Stress Test Data Framework Dictionary 2021: Version 02

Core_subset_granular

Fill again as per the 'Core_subset' tab but for each line item in the income statement insert additional sub-lines (in the Sub business unit column) to provide a more granular breakdown. This should include e.g. sub-lines for Rates, FX, Equity, Credit Trading, Commodities, Advisory, Debt Capital Markets, Equity Capital Markets, Syndicate. These can be named according to your internal hierarchy definitions. Not all items will necessarily be able to be filled at this granularity but we expect mandatory fill on Finrep IDs 010,090,160,280,360 and for the memo items.

202101 RevenuesandCostsIBD

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Revenues and costs level 1 String (255 long) Revenuesandcostslevel1 Revenuesandcostslevel1 Yes Yes
2 Revenues and costs level 2 String (255 long) Revenuesandcostslevel2 Revenuesandcostslevel2 - Yes
3 Revenues and costs level 3 String (255 long) Revenuesandcostslevel3 Revenuesandcostslevel3 - Yes
4 Sub business unit String (255 long) Subbusinessunit Yes Yes
5 Actuals Y-2 Float ActualsYminus2 - -
6 Actuals Y-1 Float ActualsYminus1 - -
7 Actuals Y0 Float ActualsY0 - -
8 Baseline projection Y1 Float BaselineprojectionY1 - -
9 Baseline projection Y2 Float BaselineprojectionY2 - -
10 Baseline projection Y3 Float BaselineprojectionY3 - -
11 Baseline projection Y4 Float BaselineprojectionY4 - -
12 Baseline projection Y5 Float BaselineprojectionY5 - -
13 Stressed projection Y1 Float StressedprojectionY1 - -
14 Stressed projection Y2 Float StressedprojectionY2 - -
15 Stressed projection Y3 Float StressedprojectionY3 - -
16 Stressed projection Y4 Float StressedprojectionY4 - -
17 Stressed projection Y5 Float StressedprojectionY5 - -