Stress Test Data Framework Dictionary 2021: Version 02

Profit_or_loss_business_line

This is a projection/historic actuals of the firm’s Profit or loss on a bespoke business line level, for the two scenarios. Projections should be populated at a level 1 (i.e. total) and level 2 (i.e. detail of Level 1). The P&L should be reconcilable to the Group Level P&L.

202101 BalanceSheetProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - Yes
2 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - Yes
3 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - Yes
4 Country of exposure String (255 long) CountryofExposure CountryofExposure - Yes
5 Profit or loss business line item level 1 String (255 long) Profitorlossbusinesslineitemlevel1 Profitorlossbusinesslineitemlevel1 Yes Yes
6 Profit or loss business line item level 2 String (255 long) Profitorlossbusinesslineitemlevel2 Profitorlossbusinesslineitemlevel2 - Yes
7 Scenario String (255 long) ScenarioACS Scenario Yes Yes
8 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
9 Carrying amount Float CarryingAmount Yes -