TPT V8.0 field 105
105_SCR_mrkt_spread_derivatives_down_weight_over_NAV
FundsXML path: Position / ContributionToSCR / MktSpread / DerivativesDown
Codification: NUMERIC
Applicability: all rows
Definition: Capital requirement for spread risk - credit derivatives (downward shock) (Delta between Market value before and market value after stress)
Flag per profile
| Code | Display name | Flag | Meaning |
|---|---|---|---|
SOLVENCY_II |
Solvency II | O | Optional — populate when applicable. |
IORP_EIOPA_ECB |
IORP / EIOPA / ECB | — | Profile column not present in this version. |
NW_675 |
NW 675 | — | Profile column not present in this version. |
SST |
SST (FINMA) | — | Profile column not present in this version. |
Checks
| Rule ID | Profile(s) | Severity | Triggers when | Failure consequence | Score impact |
|---|---|---|---|---|---|
FORMAT/105 |
(all) | ERROR | Populated cell does not match the codification (NUMERIC) | Value cannot be parsed/used downstream. | FORMAT_CONFORMANCE −1/M (or CLOSED_LIST_CONFORMANCE −1/M for closed-list mismatches) |
XF-01/COMPLETE_SCR_DELIVERY |
(all) | ERROR | Field 11 (CompleteSCRDelivery) = Y | All SCR contribution fields 97..105b must be present. | Each ERROR lowers CROSS_FIELD_CONSISTENCY (15 %) by 1 / max(distinct cross-field rules × rows, 1). |
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