Stress Test Data Framework Dictionary 2017: Version 02

Capitalresourceitemlevel3

Enumeration Definition
(-) Direct holdings of AT1 instruments COREP CA1 ID1.1.2.1.4.1
(-) Direct holdings of CET1 instruments COREP CA1 ID1.1.1.1.4.1
(-) Direct holdings of T2 instruments COREP CA1 ID1.2.1.4.1
(-) Indirect holdings of AT1 instruments COREP CA1 ID1.1.2.1.4.2
(-) Indirect holdings of CET1 instruments COREP CA1 ID1.1.1.1.4.2
(-) Indirect holdings of T2 instruments COREP CA1 ID1.2.1.4.2
(-) Part of interim or year-end profit not eligible COREP CA1 ID1.1.1.2.2.2
(-) Permitted offsetting short positions in relation to the direct gross holdings included above COREP CA1 ID12.1.2, ID13.1.2, ID14.1.2, ID15.1.2, ID16.1.2, ID17.1.2
(-) Permitted offsetting short positions in relation to the indirect gross holdings included above COREP CA1 ID12.2.2, ID13.2.2, ID14.2.2, ID15.2.2, ID16.2.2, ID17.2.2
(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above COREP CA1 ID12.3.2, ID13.3.2, ID14.3.2, ID15.3.2, ID16.3.2, ID17.3.2
(-) Synthetic holdings of AT1 instruments COREP CA1 ID1.1.2.1.4.3
(-) Synthetic holdings of CET1 instruments COREP CA1 ID1.1.1.1.4.3
(-) Synthetic holdings of T2 instruments COREP CA1 ID1.2.1.4.3
Additional value adjustments and other own funds reductions COREP CA4 ID3.1.3
General credit risk adjustments COREP CA4 ID3.1.1
Gross direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID13.1.1
Gross direct holdings of AT1 capital of financial sector entities where the institution has a significant investment COREP CA4 ID16.1.1
Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID12.1.1
Gross direct holdings of CET1 capital of financial sector entities where the institution has a significant investment COREP CA4 ID15.1.1
Gross direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID14.1.1
Gross direct holdings of T2 capital of financial sector entities where the institution has a significant investment COREP CA4 ID17.1.1
Gross indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID13.2.1
Gross indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment COREP CA4 ID16.2.1
Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID12.2.1
Gross indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment COREP CA4 ID15.2.1
Gross indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID14.2.1
Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment COREP CA4 ID17.2.1
Gross synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID13.3.1
Gross synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment COREP CA4 ID16.3.1
Gross synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID12.3.1
Gross synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment COREP CA4 ID15.3.1
Gross synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment COREP CA4 ID14.3.1
Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment COREP CA4 ID17.3.1
Profit or loss attributable to owners of the parent COREP CA1 ID1.1.1.2.2.1
Specific credit risk adjustments COREP CA4 ID3.1.2