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202101 UK_Capital_Impact_Projections
As set out in The Bank of England’s approach to stress testing the UK banking system, stress-test results are one input to the FPC’s decision on what level to set the UK countercyclical capital buffer (CCyB) rate. As the UK CCyB rate is applied to UK credit exposures only, it will be important to isolate the “UK impact” of the stress scenario. This template should only be completed for the Baseline and the Annual cyclical scenario.