Stress Test Data Framework Dictionary 2021: Version 02

Wholesale_issuance

This template collects data for all wholesale debt unsecured and Tier 2 issuance with an original maturity of greater than one year. These data should be reported by Issue currency, balance sheet header, asset liability class header and product type level, broken down to the various aggregated issuance, maturity and call dates across Stress. For this template Maturity, Issuance and Call date should all be aggregated in the respective year and all dates should be reported as at the 31 December. If debt is perpetual then this should be reported as 99991231 within the maturity date field.

202101 WholesaleIssuanceProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Wholesale issuance balance sheet header String (255 long) Wholesaleissuancebalancesheetheader Wholesaleissuancebalancesheetheader Yes Yes
2 Wholesale issuance asset liability class header String (255 long) Wholesaleissuanceassetliabilityclassheader Wholesaleissuanceassetliabilityclassheader Yes Yes
3 Wholesale issuance product type String (255 long) Wholesaleissuanceproducttype Wholesaleissuanceproducttype Yes Yes
4 Issuance date Date (YYYYMMDD) Issuancedate Yes Yes
5 Maturity date Date (YYYYMMDD) MaturityDate Yes Yes
6 Call date Date (YYYYMMDD) CallDate - Yes
7 Issue currency String (255 long) Currency Issuecurrency Yes Yes
8 External rating scale String (255 long) Externalcreditrating Externalcreditrating Yes Yes
9 Scenario String (255 long) ScenarioACS Scenario Yes Yes
10 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
11 Nominal amount issue currency Float Nominalamountissuecurrency Yes -
12 Nominal amount reporting currency Float Nominalamountreportingcurrency Yes -
13 Redemptions Float Redemptions Yes -
14 Wholesale issuance reference rate type String (255 long) ReferenceRateTypesALMBSEVS Wholesaleissuancereferenceratetype Yes Yes
15 Wholesale issuance reference rate String (255 long) ALMreferencerate Wholesaleissuancereferencerate Yes Yes
16 Customer rate Float Customerratewholesaleissuance Yes -
17 Issuance spread over 3m Float Issuancespreadover3m Yes -