CreditSensitivity

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V5/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)

DE

A92 Modifizierte 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)

FR

A92 Modified duration based on maturity date (contractual) indicated dans datapoint 39) eventually used pour SCR spread risque calculation (e.g. based on 176 (1) ou (2) DR 2015/35 pour bonds et loans)

NL

A92 Modified duration based on maturity datum (contractual) indicated in datapoint 39) eventually used voor SCR spread risico calculation (e.g. based on 176 (1) van (2) DR 2015/35 voor bonds en 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
845.97

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="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:documentation xml:lang="de">A92 Modifizierte 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:documentation xml:lang="fr">A92 Modified duration based on maturity date (contractual) indicated dans datapoint 39) eventually used pour SCR spread risque calculation (e.g. based on 176 (1) ou (2) DR 2015/35 pour bonds et loans)</xs:documentation>
      <xs:documentation xml:lang="nl">A92 Modified duration based on maturity datum (contractual) indicated in datapoint 39) eventually used voor SCR spread risico calculation (e.g. based on 176 (1) van (2) DR 2015/35 voor bonds en loans)</xs:documentation>
   </xs:annotation>
</xs:element>