Stress Test Data Framework Dictionary 2021: Version 02

Impairments_and_other_losses

This worksheet examines impairment charge and other losses taken through P&L by risk type for the Annual cyclical stress scenario. The credit risk impairment charge projections should match the total impairment charge projections in the Risk measures by portfolio template. Structured finance loss projections should reconcile to: i) the market value movements Non amortised cost assets in the Structured finance template; and, ii) the impairment charges on OCI and amortised cost assets taken through P&L in the Structured finance template.

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Impairments or other loss level 1 String (255 long) Impairmentsorotherlosslevel1 Impairmentsorotherlosslevel1 Yes Yes
2 Impairments or other loss level 2 String (255 long) Impairmentsorotherlosslevel2 Impairmentsorotherlosslevel2 - Yes
3 Scenario String (255 long) ScenarioACS Scenario Yes Yes
4 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
5 Impairment charge or other loss Float Impairmentchargeorotherloss Yes -