Stress Test Data Framework Dictionary 2017: Version 02

RiskType

Enumeration Definition
All All
ALM and liquidity risk ALM and liquidity risk
Corporate, sovereign and financial institution credit risk Corporate, sovereign and institution credit risk
Counterparty credit risk Counterparty credit risk
Insurance risk Insurance risk
Market risk Market risk
Operational risk Operational risk
Other Please include all risks other than those listed
Pensions risk Pensions risk
Retail excl mortgage credit risk Retail exposures, as defined by CRR Articles 123 & 154 that are not retail secured credits.
Retail mortgage credit risk Retail exposures, as defined by CRR Articles 125 & 154, secured by residential real estate.
Structured finance risk Structured finance risk