Stress Test Data Framework Dictionary 2021: Version 02

Issuer_default_loss

Provides information on securities that have been defaulted in the scenario. Losses on this tab should have been included in the OFVI_projections tab already, this tab just provides further breakdown by security issuer.

202101 Other_Fair_Valued_Items_Projections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Name of defaulted issuer String (255 long) Nameofdefaultedissuer Yes Yes
2 Default losses gross of hedging instruments Float Defaultlossesgrossofhedginginstruments Yes -
3 Default losses net of hedging instruments Float Defaultlossesnetofhedginginstruments Yes -