Stress Test Data Framework Dictionary 2021: Version 02

P&L_and_AOCI_reconciliation

This worksheet captures the data required to reconcile the Accumulated other comprehensive income (AOCI) and other reserves movements to the AOCI capital component, and the difference between post-tax profit in the Profit and loss group only tab of the Balance sheet and profit or loss projections template, and the movement in the retained earnings component of capital. Please refer to the reconciliations rules for further clarification. Some lines relate to FINREP template 3 while others have been added to reconcile to the OCI movements in other risk templates (Structured finance and Market risk). Pension gains and losses should reconcile to the Pensions template.

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Profit or loss and AOCI reconciliation level 1 String (255 long) ProfitorlossandAOCIreconciliationlevel1 ProfitorlossandAOCIreconciliationlevel1 Yes Yes
2 Profit or loss and AOCI reconciliation level 2 String (255 long) ProfitorlossandAOCIreconciliationlevel2 ProfitorlossandAOCIreconciliationlevel2 - Yes
3 Scenario String (255 long) ScenarioACS Scenario Yes Yes
4 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
5 Balance Float Balance Yes -