Stress Test Data Framework Dictionary 2021: Version 02

Pensions_parameters

This sheet asks for the accounting parameters at each date for each scheme for the Annual cyclical stress scenario. It asks for the Discount rate, Inflation rate and rate for Pension increases, as would be used in the projected accounting statements. These should be those that were used to calculate the Liabilities at each date. The purpose is for the Bank to perform reasonableness checks on how the accounting parameters are responding in relation to the indices provided in the scenario. The inflation rate should represent the RPI rate, and pension increases should represent the liability weighted average of pension increase assumptions. Please provide in your unstructured data separate figures for salary inflation, CPI inflation, a liability weighted average for pre-retirement pension increases, and a breakdown of both post-retirement and pre-retirement increase assumptions by tranche of service/applicable period.

202101 CapitalAndOtherProjections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Scenario String (255 long) ScenarioACS Scenario Yes Yes
2 Projection period String (255 long) Projectionperiod Projectionperiod Yes Yes
3 Pension scheme String (255 long) PensionScheme Yes Yes
4 Accounting parameter String (255 long) AccountingParameter AccountingParameter Yes Yes
5 Accounting parameter value Float AccountingParameterValue - - - Yes -