Stress Test Data Framework Dictionary 2017: Version 02

Insurance_capital

This worksheet captures the Capital requirements and available capital resources in all scenarios at Organisational unit levels 1, 2 and 3. Note that those entities that are required to report on a Solvency II basis should report only on that basis in this template. Those entities that are not required to report on a Solvency II basis should complete the template using the relevant local regulatory reporting Pillar 1 and Pillar 2 bases only. Firms are required to state in their Basis of Preparation the relevant regulatory reporting basis applicable to each entity that is not required to report on the Solvency II basis.

201702 InsuranceProjections

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 Insurance type Insurancetype Identifies whether life insurance or general insurance is being reported.
5 Capital resource or requirement item Capitalresourceorrequirementitem This refers to capital resource or capital requirement as per Solvency II or other local regulatory reporting basis (if entity is not required to report on Solvency II basis).
6 Scenario Scenario Identifies the scenario.
7 Projection period Projectionperiod The period to which the associated projections relate.
8 Balance Refers to drawn balance but typically used in combination with other terms. For example, balance up-to-date refers to the portion of an exposures' drawn balance that is not in arrears. It could also refer to the value of a balance sheet or P&L item. This can also be used in the context of a balance sheet item; this is used to capture the balance sheet position.