Stress Test Data Framework Dictionary 2021: Version 02

Comments

This worksheet allows the firm to add comments relevant to the data submitted in the template.

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Risk type String (255 long) RiskType Risktype - -
2 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - -
3 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - -
4 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - -
5 Country of exposure String (255 long) CountryofExposure CountryofExposure - -
6 Asset class String (255 long) AssetClassProjections AssetClass - -
7 Product type String (255 long) ProductTypesforRetailSME ProductType - -
8 Security String (255 long) Security Security - -
9 Scenario String (255 long) ScenarioACS Scenario - -
10 Projection period String (255 long) Projectionperiod Projectionperiod - -
11 Context String (255 long) ContextCapitalOther Context - -
12 Rule ID String (255 long) RuleID - -
13 Comment Comment (2000 long) Comment - -