xml:lang="fr">A105</xs:documentation>
                     <xs:documentation xml:lang="nl">A105</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element minOccurs="0" name="MktFXUp" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A105a - Capital requirement for FX (upward shock) </xs:documentation>
            <xs:documentation xml:lang="de">A105a - Capital requirement für FX (upward shock)</xs:documentation>
            <xs:documentation xml:lang="fr">A105a - Capital requirement pour FX (upward shock)</xs:documentation>
            <xs:documentation xml:lang="nl">A105a - Capital requirement voor FX (upward shock)</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="MktFXDown" type="xs:decimal">
         <xs:annotation>
            <xs:documentation xml:lang="en">A105b - Capital requirement for FX (downward shock)</xs:documentation>
            <xs:documentation xml:lang="de">A105b - Capital requirement für FX (downward shock)</xs:documentation>
            <xs:documentation xml:lang="fr">A105b - Capital requirement pour FX (downward shock)</xs:documentation>
            <xs:documentation xml:lang="nl">A105b - Capital requirement voor FX (downward shock)</xs:documentation>
         </xs:annotation>
      </xs:element>
   </xs:sequence>
</xs:complexType>