Order |
Field Name |
Enumeration |
Definition |
1 |
Risk type |
RiskType |
A classification of risk used within the stress test data collection. |
2 |
Organisational unit level 1 |
|
Please enter the highest logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
3 |
Organisational unit level 2 |
|
Please enter the second logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
4 |
Organisational unit level 3 |
|
Please enter the third (if applicable) logical grouping used for reporting purposes. For example, it may contain one or more brand(s), business unit(s), region(s) and /or legal entity(ies). |
5 |
Country of exposure |
CountryofExposure |
The country of residence of the obligor on an ultimate risk basis. The definition should be consistent with that used for the purposes of the 'geographical breakdown of exposures by residence of the obligor' in COREP (C 09.01 and C 09.02). When the exposure is to an international corporate body and therefore cannot be attributed to a specific country, the SUPRA continental enumerations should be used. Continental totals provided should only be used in projections templates when no specific country can be identified, they should not be used in actuals templates. |
6 |
Asset class |
AssetClass_Projections |
A defined grouping of assets typically of similar characteristics. An asset is any property, right, entitlement or interest. |
7 |
Product type |
ProductTypesforRetailSME |
A grouping of financial products which are available to bank customers and are regarded as having common attributes, characteristics, qualities or traits. |
8 |
Security |
Security |
The collateral the loan is backed by, e.g. asset finance. |
9 |
Scenario |
Scenario |
Identifies the scenario. |
10 |
Projection period |
Projectionperiod |
The period to which the associated projections relate. |
11 |
Context |
Context_CapitalOther |
The sheet name within the STDF template of which the data item is being referenced. |
12 |
Rule ID |
|
The rule ID the comment refers to. |
13 |
|
The comment made by the firm in relate to the rule or context of the respective template. |