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auth.057 CCP Portfolio Stress Testing Definition Report

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auth.057 is the ISO 20022 CCPPortfolioStressTestingDefinitionReport message in the Authorities business area (auth). The latest version is auth.057.001.02, and 2 versions are in the repository.

Message
CCPPortfolioStressTestingDefinitionReport
Latest version
auth.057.001.02
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.057 is for

The CCPPortfolioStressTestingDefinitionReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about how the central counterparty defines stress scenarios used to stress clearing member portfolios.

Definition from the ISO 20022 e-Repository, release of 24 April 2025.

auth.057 versions

Every version published in the e-Repository, newest first. A message keeps its business purpose across versions; each new version is a separate schema with its own namespace.

VersionRegistration statusPublished in
auth.057.001.02latestRegisteredLatest version set
auth.057.001.01RegisteredPrevious version set

auth.057 message structure

The building blocks of auth.057.001.02 to three levels, with multiplicity ([0..1] optional, [1..1] mandatory, * any number) and the data type or component. Element names and definitions are from the ISO 20022 repository; usage guidelines such as CBPR+ or a market infrastructure's rules can restrict them further.

  • Document [1..1]
    • CCPPrtflStrssTstgDefRpt CCPPortfolioStressTestingDefinitionReport [1..1]
      • ScnroDef Scenario Definition [1..*]ScenarioDefinition2

        Contains high level data on a stress scenario being applied to portfolios in order to calculate stress losses.

        • Id Identification [1..1]GenericIdentification165

          Identification of the stress scenario.

          • Id Identification [1..1]Max256Text
          • Desc Description [0..1]Max140Text
          • Issr Issuer [0..1]Max35Text
          • SchmeNm Scheme Name [0..1]SchemeIdentificationType1Code
        • ScnroTp Scenario Type [1..1]ScenarioType1Code

          Indicates whether the scenario is based on a historical event or a hypothetical scenario.

        • StrtgyStrssTp Strategy Stress Type [1..1]StrategyStressType1Code

          Indicates how the scenario stresses the curve.

        • StrssItm Stress Item [1..*]StressItem1

          Information relating to at least one major representative product.

          • StrssPdct Stress Product [1..1]StressItem1Choice (choice)
        • Desc Description [0..1]Max2000Text

          Long description of the scenario.

      • SplmtryData Supplementary Data [0..*]SupplementaryData1

        Additional information that cannot be captured in the structured elements and/or any other specific block.

        • PlcAndNm Place And Name [0..1]Max350Text

          Unambiguous reference to the location where the supplementary data must be inserted in the message instance.

        • Envlp Envelope [1..1]SupplementaryDataEnvelope1

          Technical element wrapping the supplementary data.

Have a auth.057 message? Paste it into the parser to see every element with its name and definition, and format checks on BICs, IBANs, dates and amounts.

auth.057 questions

What is the latest version of auth.057?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.057.001.02.
What is the root element of auth.057?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.057.001.02, and its message element is CCPPrtflStrssTstgDefRpt (CCPPortfolioStressTestingDefinitionReport).
Is there an MT equivalent of auth.057?
No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.

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The ISO 20022 message definitions, element names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.