Fund Data Converter
Open the converter
TPT field 104 – SCR mrkt spread derivatives up weight over NAV
SCR mrkt spread derivatives up weight over NAV: Capital requirement for spread risk - credit derivatives (upward shock) (Delta between Market value before and market value after stress)
| Property | Value |
|---|---|
| Field number | 104 |
| Column name | 104_SCR_mrkt_spread_derivatives_up_weight_over_NAV |
| TPT versions | V7, V8 |
| Format | Number |
| FinDatEx data model path | Position / ContributionToSCR / MktSpread / DerivativesUp |
| Solvency II | Optional (O) |
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/ContributionToSCR/MktSpread/DerivativesUp
The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.
← Field 103 · All TPT fields · Field 105 →