Market Data Break Task Allocation
Global Market Data Break Test Task Allocation Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Global Resolution Team (GRT) | The global team that will always be able to perform resolution / approval tasks |
Any existing team See admin |
| Global Approval Team (GAT) | The global team that will always be able to perform resolution / approval tasks |
Any existing team See admin |
Market Data Preliminary and Overlay Break Test Task Allocation Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Categories | Task allocation per (sub-)asset class | All |
| Categories | Task allocation per (sub-)asset class |
IR Rates | Inflation Rates Swaption Vols | Swaption Skew Cap/floor Vols | Inflation Vols |
| Categories | Task allocation per (sub-)asset class | CDS | Funding |
| Categories | Task allocation per (sub-)asset class |
Spot FX | FX Swap FX Vol | FX Vol Skew |
| Resolution Team | The team(s) that will be allowed to perform break resolution / approval tasks |
Any existing team See admin |
| Approval Team | The team(s) that will be allowed to perform break resolution / approval tasks |
Any existing team See admin |
Market Data Preliminary and Overlay Break Test Task Granularity Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Asset Classes | Task granularity settings for asset classes, mirroring the (sub-)categories in the table above | None | Per Asset Class | Per Sub Asset Class |
| Rates Currencies | Task granularity settings for Rate Currencies, where applicable | None | Per Ccy |
| Credit Sectors | Task granularity settings for Credit Sectors, where applicable | None | Per Credit Sector |
| FX Ccy Pairs | Task granularity settings for FX Ccy Pairs, where applicable | None | Per Domestic Ccy | Per Ccy Pair |
| IR Instruments | Task granularity settings for IR Instrument, where applicable | None | Per Instrument Type |
Market Data Preliminary and Overlay Break Test Task Granularity Exception Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Exception | Task allocation exception for Rates | Credit and/or FX market data: |
| Exception | A list of Rates Currency(ies) and/or IR Instrument(s); or |
Any permissible currency Any permissible IR instrument |
| Exception | A list of Credit Sector(s); or | See permissible credit sectors |
| Exception | A list of FX Ccy Pair(s) | See FX rate rule |
| Resolution Team | The team(s) that will be allowed to perform break resolution / approval tasks |
Any existing team(s) See admin |
| Approval Team | The team(s) that will be allowed to perform break resolution / approval tasks |
Any existing team(s) See admin |
Valuation Data Break Task Allocation Settings
Global Valuation Data Break Test Task Allocation Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Global Resolution Team (GRT) | The global team that will always be able to perform resolution / approval tasks |
Any existing team See admin |
| Global Approval Team (GAT) | The global team that will always be able to perform resolution / approval tasks |
Any existing team See admin |
Valuation Data Preliminary and Overlay Break Test Task Granularity Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Trade Types | Task granularity settings for asset classes, mirroring the (sub-)categories in the table above | None | Per Asset Class | Per Trade Type |
| Rates Currencies | Task granularity settings for Rate Currencies, where applicable | None | Per Ccy |
| Credit Sectors | Task granularity settings for Credit Sectors, where applicable | None | Per Credit Sector |
| FX Ccy Pairs | Task granularity settings for FX Ccy Pairs, where applicable | None | Per Base Ccy | Per Ccy Pair |
| Contractual Terms | Task granularity settings for SLA Deadlines, where applicable | None | Per SLA Deadline |
Valuation Data Preliminary and Overlay Break Test Task Granularity Exception Setting Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Exception | Task allocation exception for Rates,Credit and/or FX valuation data: | |
| Exception | A list of Rates Currency(ies) and/or IR Instrument(s); or |
Any permissible currency Any permissible IR instrument |
| Exception | A list of Credit Sector(s); or | See permissible credit sectors |
| Exception | A list of FX Ccy Pair(s) | See FX rate rule |
| Resolution Team | The team(s) that will be allowed to perform break resolution / approval tasks |
Any existing team(s) See admin |
| Approval Team | The team(s) that will be allowed to perform break resolution / approval tasks |
Any existing team(s) See admin |
