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auth: Authorities

auth.065 CCP Back Testing Definition Report

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auth.065 is the ISO 20022 CCPBackTestingDefinitionReport message in the Authorities business area (auth). The latest version is auth.065.001.01.

Message
CCPBackTestingDefinitionReport
Latest version
auth.065.001.01
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.065 is for

The CCPBackTestingDefinitionReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the methodology used to carry out backtesting.

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

auth.065 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.065.001.01latestRegisteredLatest version set

auth.065 message structure

The building blocks of auth.065.001.01 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]
    • CCPBckTstgDefRpt CCPBackTestingDefinitionReport [1..1]
      • Mthdlgy Methodology [1..*]BackTestingMethodology1

        Details parameters and methodology used to conduct the back test.

        • RskMdlTp Risk Model Type [1..1]ModelType1Choice (choice)

          Specifies the core model type, excluding any modifications for pro-cyclicality.

          • Cd Code [1..1]ModelType1Code
          • Prtry Proprietary [1..1]GenericIdentification36
        • MdlCnfdncLvl Model Confidence Level [1..1]BaseOneRate

          Specifies the confidence interval used on a daily basis to assess the performance of the model.

        • VartnMrgnCleanInd Variation Margin Clean Indicator [1..1]TrueFalseIndicator

          Indicates whether the CCP model calculates mark-to-market changes on fixed portfolios when backtesting.

        • Desc Description [0..1]Max2000Text

          Description of backtesting methodology.

      • 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.065 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.065 questions

What is the latest version of auth.065?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.065.001.01.
What is the root element of auth.065?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.065.001.01, and its message element is CCPBckTstgDefRpt (CCPBackTestingDefinitionReport).
Is there an MT equivalent of auth.065?
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.