ZagTrader

auth: Authorities

auth.058 CCP Portfolio Stress Testing Result Report

Written and maintained by ZagTrader. Last reviewed . How this page is sourced and checked

auth.058 is the ISO 20022 CCPPortfolioStressTestingResultReport message in the Authorities business area (auth). The latest version is auth.058.001.01.

Message
CCPPortfolioStressTestingResultReport
Latest version
auth.058.001.01
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.058 is for

The CCPPortfolioStressTestingResultReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the results of the stress testing carried out by the central counterparty on clearing member positions.

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

auth.058 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.058.001.01latestRegisteredLatest version set

auth.058 message structure

The building blocks of auth.058.001.01 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]
    • CCPPrtflStrssTstgRsltRpt CCPPortfolioStressTestingResultReport [1..1]
      • ScnroStrssTstRslt Scenario Stress Test Result [1..*]ScenarioStressTestResult1

        Identification of the stressed account, and data on the simulated profits and losses resulting from the application of a stress test scenario to the positions in a cleared portfolio.

        • Id Identification [1..1]GenericIdentification168

          Identification of the stressed account.

          • Id Identification [1..1]Max256Text
          • Desc Description [0..1]Max140Text
          • Issr Issuer [0..1]Max35Text
          • SchmeNm Scheme Name [0..1]Max35Text
        • PrtflStrssTstRslt Portfolio Stress Test Result [1..*]PortfolioStressTestResult1

          Result from the application of a stress test scenario to the positions in a cleared portfolio.

          • PrtflId Portfolio Identification [1..1]GenericIdentification165
          • StrssLoss Stress Loss [1..1]AmountAndDirection102
          • RawStrssLoss Raw Stress Loss [0..1]AmountAndDirection102
          • Cover1Flg Cover1 Flag [1..1]TrueFalseIndicator
          • Cover2Flg Cover2 Flag [1..1]TrueFalseIndicator
      • 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.058 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.058 questions

What is the latest version of auth.058?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.058.001.01.
What is the root element of auth.058?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.058.001.01, and its message element is CCPPrtflStrssTstgRsltRpt (CCPPortfolioStressTestingResultReport).
Is there an MT equivalent of auth.058?
No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.

All ISO 20022 messages · ISO 20022 code sets · MT messages

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.