Stress Test Data Framework Dictionary 2017: Version 02

Capital_resources

This is a projection of the firm’s capital resources (in line with COREP CA) for all scenarios. Projections should be populated at a level 1 (i.e. total), level 2 (i.e. detail of Level 1) and level 3 (where available, but level 3 items under Retained earnings and ‘Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount’ must be reported).

201702 CapitalAndOtherProjections

Order Field Name Enumeration Definition
1 Capital resource item level 1 Capitalresourceitemlevel1 A high-level heading for capital resources.
2 Capital resource item level 2 Capitalresourceitemlevel2 A mid-level heading for capital resources.
3 Capital resource item level 3 Capitalresourceitemlevel3 A low-level heading for capital resources.
4 Scenario Scenario Identifies the scenario.
5 Projection period Projectionperiod The period to which the associated projections relate.
6 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.