Stress Test Data Framework Dictionary 2021: Version 02

Intragroupproducttypeliabilities

Enumeration Definition
Debt securities issued FINREP F1.2 row 050 and FINREP F1.2 090.
Deposits FINREP F1.2 row 040, FINREP F1.2 row 080, FINREP F1.2 row 120
Derivatives of which credit derivatives FINREP F1.2 row 020 of which, any credit derivative which have been used to cover for the counterparty risk of financial claims in the banking book - in line with credit protection under Part Three, Title II, Chapter 4 (Credit risk mitigation) of the Capital Requirements Regulation (575/2013) (CRR).
Derivatives of which guarantees FINREP F1.2 row 020 of which, any derivative where there is a formal, legal and irrevocable guarantee to repay the claim if the original borrower or lessee fails to do so.
Derivatives of which other FINREP F1.2 row 020 where not reported in derivatives of which credit derviatives and derivatives of which guarantees.
Other financial liabilities FINREP F1.2 row 060, FINREP F1.2 row 100 and FINREP F1.2 row 140.
Short positions FINREP F1.2 row 030.