element <valueAtRisk> (local)

Namespace: | http://www.fpml.org/FpML-5/reporting
Type: | IndependentAmountType
Content: | complex, 4 elements
Defined: | locally witnin AggregatedIndependentAmount complexType in fpml-collateral-processes-5-5.xsd; see XML source

Content Model Diagram

XML Representation Summary
<valueAtRisk>
Content: | giverPartyReference?, takerPartyReference?, paymentAmount?, convention?
</valueAtRisk>

Content model elements (4):

  convention (defined in IndependentAmountType complexType),
  giverPartyReference,
  paymentAmount (defined in IndependentAmountType complexType),
  takerPartyReference

Included in content model of elements (1):

  independentAmount (defined in MarginDetails.model group)

Annotation
A portfolio level Independent Amount that reflects portfolio change over a short time period using statistical techniques such as volatility and risk factor correlations. These amounts reflect the summation of independent Amounts due to Party A or Party B.
XML Source (w/o annotations (1); see within schema source)

<xsd:element name="valueAtRisk" type="IndependentAmountType"/>

XML schema documentation generated with DocFlex/XML 1.8.6b2 using DocFlex/XML XSDDoc 2.5.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.