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OFST500056 – SCR Market Spread Derivatives Down
Solvency Capital Requirement for credit derivatives which is the result of an instantaneous decrease of the credit spread of the underlying instruments. 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 “105_SCR_Mrkt_Spread_derivatives_down weight over NAV” have to be summed up.
//The correspondent Tripartite field is 105_SCR_Mrkt_Spread_derivatives_down weight over NAV//
| Property | Value |
|---|---|
| OF-ID | OFST500056 |
| Name | SCR Market Spread Derivatives Down |
| 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_OFST500056 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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