Stress Test Data Framework Dictionary 2017: Version 02

Leverage

This is a projection of the firm’s degree of Leverage. Most of the items requested are based on the template and guidance from the EBA Final Draft ITS on leverage ratio reporting (EBA/ITS/2015/03, table LRCalc). For the final 3 lines referring to the 7% CET1 trigger, please refer to the July 2015 Policy Statement: http://www.bankofengland.co.uk/financialstability/Documents/fpc/policystatement010715ltr.pdf. Data are required for all scenarios and should be as at year end (rather than an average during the year).

201702 CapitalAndOtherProjections

Order Field Name Enumeration Definition
1 Leverage item LeverageItem A heading in the breakdown of leverage figures.
2 Scenario Scenario Identifies the scenario.
3 Projection period Projectionperiod The period to which the associated projections relate.
4 Balance Refers to drawn balance but typically used in combination with other terms. For example, balance up-to-date refers to the portion of an exposures' drawn balance that is not in arrears. It could also refer to the value of a balance sheet or P&L item. This can also be used in the context of a balance sheet item; this is used to capture the balance sheet position.