Stress Test Data Framework Dictionary 2021: Version 02

Exposures_by_maturity

This worksheet captures a breakdown of exposures (Drawn Balance, Exposure for RWA and RWAs) by maturity band for country of exposure and asset class.

202101 CorporateSovereignFinInstCreditRisk

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - Yes
2 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - Yes
3 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - Yes
4 Country of exposure String (255 long) CountryofExposure CountryofExposure Yes Yes
5 Wholesale asset class String (255 long) Wholesaleassetclass Wholesaleassetclass Yes Yes
6 Maturity band String (255 long) MaturityBand MaturityBand Yes Yes
7 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
8 RWA Float RWA 0.0000 Inclusive Yes -
9 Exposure for RWA Float ExposureforRWA 0.0000 Inclusive Yes -