Stress Test Data Framework Dictionary 2021: Version 02

FX_leverage

This worksheet describes the impact of changes in FX rates on leverage for each significant currency, relative to holding rates fixed at end-December 2019 levels. Please report Leverage FX item Tier 1 Capital currency breakdown, Total leverage ratio exposure currency breakdown, and Cash balances at central banks items along with a value in the Constant or dynamic currency and Currency columns. For the Cash balances at central banks item please include all currencies for which such eligible balances are held. Items Tier 1 Capital, and Total leverage ratio exposure should not have a value in the Currency columns. Data reported should be reported on a fully loaded basis i.e before Capital transitional arrangements are taken into account.

202101 OtherCapitalProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Leverage FX item String (255 long) LeverageFXitem LeverageFXitem Yes Yes
2 Constant or dynamic currency String (255 long) Constantordynamiccurrency Constantordynamiccurrency - Yes
3 Currency String (255 long) Currency Currency - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 Balance Float Balance Yes -