Stress Test Data Framework Dictionary 2021: Version 02

Capital_resources

This is a projection of the firm’s capital resources (in line with COREP CA) for the Annual cyclical stress scenario. Projections should be populated at a level 1 (i.e. total), level 2 (i.e. detail of Level 1) and level 3 (where available, but level 3 items under Retained earnings and ‘Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount’ must be reported). Data should be reported on a fully loaded basis, i.e before any IFRS9 transitional arrangements have been applied.

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Capital resource item level 1 String (255 long) Capitalresourceitemlevel1 Capitalresourceitemlevel1 Yes Yes
2 Capital resource item level 2 String (255 long) Capitalresourceitemlevel2 Capitalresourceitemlevel2 - Yes
3 Capital resource item level 3 String (255 long) Capitalresourceitemlevel3 Capitalresourceitemlevel3 - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 Balance Float Balance Yes -