Stress Test Data Framework Dictionary 2017: Version 02

Patterns

Compares patterns / combinations of data entries to pre-defined lists elsewhere in the STDF Dictionary. Each check will fail if a data item differs from those listed.

Table
201702 BalanceSheetProjections[ALM_balance_sheet]
201702 BalanceSheetProjections[Cards_other_income]
201702 BalanceSheetProjections[Market_volumes_UK_only]
201702 BalanceSheetProjections[Other_expense_details]
201702 BalanceSheetProjections[Other_income_details]
201702 BalanceSheetProjections[Profit_or_loss_business_line]
201702 BalanceSheetProjections[Profit_or_loss_group_only]
201702 CapitalAndOtherProjections[Capital_requirements]
201702 CapitalAndOtherProjections[Capital_resources]
201702 CapitalAndOtherProjections[EL-P_reconciliation]
201702 CapitalAndOtherProjections[Impairments_and_other_losses]
201702 CapitalAndOtherProjections[P&L_and_AOCI_reconciliation]
201702 CapitalAndOtherProjections[Risk_measures_by_portfolio]
201702 CapitalAndOtherProjections[Stress_case_management_actions]
201702 CorporateSovereignFinInstCreditRisk[Large_exposures]
201702 CorporateSovereignFinInstCreditRisk[Risk_measures]
201702 OperationalRisk[Operational_loss_details]
201702 RetailExcludingMortgageCredit[RWA]
201702 RetailExcludingMortgageCredit[Trended_arrears]
201702 RetailExcludingMortgageCredit[Trended_collective_provisions]
201702 RetailExcludingMortgageCredit[Trended_other]
201702 RetailMortgageCredit[LTV_arrears_MIA]
201702 RetailMortgageCredit[LTV_arrears_PIA]
201702 RetailMortgageCredit[LTV_repayment]
201702 RetailMortgageCredit[RWA]
201702 RetailMortgageCredit[Vintage_analysis]
201702 StructuredFinance[Covered_bonds]
201702 StructuredFinance[Securitisation_positions]