Stress Test Data Framework Dictionary 2021: Version 02

Exposures_by_vintage

This worksheet captures a breakdown of exposures (Drawn Balance, Exposure for RWA and RWAs) by vintage for country of exposure and asset class.

202101 CorporateSovereignFinInstCreditRisk

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Organisational unit level 1 String (255 long) Organisationalunitlevel1 - Yes
2 Organisational unit level 2 String (255 long) Organisationalunitlevel2 - Yes
3 Organisational unit level 3 String (255 long) Organisationalunitlevel3 - Yes
4 Country of exposure String (255 long) CountryofExposure CountryofExposure Yes Yes
5 Wholesale asset class String (255 long) Wholesaleassetclass Wholesaleassetclass Yes Yes
6 Vintage String (255 long) VintageWholesale Vintage Yes Yes
7 Drawn balance Float DrawnBalance 0.0000 Inclusive Yes -
8 RWA Float RWA 0.0000 Inclusive Yes -
9 Exposure for RWA Float ExposureforRWA 0.0000 Inclusive Yes -