Stress Test Data Framework Dictionary 2021: Version 02

ContextMarketRiskStressedProfitorLossProjections

Enumeration Definition
Illiquids Rates_illiquids. Please see relevant section(s) of STDF Dictionary for further information.
Issuer_default Issuer_default. Please see relevant section(s) of STDF Dictionary for further information.
Liquids Rates_liquids. Please see relevant section(s) of STDF Dictionary for further information.
Shocks Shocks. Please see relevant section(s) of STDF Dictionary for further information.
Structural_liquids Rates_structural_liquids. Please see relevant section(s) of STDF Dictionary for further information.
Totals Totals. Please see relevant section(s) of STDF Dictionary for further information.