Stress Test Data Framework Dictionary 2021: Version 02

Profit_or_loss_group_only

This is a projection/historic actuals of selected Profit or loss items (as per FINREP) for the two scenarios. Projections should be populated both at a Level 1 (i.e. total) and Level 2 (i.e. detail of Level 1) where relevant. Data should be reported on a constant currency basis using year average FX rates from Year 0.

202101 Feesandcostsconstantcurrency

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Profit or loss item level 1 String (255 long) Profitorlossitemlevel1CC Profitorlossitemlevel1 Yes Yes
2 Profit or loss item level 2 String (255 long) Profitorlossitemlevel2CC Profitorlossitemlevel2 - Yes
3 Scenario String (255 long) ScenarioACS Scenario Yes Yes
4 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
5 Carrying amount Float CarryingAmount Yes -