Stress Test Data Framework Dictionary 2017: Version 02

201702 CounterpartycreditriskRWA

This template asks for a breakdown of counterparty credit risk (CCR) capital by groups of counterparties, where the groups are defined by country of exposure; regulatory exposure type; Basel risk weight methodology. The data are requested so the Bank can carry out quality assurance on the projections.

201702 CounterpartycreditriskRWA [Projection]

Order TableName
01 Comments
02 CCR_RWAs