Stress Test Data Framework Dictionary 2017: Version 02

Context

Enumeration Definition
ALM_balance_sheet ALM_balance_sheet. Please see relevant section(s) of STDF Dictionary for further information.
ALM_interest_rates ALM_interest_rates. Please see relevant section(s) of STDF Dictionary for further information.
ALM_metrics ALM_metrics. Please see relevant section(s) of STDF Dictionary for further information.
Arrears Arrears. Please see relevant section(s) of STDF Dictionary for further information.
Capital_instruments Capital_instruments. Please see relevant section(s) of STDF Dictionary for further information.
Capital_requirements Capital_requirements. Please see relevant section(s) of STDF Dictionary for further information.
Capital_resources Capital_resources. Please see relevant section(s) of STDF Dictionary for further information.
Capital_results_summary Capital_results_summary. Please see relevant section(s) of STDF Dictionary for further information.
Cards_other_income Cards_other_income. Please see relevant section(s) of STDF Dictionary for further information.
CCR_RWAs CCR_RWAs. Please see relevant section(s) of STDF Dictionary for further information.
Covered_bonds Covered_bonds. Please see relevant section(s) of STDF Dictionary for further information.
EL-P_reconciliation EL-P_reconciliation. Please see relevant section(s) of STDF Dictionary for further information.
Exposures_by_maturity Exposures_by_maturity. Please see relevant section(s) of STDF Dictionary for further information.
Exposures_by_vintage Exposures_by_vintage. Please see relevant section(s) of STDF Dictionary for further information.
Impairments_and_other_losses Impairments_and_other_losses. Please see relevant section(s) of STDF Dictionary for further information.
Insurance_capital Insurance_capital. Please see relevant section(s) of STDF Dictionary for further information.
Large_exposures Large_exposures. Please see relevant section(s) of STDF Dictionary for further information.
Leverage Leverage. Please see relevant section(s) of STDF Dictionary for further information.
LTV_arrears_MIA LTV_arrears_MIA. Please see relevant section(s) of STDF Dictionary for further information.
LTV_arrears_PIA LTV_arrears_PIA. Please see relevant section(s) of STDF Dictionary for further information.
LTV_repayment LTV_repayment. Please see relevant section(s) of STDF Dictionary for further information.
Market_volumes_UK_only Market_volumes_UK_only. Please see relevant section(s) of STDF Dictionary for further information.
Maximum_distributable_amount Maximum_distributable_amount. Please see relevant section(s) of STDF Dictionary for further information.
Mortgage_arrears_repo_and_sales Mortgage_arrears_repo_and_sales. Please see relevant section(s) of STDF Dictionary for further information.
Operational_loss_details Operational_loss_details. Please see relevant section(s) of STDF Dictionary for further information.
Other_expense_details Other_expense_details. Please see relevant section(s) of STDF Dictionary for further information.
Other_income_details Other_income_details. Please see relevant section(s) of STDF Dictionary for further information.
P&L_and_AOCI_reconciliation P&L_and_AOCI_reconciliation. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_assets Pensions_assets. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_assets_recon Pensions_assets_recon. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_balance_sheet Pensions_balance_sheet. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_cash_flow Pensions_cash_flow. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_funding Pensions_funding. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_liabilities_recon Pensions_liabilities_recon. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_parameters Pensions_parameters. Please see relevant section(s) of STDF Dictionary for further information.
Pensions_reg_balance_sheet Pensions_reg_balance_sheet. Please see relevant section(s) of STDF Dictionary for further information.
Profit_or_loss_business_line Profit_or_loss_business_line. Please see relevant section(s) of STDF Dictionary for further information.
Profit_or_loss_group_only Profit_or_loss_group_only. Please see relevant section(s) of STDF Dictionary for further information.
Provisions Provisions. Please see relevant section(s) of STDF Dictionary for further information.
Repossessions Repossessions. Please see relevant section(s) of STDF Dictionary for further information.
Risk_measures Risk_measures. Please see relevant section(s) of STDF Dictionary for further information.
Risk_measures_by_portfolio Risk_measures_by_portfolio. Please see relevant section(s) of STDF Dictionary for further information.
RWA RWA. Please see relevant section(s) of STDF Dictionary for further information.
Sales Sales. Please see relevant section(s) of STDF Dictionary for further information.
Securitisation_positions Securitisation_positions. Please see relevant section(s) of STDF Dictionary for further information.
Significant_risk_transfer Significant_risk_transfer. Please see relevant section(s) of STDF Dictionary for further information.
Stress_case_management_actions Stress_case_management_actions. Please see relevant section(s) of STDF Dictionary for further information.
Structured_finance Structured_finance. Please see relevant section(s) of STDF Dictionary for further information.
Traded_risk_capital_requirement Traded_risk_capital_requirement. Please see relevant section(s) of STDF Dictionary for further information.
Trended_arrears Trended_arrears. Please see relevant section(s) of STDF Dictionary for further information.
Trended_collective_provisions Trended_collective_provisions. Please see relevant section(s) of STDF Dictionary for further information.
Trended_other Trended_other. Please see relevant section(s) of STDF Dictionary for further information.
UK_CRE UK_CRE. Please see relevant section(s) of STDF Dictionary for further information.
Vintage_analysis Vintage_analysis. Please see relevant section(s) of STDF Dictionary for further information.