Stress Test Data Framework Dictionary 2021: Version 02

CapitalResultsSummary

Enumeration Definition
Capital conservation buffer COREP CA4 row 750
CET1 capital ratio COREP CA3 ID1
Combined buffer requirement COREP CA4 ID27
Common Equity Tier 1 Capital COREP CA1 ID1.1.1
Common Equity Tier 1 Capital CRD IV End-Point COREP CA1 ID1.1.1 on a CRDIV end point basis
Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State COREP CA4 row 760
Global Systemically Important Institution buffer COREP CA4 row 800
Institution specific countercyclical capital buffer COREP CA4 row 770
Other Systemically Important Institution buffer COREP CA4 row 810
Own Funds COREP CA1 ID1
Own Funds CRD IV End-Point COREP CA1 ID1 on a CRDIV end point basis
Pillar 1 + 2a Sum of capital required under Pillar 1 and Pillar 2a.
Pillar 2a static-add-ons Based on the most recent individual capital guidance.
Systemic risk buffer COREP CA4 row 780
Systemically important institution buffer COREP CA4 row 790
Tier 1 Capital COREP CA1 ID1.1
Tier 1 Capital CRD IV End-Point COREP CA1 ID1.1 on a CRDIV end point basis
Tier 1 Capital ratio COREP CA3 ID3
Total capital ratio COREP CA3 ID5
Total capital requirement Based on the most recent total capital requirement.
Total Risk Exposure Amount COREP CA2 ID1