Stress Test Data Framework Dictionary 2017: Version 02

Dimensions

Flags where dimensions appearing in different templates are not filled in in the same logical ‘pattern’ and do not equal mathematically (where relevant).

Table Rule Id
201702 CapitalAndOtherProjections[Mortgage_arrears_repo_and_sales] 10301
10302
10303
10304
10305
201702 CapitalAndOtherProjections[Risk_measures_by_portfolio] 10325
10327
10328
10329
10330
10331
10333
10335
10336
10337
10338
10343
10345
12823
12825
12826
201702 CapitalAndOtherProjections[Structured_finance] 10347
10349
10351
10352
12538
12870
12871
12873
12874
12875
201702 CorporateSovereignFinInstCreditRisk[Exposures_by_maturity] 12820
12821
12822
201702 CorporateSovereignFinInstCreditRisk[Exposures_by_vintage] 12820
12821
12822
201702 CorporateSovereignFinInstCreditRisk[Risk_measures] 10327
10330
10333
10345
201702 RetailExcludingMortgageCredit[RWA] 10329
12823
12825
12826
201702 RetailExcludingMortgageCredit[Trended_other] 10336
10338
201702 RetailMortgageCredit[Arrears] 10301
10302
201702 RetailMortgageCredit[LTV_arrears_MIA] 11386
11389
15726
15727
15728
15729
15730
201702 RetailMortgageCredit[LTV_arrears_PIA] 11386
11399
201702 RetailMortgageCredit[LTV_repayment] 15726
201702 RetailMortgageCredit[RWA] 10325
10328
10331
10343
15730
201702 RetailMortgageCredit[Sales] 10303
10305
201702 RetailMortgageCredit[Trended_arrears] 11389
15728
201702 RetailMortgageCredit[Trended_other] 10304
10335
10337
15729
201702 RetailMortgageCredit[Vintage_analysis] 11399
15727
201702 StructuredFinance[Covered_bonds] 12870
12871
12873
12874
12875
201702 StructuredFinance[Securitisation_positions] 10347
10349
10351
10352
12538