CreditSensitivityExpected

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V5/Portfolio/Positions/Position/Analytics/CreditSensitivityExpected

Diagram

CreditSensitivityExpected

Documentation

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.

DE

A145 - Modified duration (Kredit sensitivity) zu expected maturity Datum based on Feld 143 eventually used für spread Risiko calculation (e.g. based on 176 (1) oder (2) DR 2015/35 für bonds und loans).
This datapoint ist needed durch insurance companies in case rechtlich/contractual maturity Datum ist different von expected maturity Datum used sor SCR calculation.

FR

A145 - Modified duration (Crédit sensitivity) à expected maturity date based on champ 143 eventually used pour spread risque calculation (e.g. based on 176 (1) ou (2) DR 2015/35 pour bonds et loans).
This datapoint est needed par insurance companies dans case juridique/contractual maturity date est different de expected maturity date used sor SCR calculation.

NL

A145 - Modified duration (Krediet sensitivity) naar expected maturity datum based on veld 143 eventually used voor spread risico calculation (e.g. based on 176 (1) van (2) DR 2015/35 voor bonds en loans).
This datapoint is needed door insurance companies in case juridisch/contractual maturity datum is different van expected maturity 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"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level
8
Sample Data
584.33

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="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 - Modified duration (Kredit sensitivity) zu expected maturity Datum based on Feld 143 eventually used für spread Risiko calculation (e.g. based on 176 (1) oder (2) DR 2015/35 für bonds und loans). 
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 - Modified duration (Crédit sensitivity) à expected maturity date based on champ 143 eventually used pour spread risque calculation (e.g. based on 176 (1) ou (2) DR 2015/35 pour bonds et loans). 
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 - Modified duration (Krediet sensitivity) naar expected maturity datum based on veld 143 eventually used voor spread risico calculation (e.g. based on 176 (1) van (2) DR 2015/35 voor bonds en loans). 
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:annotation>
</xs:element>