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TPT field 93 – Sensitivity to underlying asset price (delta)
Sensitivity to underlying asset price (delta): Sensitivity to the underlying asset
| Property | Value |
|---|---|
| Field number | 93 |
| Column name | 93_Sensitivity_to_underlying_asset_price_(delta) |
| TPT versions | V7, V8 |
| Format | Number |
| FinDatEx data model path | Position / Analytics / Delta |
| Solvency II | Conditional (C) |
| Swiss Solvency Test (SST) | Conditional (C) |
Applies to
Positions with CIC category 2 – Corporate bonds, 5 – Structured notes, 6 – Collateralised securities, A – Futures, B – Call options, C – Put options, E – Forwards, F – Credit derivatives.
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/Analytics/Delta
The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.
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