Stress Test Data Framework Dictionary 2021: Version 02

Reconciliationreference

Enumeration Definition
A STDF_Balancesheet_ProfitorLoss_Projections [Profit_or_loss_group_only] [Profit or loss item level 1] [Gains or (-) losses on financial assets and liabilities held for trading, net]
B STDF_Balancesheet_ProfitorLoss_Projections [Profit_or_loss_group_only] [Profit or loss item level 1] [Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net]
C STDF_Balancesheet_ProfitorLoss_Projections [Profit_or_loss_group_only] [Profit or loss item level 1] [Gains or (-) losses from hedge accounting, net]
D STDF_Capital_and_Other_Projections [P&L_and_AOCI_reconciliation] [Profit or loss and AOCI reconciliation level 1] [Available-for-sale financial assets]
D1 STDF_Capital_and_Other_Projections [P&L_and_AOCI_reconciliation] [Profit or loss and AOCI reconciliation level 1] [Available-for-sale financial assets] [Other debt and equities securities]
D2 STDF_Capital_and_Other_Projections [P&L_and_AOCI_reconciliation] [Profit or loss and AOCI reconciliation level 1] [Available-for-sale financial assets] [Other assets]
E Any other line which is in the Balance sheet and P&L projection template OR capital projection template which includes traded risk items