Stress Test Data Framework Dictionary 2017: Version 02

201702 PensionsRisk

The Pensions template is designed to capture the firm’s current asset and liability profile of its material defined benefit pension schemes. The PRA understands that full valuations are not likely to be carried out each quarter and that for many of these variables only estimates are available: this is expected and the data request should be interpreted in this light.

201702 PensionsRisk [Actuals]

Order TableName
01 Comments
02 Pensions_funding
03 Pensions_cash_flow
04 Pensions_parameters