Stress Test Data Framework Dictionary 2017: Version 02

Comments

This worksheet allows the firm to add comments relevant to the data submitted in the template.

201701 MarketriskandCVARWA

Order Field Name Enumeration Definition
1 Market risk capital requirement level 1 Marketriskcapitalrequirementlevel1 A classification of traded risk used to capture capital requirements related to market risk and credit valuation adjustment.
2 Context Context_CVA The sheet name within the STDF template of which the data item is being referenced.
3 Rule ID The rule ID the comment refers to.
4 Comment The comment made by the firm in relate to the rule or context of the respective template.