Stress Test Data Framework Dictionary 2021: Version 02

FX_RWA

This worksheet describes the impact of changes in FX rates on risk weighted assets for each significant currency, relative to holding rates fixed at end-December 2019 levels. Please report enumeration 'RWA currency breakdown item' under 'RWA item' along with a value in the Constant or dynamic currency and Currency columns. When reporting 'RWA' under 'RWA item' firms should not enter a value in the Currency column. Data reported should be reported on a fully loaded basis i.e before Capital transitional arrangements are taken into account.

202101 OtherCapitalProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 RWA item String (255 long) RWAitem RWAitem Yes Yes
2 Constant or dynamic currency String (255 long) Constantordynamiccurrency Constantordynamiccurrency - Yes
3 Currency String (255 long) Currency Currency - Yes
4 Scenario String (255 long) ScenarioACS Scenario Yes Yes
5 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
6 RWA Float RWA 0.0000 Inclusive Yes -