Stress Test Data Framework Dictionary 2021: Version 02

202101 Stressed_PVA_Projections

The purpose of this template is to record the capital impact of stressed prudent valuation adjustments.

202101 Stressed_PVA_Projections [Projection]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 Totals 3 4
03 Market_price_uncertainty 3 4
04 Closeout_cost_uncertainty 3 4
05 Model_risk 3 4
06 Concentrated_position 3 4
07 Unearned_credit_spreads 3 4
08 Investing_and_funding 3 4