Stress Test Data Framework Dictionary 2021: Version 02

Model_adjustments

It is not required to complete this worksheet for the 2020 stress test. Please ignore all validation rules relating to this worksheet and leave it in the template for submission as it appears.

202101 Modelriskmanagement

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Model adjustment risk category String (255 long) Modeladjustmentriskcategory Modeladjustmentriskcategory Yes Yes
2 Cumulative adjustment period String (255 long) Cumulativeadjustmentperiod Cumulativeadjustmentperiod Yes Yes
3 Model adjustment amount Float Modeladjustmentamount Yes -
4 Model adjustment percentage uplift Float Modeladjustmentpercentageuplift Yes -
5 Management adjustment amount Float Managementadjustmentamount Yes -
6 Management adjustment percentage uplift Float Managementadjpercentageuplift Yes -