Stress Test Data Framework Dictionary 2017: Version 02

Profit_or_loss_business_line

This is a projection/historic actuals of the firm’s Profit or loss on a bespoke business line level, for each scenario. Projections should be populated at a level 1 (i.e. total) and level 2 (i.e. detail of Level 1). The P&L should be reconcilable to the Group Level P&L.

201702 BalanceSheetProjections

Order Field Name Enumeration Definition
1 Organisational unit level 1 Please enter the highest logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies).
2 Organisational unit level 2 Please enter the second logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies).
3 Organisational unit level 3 Please enter the third (if applicable) logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies).
4 Country of exposure CountryofExposure The country of residence of the obligor on an ultimate risk basis. The definition should be consistent with that used for the purposes of the 'geographical breakdown of exposures by residence of the obligor' in COREP (C 09.01 and C 09.02). When the exposure is to an international corporate body and therefore cannot be attributed to a specific country, the SUPRA continental enumerations should be used. Continental totals provided should only be used in projections templates when no specific country can be identified, they should not be used in actuals templates.
5 Profit or loss business line item level 1 Profitorlossbusinesslineitemlevel1 Profit or loss header item for a business line.
6 Profit or loss business line item level 2 Profitorlossbusinesslineitemlevel2 Profit or loss detail item for a business line.
7 Scenario Scenario Identifies the scenario.
8 Projection period Projectionperiod The period to which the associated projections relate.
9 Carrying amount The amount attributable to the balance sheet / P&L.