Stress Test Data Framework Dictionary 2021: Version 02

Leverageexposureitem

Enumeration Definition
Collateralised exposures Include all items included in the leverage tab in the Capital and other projections template that have some form of collateral against them.
Total derivative exposures Include all derivative items included in the leverage tab in the Capital and other projections template.
Uncollaterallised exposures Include all items included in the leverage tab in the Capital and other projections template that do not have some form of collateral against them.