Stress Test Data Framework Dictionary 2021: Version 02

Model_adjustments

This worksheet captures information on the adjustments made to each model risk adjustment categories for the Annual cyclical scenario. It is mandatory to provide a value in each of the measures, even if the value is zero for projection periods.

202101 Modeladjustments

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Model adjustment risk category String (255 long) Modeladjustmentriskcategory Modeladjustmentriskcategory Yes -
2 Projection period String (255 long) Projectionperiod Projectionperiod Yes -
3 Model adjustment amount Float Modeladjustmentamounteveryyear Yes -
4 Management adjustment amount Float Managementadjustmentamounteveryyear Yes -