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auth: Authorities

auth.063 CCP Liquidity Stress Testing Result Report

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auth.063 is the ISO 20022 CCPLiquidityStressTestingResultReport message in the Authorities business area (auth). The latest version is auth.063.001.01.

Message
CCPLiquidityStressTestingResultReport
Latest version
auth.063.001.01
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.063 is for

The CCPLiquidityStressTestingResultReport 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 liquidity stress tests.

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

auth.063 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.063.001.01latestRegisteredLatest version set

auth.063 message structure

The building blocks of auth.063.001.01 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]
    • CCPLqdtyStrssTstgRsltRpt CCPLiquidityStressTestingResultReport [1..1]
      • LqdtyStrssTstRslt Liquidity Stress Test Result [1..*]LiquidityStressTestResult1

        Results from a scenario used to stress the liquidity needs of the CCP.

        • Id Identification [1..1]Max256Text

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

        • ScnroDfltrs Scenario Defaulters [1..1]CoverTwoDefaulters1

          Identification of assumed defaulters under the stress scenario.

          • Cover1Id Cover1 Identification [1..1]LEIIdentifier
          • Cover2Id Cover2 Identification [1..1]LEIIdentifier
        • LqdtyReqrdAndAvlbl Liquidity Required And Available [6..6]LiquidityRequiredAndAvailable1

          Indicates the stressed resources and liquidity requirements under the liquidity stress test.

          • LqdRsrcs Liquid Resources [1..1]LiquidResources1
          • LqdtyHrzn Liquidity Horizon [1..1]SettlementDate6Code
          • StrssLqdRsrcRqrmnt Stress Liquid Resource Requirement [1..1]StressLiquidResourceRequirement1
      • 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.063 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.063 questions

What is the latest version of auth.063?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.063.001.01.
What is the root element of auth.063?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.063.001.01, and its message element is CCPLqdtyStrssTstgRsltRpt (CCPLiquidityStressTestingResultReport).
Is there an MT equivalent of auth.063?
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.