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TPT field 105 – SCR mrkt spread derivatives down weight over NAV
SCR mrkt spread derivatives down weight over NAV: Capital requirement for spread risk - credit derivatives (downward shock) (Delta between Market value before and market value after stress)
| Property | Value |
|---|---|
| Field number | 105 |
| Column name | 105_SCR_mrkt_spread_derivatives_down_weight_over_NAV |
| TPT versions | V7, V8 |
| Format | Number |
| FinDatEx data model path | Position / ContributionToSCR / MktSpread / DerivativesDown |
| Solvency II | Optional (O) |
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/ContributionToSCR/MktSpread/DerivativesDown
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