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This Stress Test Data Framework Dictionary sets out the relevant data templates and enumerations permitted in these templates, together with definitions for both. It also describes the data quality rules, patterns for completing data templates, and how data templates are linked to each other (in the “Dimensions” section). This HTML document contains a number of embedded links to help users navigate between sections and templates. The breadcrumb links at the top left of each section can also be used for this purpose. This Dictionary contains details of 11 data templates (see page 3 for a list of the templates). Of these, the following 9 templates form the core data set for stress testing 2017:

BalanceSheetProjections
CapitalAndOtherProjections
CorporateSovereignFinInstCreditRisk
CounterpartycreditriskRWA
MarketriskandCVARWA
OperationalRisk
PensionsRisk
RetailExcludingMortgageCredit
RetailMortgageCredit

The term core data refers to the data that the Bank of England requires each time a concurrent stress test is run, although core data templates may be changed between stress tests. Data that are not currently labelled as ‘core’ are equally as important as core data. The templates for InsuranceProjections and StructuredFinance are supplementary data templates. More supplementary data templates will be released to firms in early 2017. All of the above templates with the exception of MarketRiskandCVARWA have changed since the first draft release of the 2017 stress test core and supplementary data templates and STDF dictionary.

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