Documentation for Financial products Markup Language (FpML®)
Definition Type: Element
Name: valueAtRisk
Namespace: http://www.fpml.org/FpML-5/reporting
Type: nsA:IndependentAmountType
Containing Schema: fpml-collateral-processes-5-4.xsd
MinOccurs (1)
MaxOccurs (1)
Abstract
Documentation:
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.
Collapse XSD Schema Diagram:
Drilldown into convention in schema fpml-collateral-processes-5-4_xsd Drilldown into paymentAmount in schema fpml-collateral-processes-5-4_xsd Drilldown into takerPartyReference in schema fpml-collateral-processes-5-4_xsd Drilldown into giverPartyReference in schema fpml-collateral-processes-5-4_xsd Drilldown into GiverTaker.model in schema fpml-collateral-processes-5-4_xsd Drilldown into IndependentAmountType in schema fpml-collateral-processes-5-4_xsdXSD Diagram of valueAtRisk in schema fpml-collateral-processes-5-4_xsd (Financial products Markup Language (FpML®))
Collapse XSD Schema Code: 
<xsd:element name="valueAtRisk" type="IndependentAmountType">
    <xsd:annotation>
        <xsd:documentation xml:lang="en">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.</xsd:documentation>
    </xsd:annotation>
</xsd:element>
Collapse Child Elements:
Name Type Min Occurs Max Occurs
giverPartyReference nsA:giverPartyReference 0 (1)
takerPartyReference nsA:takerPartyReference 0 (1)
paymentAmount nsA:paymentAmount 0 (1)
convention nsA:convention 0 (1)
<xs:group> nsA:GiverTaker.model (1) (1)
Collapse Derivation Tree:
Documentation for Financial products Markup Language (FpML®)

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