Stress Test Data Framework Dictionary 2021: Version 02

UKCI_RWA

This is a projection/historic actuals of the firm’s RWA. Projections should be populated on a UK ultimate risk basis, this is consistent with the UK country of exposure definition within the STDF dictionary. Data reported should be after IFRS9 transition arrangements have been taken into account.

202101 UK_Capital_Impact_Projections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 UK RWA String (255 long) UKRWA UKRWA Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
4 RWA Float RWA 0.0000 Inclusive Yes -