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auth: Authorities

auth.066 CCP Back Testing Result Report

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auth.066 is the ISO 20022 CCPBackTestingResultReport message in the Authorities business area (auth). The latest version is auth.066.001.01.

Message
CCPBackTestingResultReport
Latest version
auth.066.001.01
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.066 is for

The CCPBackTestingResultReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority of the results of the back test carried out by the central counterparty.

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

auth.066 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.066.001.01latestRegisteredLatest version set

auth.066 message structure

The building blocks of auth.066.001.01 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]
    • CCPBckTstgRsltRpt CCPBackTestingResultReport [1..1]
      • MnthlyRslt Monthly Result [1..*]MonthlyResult1

        Reports the results of the central counterparties production backtesting.

        • NbOfObsrvtns Number Of Observations [1..1]PositiveNumber

          Total number of accounts subject to backtesting in the month.

        • NbOfXcptns Number Of Exceptions [1..1]NonNegativeNumber

          Number of times that margin coverage held against any account fell below the marked‐to‐market exposure of that member account, based on the...

        • Cvrg Coverage [1..1]BaseOneRate

          Achieved coverage level.

        • LrgstXcptn Largest Exception [1..1]ActiveCurrencyAndAmount

          Largest marked-to-market exposure on any account that exceeds the margin coverage held against that account.

        • AvrgXcptn Average Exception [1..1]ActiveCurrencyAndAmount

          Average marked‐to‐market exposure on accounts that exceeds the margin coverage held against those accounts.

        • LrgstXcptnId Largest Exception Identification [0..1]GenericIdentification165

          Unique internal identifier for the backtested account experiencing the largest exception.

          • Id Identification [1..1]Max256Text
          • Desc Description [0..1]Max140Text
          • Issr Issuer [0..1]Max35Text
          • SchmeNm Scheme Name [0..1]SchemeIdentificationType1Code
      • 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.066 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.066 questions

What is the latest version of auth.066?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.066.001.01.
What is the root element of auth.066?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.066.001.01, and its message element is CCPBckTstgRsltRpt (CCPBackTestingResultReport).
Is there an MT equivalent of auth.066?
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.