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.

201702 CorporateSovereignFinInstCreditRisk

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 Wholesale asset class Wholesaleassetclass A defined grouping of wholesale assets typically of similar characteristics. An asset is any property, right, entitlement or interest.
6 Industrial classification Industrialclassification A classification scheme for industry sector. The permitted values are the sector headings from the UK 2007 Standard Industrial Classification (SIC).
7 Context Context_Wholesale The sheet name within the STDF template of which the data item is being referenced.
8 Rule ID The rule ID the comment refers to.
9 Comment The comment made by the firm in relate to the rule or context of the respective template.