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OFST500045 – SCR Market Spread Bonds
Solvency Capital Requirement for the spread risk of bonds and loans. The details of the calculation set out in Subsection 5 of Section 5 of the Delegated Regulation 2015/35. The value should be given as a percentage amount of the total net assets of the share class. To obtain this figure, the values of the TPT's column “102_SCR_Mrkt_Spread_bonds weight over NAV” have to be summed up.
//The correspondent Tripartite field is 102_SCR_Mrkt_Spread_bonds weight over NAV//
| Property | Value |
|---|---|
| OF-ID | OFST500045 |
| Name | SCR Market Spread Bonds |
| Area | Static data |
| Level | Share Class |
| Format | Decimal number |
| Tags | TPT |
| Introduced in | openfunds 1.2 |
Values
Decimal figure, rounded to maximal 7 digits after the decimal point.
Example
0.01 (instead of 1%)
FundsXML 4 mapping
FundsXML 4.2.11 has no element for this field. The converter keeps the value as CustomAttributes/Attribute named OF_OFST500045 on the share class (or position), so FundsXML → openfunds restores it unchanged.
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
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