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auth: Authorities

auth.062 CCP Liquidity Stress Testing Definition Report

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auth.062 is the ISO 20022 CCPLiquidityStressTestingDefinitionReport message in the Authorities business area (auth). The latest version is auth.062.001.01.

Message
CCPLiquidityStressTestingDefinitionReport
Latest version
auth.062.001.01
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.062 is for

The CCPLiquidityStressTestingDefinitionReport 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 liquidity stress scenarios used to stress the liquidity resources and requirements of the CCP.

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

auth.062 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.062.001.01latestRegisteredLatest version set

auth.062 message structure

The building blocks of auth.062.001.01 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]
    • CCPLqdtyStrssTstgDefRpt CCPLiquidityStressTestingDefinitionReport [1..1]
      • LqdtyStrssScnroDef Liquidity Stress Scenario Definition [1..*]LiquidityStressScenarioDefinition1

        Definition of scenario used to stress the liquidity needs of the CCP.

        • Id Identification [1..1]GenericIdentification168

          CCP’s internal unique identifier of the stress scenario that generates the reported liquidity need.

          • Id Identification [1..1]Max256Text
          • Desc Description [0..1]Max140Text
          • Issr Issuer [0..1]Max35Text
          • SchmeNm Scheme Name [0..1]Max35Text
        • Desc Description [1..1]Max2000Text

          Details of the method and assumptions used for estimating operational outflows.

        • Tp Type [0..1]Max35Text

          CCP’s internal classification of stress scenario type.

        • StrssCcy Stress Currency [1..1]ActiveCurrencyCode

          Stress currency, or if aggregate, report ‘XLL’.

      • 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.062 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.062 questions

What is the latest version of auth.062?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.062.001.01.
What is the root element of auth.062?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.062.001.01, and its message element is CCPLqdtyStrssTstgDefRpt (CCPLiquidityStressTestingDefinitionReport).
Is there an MT equivalent of auth.062?
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.