Stress Test Data Framework Dictionary 2017: Version 02

Profit_or_loss_group_only

This is a projection/historic actuals of the firm’s Profit or loss items (as per FINREP) for each scenario. Projections should be populated both at a Level 1 (i.e. total) and Level 2 (i.e. detail of Level 1).

201702 BalanceSheetProjections

Order Field Name Enumeration Definition
1 Profit or loss item level 1 Profitorlossitemlevel1 The Profit or loss item header as per FINREP.
2 Profit or loss item level 2 Profitorlossitemlevel2 The profit or loss detail for each header item as per FINREP.
3 Scenario Scenario Identifies the scenario.
4 Projection period Projectionperiod The period to which the associated projections relate.
5 Carrying amount The amount attributable to the balance sheet / P&L.