Stress Test Data Framework Dictionary 2021: Version 02

Demand_exposures

This is an historic actuals of the firm's exposures to other financial entities. Assets in scope are unsecured exposures on demand of various forms, whilst exposures that are collateralised with variation margin are excluded. Exposures on demand should be interpreted as everything that does not explicitly have a maturity or market value. Exposures should include non-tradable interbank money-market deposits, deposits with non-bank financial institutions, nostro balances, on-demand debt instruments, drawn balances on revolving credit facilities and unsecured lending without a term on the loan.

202101 FinancialSectorExposures

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Booking legal entity String (255 long) Bookinglegalentity Yes Yes
2 Financial counterparty name String (255 long) Financialcounterpartyname Yes Yes
3 Counterparty LEI String (255 long) CounterpartyLEI - Yes
4 Counterparty type String (255 long) Counterpartytype Counterpartytype Yes Yes
5 Currency of account String (255 long) Currency Currencyofexposure Yes Yes
6 Account balance Float Accountbalance Yes -