Stress Test Data Framework Dictionary 2021: Version 02

Templates

The following templates are covered in this version of the Stress Test Data Framework Dictionary.

Template Version
AssetLiabilityManagement 202101
BalanceSheetProjections 202101
Basisofpreparationindex 202102
CapitalAndOtherProjections 202101
Capitaltransitionals 202101
CorporateSovereignFinInstCreditRisk 202101
Counterparty_Credit_Risk_Losses_Projections 202101
CounterpartycreditriskRWA 202101
Feesandcostsconstantcurrency 202101
FinancialSectorExposures 202101
FVORWA 202101
IFRSNineActuals 202101
IFRSNineProjections 202101
IFRSNinetransitionals 202101
Intragrouppositions 202101
Liquidity 202101
Market_Risk_Stressed_ProfitorLoss_Projections 202101
MarketriskandCVARWA 202101
MaterialMisconductCostsActuals 202101
MaterialMisconductCostsProjections 202101
Modeladjustments 202101
Modelriskmanagement 202101
MRELresources 202101
OperationalRisk 202101
Other_Fair_Valued_Items_Projections 202101
OtherCapitalProjections 202101
Pensioncurrencyhedge 202101
PensionsRisk 202101
Reconciliations 202102
RetailExcludingMortgageCredit 202101
RetailMortgageCredit 202101
RetailProjections 202101
RevenuesandCostsIBD 202101
Shorttermfunding 202101
Stressed_PVA_Projections 202101
Stressed_XVA_Projections 202101
StructuralHedge 202101
StructuredFinance 202101
TradeableSecurities 202101
UK_Capital_Impact_Projections 202101
UKCorporateExposures 202101
WholesaleIssuanceProjections 202101