Stress Test Data Framework Dictionary 2021: Version 02

202101 IFRSNineActuals

This Actuals template collects data such that the PRA can analyse firms credit risk impairments under the new IFRS 9 accounting standard.

202101 IFRSNineActuals [Actuals]

Order TableName Header Offset First Line Of Data
01 Comments 3 4
02 Retail_secured_stages 3 4
03 Retail_unsecured_stages 3 4
04 Retail_secured_vintage 3 4
05 Retail_unsecured_vintage 3 4
06 Retail_secured_RWA 3 4
07 Retail_unsecured_RWA 3 4
08 Wholesale_risk_measures 3 4
09 Wholesale_provisions 3 4
10 Secured_PD_migrations 3 4
11 Unsecured_PD_migrations 3 4
12 Wholesale_stage_migrations 3 4
13 Wholesale_arrears_migrations 3 4
14 Wholesale_rating_migrations 3 4
15 Secured_stage_migrations 3 4
16 Unsecured_stage_migrations 3 4