Stress Test Data Framework Dictionary 2021: Version 02

Impactlevel1

Enumeration Definition
Impact on income Gain or (-) Loss recorded in the income statement due to the Year 1 (change) [A]
Impact on other comprehensive income Gain or (-) Loss recorded in other comprehensive income due to the Year 1 (change) [B]
Impact on regulatory capital Effective impact of Year 1 (change) on capital after taking account of deductions ([A]+[B]+[C])
Regulatory deductions Adjustments to eliminate accounting entries not recognised by the regulatory framework [C]