Stress Test Data Framework Dictionary 2021: Version 02

FX_capital_resources

This worksheet describes the impact of changes in FX rates on CET1 capital for each significant currency, relative to holding rates fixed at end-December 2019 levels. Please provide both constant and dynamic currency results. CET1 in non-reporting currencies is defined as net foreign assets and liabilities in that currency that are subject to periodic retranslation (including the relevant regulatory adjustments / deductions / exemptions). Total CET1 in dynamic currency should correspond to total CET1 reported in the Capital Projections Template. For each Common Equity Tier 1 Capital currency breakdown item, a Constant or dynamic currency (as applicable) and Currency should be entered. Please include any additional workings and explanation with the relevant questions in the Basis of Preparation (Capital Projections section). Data reported should be reported on a fully loaded basis i.e before Capital transitional arrangements are taken into account.

202101 OtherCapitalProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Capital measure item level 1 String (255 long) Capitalmeasureitemlevel1 Capitalmeasureitemlevel1 Yes Yes
2 Constant or dynamic currency String (255 long) Constantordynamiccurrency Constantordynamiccurrency - Yes
3 Currency String (255 long) Currency Currency - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 Balance Float Balance 0.0000 Inclusive Yes -