Stress Test Data Framework Dictionary 2021: Version 02

202101 PensionsRisk

The Pensions template is designed to capture the firm’s current asset and liability profile of its material defined benefit pension schemes. The PRA understands that full valuations are not likely to be carried out each quarter and that for many of these variables only estimates are available: this is expected and the data request should be interpreted in this light.

202101 PensionsRisk [Actuals]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 Pensions_funding 3 4
03 Pensions_cash_flow 3 4
04 Pensions_parameters 3 4