complexType ContributionToSCRType
diagram index_p326.png
namespace http://www.fundsxml.org/XMLSchema/3.2
children MktIntUp MktIntDown MktEqGlobal MktEqOther MktProp MktSpread MktFXUp MktFXDown
used by
element SIIPositionType/ContributionToSCR
annotation
documentation
List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions
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>

element ContributionToSCRType/MktIntUp
diagram index_p327.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A97 - Capital requirement for interest rate risk for the “up” shock.
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>

element ContributionToSCRType/MktIntDown
diagram index_p328.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A98 - Capital requirement for interest rate risk for the “down” shock.
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>

element ContributionToSCRType/MktEqGlobal
diagram index_p329.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A99 - Capital requirement for equity risk (EEA or OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.
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>

element ContributionToSCRType/MktEqOther
diagram index_p330.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A100 - Capital requirement for equity risk (non OECD zone).
Onlyl MktEqGlobal or MktEqOther will be non zero.
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>

element ContributionToSCRType/MktProp
diagram index_p331.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A101 - Capital requirement for property risk
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>

element ContributionToSCRType/MktSpread
diagram index_p332.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children Bonds Structured DerivativesUp DerivativesDown
annotation
documentation
Capital requirement for interest rate spread risk.
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>

element ContributionToSCRType/MktSpread/Bonds
diagram index_p333.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A102
source <xs:element name="Bonds" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A102</xs:documentation>
 
</xs:annotation>
</xs:element>

element ContributionToSCRType/MktSpread/Structured
diagram index_p334.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A103
source <xs:element name="Structured" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A103</xs:documentation>
 
</xs:annotation>
</xs:element>

element ContributionToSCRType/MktSpread/DerivativesUp
diagram index_p335.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A104
source <xs:element name="DerivativesUp" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A104</xs:documentation>
 
</xs:annotation>
</xs:element>

element ContributionToSCRType/MktSpread/DerivativesDown
diagram index_p336.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A105
source <xs:element name="DerivativesDown" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A105</xs:documentation>
 
</xs:annotation>
</xs:element>

element ContributionToSCRType/MktFXUp
diagram index_p337.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A105a - Capital requirement for FX (upward shock)
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>

element ContributionToSCRType/MktFXDown
diagram index_p338.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A105b - Capital requirement for FX (downward shock)
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>


XML Schema documentation generated by XMLSpy Schema Editor http://www.altova.com/xmlspy