Stress Test Data Framework Dictionary 2021: Version 02

Capital_evolution

This worksheet captures how the capital structure evolves over the course of the base and stress, including an evolution of the grandfathering cap. Please provide details of associated costs for these instruments.  This will provide an explanation for the changes in the value of individual capital instruments in each year of the base and stress and enable the reconciliation of year-on-year changes in each tier of capital, including redemptions, new issuances, grandfathering and amortisation. Data reported should be reported on a fully loaded basis i.e before Capital transitional arrangements are taken into account. Please include all MREL eligible instruments under the policy definition of MREL http://www.bankofengland.co.uk/financialstability/Documents/resolution/mrelpolicy2016.pdf.” other than Tier 1 and Tier 2 Capital under Other MREL.

202101 OtherCapitalProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Capital evolution item level 1 String (255 long) Capitalevolutionitemlevel1 Capitalevolutionitemlevel1 Yes Yes
2 Capital evolution item level 2 String (255 long) Capitalevolutionitemlevel2 Capitalevolutionitemlevel2 Yes Yes
3 Capital evolution item level 3 String (255 long) Capitalevolutionitemlevel3 Capitalevolutionitemlevel3 - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 Balance Float Balance Yes -