Stress Test Data Framework Dictionary 2021: Version 02

Assumptions

This worksheet captures assumptions and parameters used to calculate the transitional capital arrangements and RWA impacts.

202101 IFRSNinetransitionals

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Assumption item String (255 long) Assumptionitem Assumptionitem Yes Yes
2 Scenario String (255 long) ScenarioACS Scenario Yes Yes
3 Projection period String (255 long) ProjectionperiodIFRS9transitionals ProjectionperiodIFRS9transitionals Yes Yes
4 Balance Float Balance 0.0000 Inclusive Yes -