diagram | |||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||
children | MktIntUp MktIntDown MktEqGlobal MktEqOther MktProp MktSpread MktFXUp MktFXDown | ||
used by |
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annotation |
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source | <xs:complexType name="ContributionToSCRType"> <xs:annotation> <xs:documentation>List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions</xs:documentation> </xs:annotation> <xs:sequence> <xs:element name="MktIntUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A97 - Capital requirement for interest rate risk for the “up” shock.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MktIntDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A98 - Capital requirement for interest rate risk for the “down” shock.</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MktEqGlobal" type="xs:decimal" minOccurs="0"> <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:annotation> </xs:element> <xs:element name="MktEqOther" type="xs:decimal" minOccurs="0"> <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:annotation> </xs:element> <xs:element name="MktProp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A101 - Capital requirement for property risk</xs:documentation> </xs:annotation> </xs:element> <xs:element name="MktSpread" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Capital requirement for interest rate spread risk.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Bonds" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A102</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Structured" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A103</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DerivativesUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A104</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DerivativesDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> <xs:element name="MktFXUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105a - Capital requirement for FX (upward shock) </xs:documentation> </xs:annotation> </xs:element> <xs:element name="MktFXDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105b - Capital requirement for FX (downward shock)</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktIntUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A97 - Capital requirement for interest rate risk for the “up” shock.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktIntDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">A98 - Capital requirement for interest rate risk for the “down” shock.</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktEqGlobal" type="xs:decimal" minOccurs="0"> <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:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktEqOther" type="xs:decimal" minOccurs="0"> <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:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktProp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A101 - Capital requirement for property risk</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
properties |
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children | Bonds Structured DerivativesUp DerivativesDown | ||||||
annotation |
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source | <xs:element name="MktSpread" minOccurs="0"> <xs:annotation> <xs:documentation xml:lang="en">Capital requirement for interest rate spread risk.</xs:documentation> </xs:annotation> <xs:complexType> <xs:sequence> <xs:element name="Bonds" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A102</xs:documentation> </xs:annotation> </xs:element> <xs:element name="Structured" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A103</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DerivativesUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A104</xs:documentation> </xs:annotation> </xs:element> <xs:element name="DerivativesDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105</xs:documentation> </xs:annotation> </xs:element> </xs:sequence> </xs:complexType> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="Bonds" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A102</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="Structured" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A103</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="DerivativesUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A104</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="DerivativesDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105</xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktFXUp" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105a - Capital requirement for FX (upward shock) </xs:documentation> </xs:annotation> </xs:element> |
diagram | |||||||
namespace | http://www.fundsxml.org/XMLSchema/3.2 | ||||||
type | xs:decimal | ||||||
properties |
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annotation |
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source | <xs:element name="MktFXDown" type="xs:decimal" minOccurs="0"> <xs:annotation> <xs:documentation>A105b - Capital requirement for FX (downward shock)</xs:documentation> </xs:annotation> </xs:element> |