Stress Test Data Framework Dictionary 2021: Version 02

Impact_on_income

This sheet requires the input of how XVA Year 1 (change) impacts the accounting statement through income and other-comprehensive income (OCI) and how it then impacts the regulatory capital (including regulatory deductions). Where the values do not correspond to items on the XVA sheet, a full explanation should be provided within the Basis of Preparation document.

202101 Stressed_XVA_Projections

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Impact level 1 String (255 long) Impactlevel1 Impactlevel1 Yes Yes
2 Year 1 (change) Float Year1change Yes -