Stress Test Data Framework Dictionary 2021: Version 02

Market_volumes_UK_only

This is the firm’s view of the growth of the aggregate UK market for Loans/advances and Deposits across retail and wholesale. This relates to the UK market as a whole and not just the firm’s business and balances. Detail of the projected balance is required both at the beginning of each projection period and at the end of each projection period. The projected balance at the end of the period should equal the starting balance of the consecutive projection year. The growth of the business needs to be detailed by the gross new business and repayment within the projection period, with the difference equalling the net new business. Furthermore, details of the underlying annual market growth rate assumption need to be provided. “Balance at beginning of period”, “Gross new business”, “Repayment or withdrawal” and “Net new business are only required for retail mortgages, wholesale loans, and deposits with the exception of current accounts.

202101 BalanceSheetProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Balance sheet item market volume level 1 String (255 long) Balancesheetitemmarketvolumelevel1 Balancesheetitemmarketvolumelevel1 Yes Yes
2 Balance sheet item market volume level 2 String (255 long) Balancesheetitemmarketvolumelevel2 Balancesheetitemmarketvolumelevel2 Yes Yes
3 Balance sheet item market volume level 3 String (255 long) Balancesheetitemmarketvolumelevel3 Balancesheetitemmarketvolumelevel3 Yes Yes
4 Market volume product type String (255 long) ProductTypesforMarketVolumesUKOnlyProjection ProductTypesforMarketVolumesUKOnlyProjection Yes Yes
5 Scenario String (255 long) ScenarioACS Scenario Yes Yes
6 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
7 Balance at beginning of period Float Balanceatbeginningofperiod Yes -
8 Gross new business Float Grossnewbusiness Yes -
9 Repayment or withdrawal Float Repaymentorwithdrawal Yes -
10 Net new business Float Netnewbusiness Yes -
11 Balance at end of period Float Balanceatendofperiod Yes -
12 Market growth rate assumption Float Marketgrowthrateassumption Yes -