Stress Test Data Framework Dictionary 2021: Version 02

ContextCounterpartyCreditRiskLossesProjections

Enumeration Definition
Aggregate_data Aggregate_data. Please see relevant section(s) of STDF Dictionary for further information.
Counterparty_exposure_data Counterparty_exposure_data. Please see relevant section(s) of STDF Dictionary for further information.
Default_loss Default_loss. Please see relevant section(s) of STDF Dictionary for further information.
Exposure_sensitivities Exposure_sensitivities. Please see relevant section(s) of STDF Dictionary for further information.